Search Results

Search Results

• The estimation and decomposition of value-at-risk for non-normal portfolio returns

  Doowoo Nam

  Abstract 719 | PDF Downloads 768 | DOI https://doi.org/10.3846/16111699.2012.703147

  Page S213-S226
  

  2013-12-24

• Stylized facts, volatility dynamics and risk measures of cryptocurrencies

  Rasa Bruzgė , Jurgita Černevičienė , Alfreda Šapkauskienė , Aida Mačerinskienė , Saulius Masteika , Kęstutis Driaunys

  Abstract 1073 | PDF Downloads 798 | DOI https://doi.org/10.3846/jbem.2023.19118

  Page 527–550
  

  2023-09-08

• Application of Monte Carlo simulation methods in risk management

  Alexander Suhobokov

  Abstract 922 | PDF Downloads 646 | DOI https://doi.org/10.3846/16111699.2007.9636165

  Page 165-168
  

  2007-09-30