Author: Chen An Uzelac Filip
Publisher: MDPI
E-ISSN: 2227-9091|3|1|77-102
ISSN: 2227-9091
Source: Risks, Vol.3, Iss.1, 2015-03, pp. : 77-102
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Minimum Protection in DC Funding Pension Plans and Margrabe Options
By Devolder Pierre de Valeriola Sébastien
Risks, Vol. 5, Iss. 1, 2017-01 ,pp. :
On Transaction-Cost Models in Continuous-Time Markets
International Journal of Financial Studies, Vol. 3, Iss. 2, 2015-04 ,pp. :
Measuring Risk When Expected Losses Are Unbounded
By Balbás Alejandro Blanco Iván Garrido José
Risks, Vol. 2, Iss. 4, 2014-09 ,pp. :
A Fast, Accurate Method for Value-at-Risk and Expected Shortfall
By Krause Jochen Paolella Marc S.
Econometrics, Vol. 2, Iss. 2, 2014-06 ,pp. :
A Risk-Based Approach for Asset Allocation with A Defaultable Share
Risks, Vol. 6, Iss. 1, 2018-02 ,pp. :