Value-at-Risk for Greek Stocks
Author:
Publisher
Global Business Publications
Subject
Aerospace Engineering
Cited by 9 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Value at Risk and Extreme Value Theory: Application To The Johannesburg Securities Exchange;Studies in Economics and Econometrics;2018-04-01
2. Measuring the market risk of freight rates: A forecast combination approach;Journal of Forecasting;2017-08-01
3. Hedging effectiveness of the hedged portfolio: the expected utility maximization subject to the value-at-risk approach;Applied Economics;2015-01-27
4. VaR and time‐varying volatility: a comparative study of three international portfolios;Managerial Finance;2013-06-07
5. Mean–CVaR portfolio selection: A nonparametric estimation framework;Computers & Operations Research;2013-04
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