A VaR Black–Litterman model for the construction of absolute return fund-of-funds

By Lejeune Miguel A.  

Quantitative Finance, Vol. 11, Iss. 10, 2011-10 ,pp. : 1489-1501

Routledge Ltd

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Empirical investigation of the VaR of hedge funds using daily data

By Pochon Florent   Teïletche Jérôme  

Derivatives Use, Trading Regulation, Vol. 12, Iss. 4, 2007-02 ,pp. : 314-329

Palgrave Macmillan Ltd

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Evaluation of VaR models' forecasting performance: the case of oil markets

By Gallali Med Imen  

International Journal of Financial Services Management, Vol. 5, Iss. 3, 2012-05 ,pp. : 197-215

Inderscience Publishers

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Stress testing for VaR and CVaR

By Dupacová Jitka   PolÍvka Jan  

Quantitative Finance, Vol. 7, Iss. 4, 2007-08 ,pp. : 411-421

Routledge Ltd

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Credit BuVaR: Asymmetric spread VaR with default

By Wong Max  

Journal of Risk Management in Financial Institutions, Vol. 5, Iss. 1, 2011-12 ,pp. : 86-95

Henry Stewart Publications

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