Risk analysis, reporting and control of equity trading exposure: Viable applications to the Mexican financial markets-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Risk analysis, reporting and control of equity trading exposure: Viable applications to the Mexican financial markets

Published:2007-05 Issue:1 Volume:13 Page:33-58
ISSN:1753-965X
Container-title:Journal of Derivatives & Hedge Funds
language:en
Short-container-title:J Deriv Hedge Funds

Author:

Al Janabi Mazin A M

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance

Link

http://link.springer.com/content/pdf/10.1057/palgrave.jdhf.1850059.pdf

Reference14 articles.

1. Markowitz, H. (1959) ‘Portfolio Selection: Efficient Diversification of Investments’, John Wiley: New York.

2. Sharpe, W. (1963) ‘A Simplified Model for Portfolio Analysis’, Management Science, Vol. 9, No. 2, pp. 277–293.

3. Morgan Guaranty Trust Company (1994) ‘RiskMetrics- Technical Document’, Morgan Guaranty Trust Company, Global Research, New York.

4. Jorion, P. (2001) ‘Value-at-Risk: The New benchmark for Controlling Market Risk’, McGraw-Hill, Chicago.

5. Hendricks, D. (1996) ‘Evaluation of Value-at-Risk Models Using Historical Data’, Economic Policy Review, Federal Reserve Bank of New York April, pp. 39–69.

Cited by 6 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. Strategic Corporate Decision Making With Market and Liquidity Risk Management;Social, Economic, and Environmental Impacts Between Sustainable Financial Systems and Financial Markets;2020

2. Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects;Economic Modelling;2014-06

3. Tactical Risk Analysis in Emerging Markets in the Wake of the Credit Crunch and Ensuing Sub-prime Financial Crisis;Emerging Markets and the Global Economy;2014

4. Risk Management in Trading and Investment Portfolios;Journal of Emerging Market Finance;2012-08

5. Evaluation of Optimal and Coherent Risk-Capital Structures Under Adverse Market Outlooks;SSRN Electronic Journal;2010

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3