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pro vyhledávání: '"Gregory Jannin"'
Publikováno v:
Review of International Economics
Review of International Economics, Wiley, 2013, 21 (3), pp.475-491. ⟨10.1111/roie.12049⟩
Review of International Economics, Wiley, 2013
Review of International Economics, 2013, 21 (3), pp.475-491. ⟨10.1111/roie.12049⟩
Review of International Economics, Wiley, 2013, 21 (3), pp.475-491. ⟨10.1111/roie.12049⟩
Review of International Economics, Wiley, 2013
Review of International Economics, 2013, 21 (3), pp.475-491. ⟨10.1111/roie.12049⟩
Following the recent crisis and the revealed weakness of risk management practices, regulators of developed markets have recommended that financial institutions assess model risk. Standard risk measures, such as the Value-at-Risk (VaR), emerged over
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4acc5b33e4402fa2b95afecf2879dfab
https://hal.archives-ouvertes.fr/hal-01369201
https://hal.archives-ouvertes.fr/hal-01369201
Most of the performance measures proposed in the financial and academic literature are subject to be gamed in an active management framework (Goetzmann et al., 2007). One of the main reasons of this drawback is due to an incomplete characterization b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::47fc34798e7767814a06a5c990b5b7a1
http://www.unive.it/media/allegato/DIP/Economia/Working_papers/Working_papers_2013/WP_DSE_billio_jannin_maillet_pelizzon_22_13.pdf
http://www.unive.it/media/allegato/DIP/Economia/Working_papers/Working_papers_2013/WP_DSE_billio_jannin_maillet_pelizzon_22_13.pdf