Lecture notes and papers on Value At Risk

Browse links by alphabetical listing

[ 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | A | B | C | D | E | F | G | H | I ]
[ J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z ]

Home : Portfolio Management : Value At Risk :

Sort by: Title (

) Date (

) Rating (

) Popularity (

)
Links currently sorted by: Date (New Links Listed First)

Submitter: kawajirithompson Comments (0) Rate it... Rating Saved!	Published: Fri, 15-Apr-2011

Visit Link Description: An easy method for calculating parametric value at risk is given, using significant decay factors. Please note that it assumes constant weightings of securities, which is not true in general for portfolios but is true for 1 equity portfolios and certain benchmark constructions. (e.g, 30% MSCI world, 70% Barclays Gloagg) Nervously this is my first short paper since I left university, please give me your comments. (It's already well known etc) Discuss this paper (No registration is required)	ICRA: RP - Rating Pending linked: 585 times Rating: (0 Votes)

Submitter: betahas Comments (0) Rate it... Rating Saved!	Published: Thu, 17-Mar-2011

Visit Link Description: market risk Discuss this paper (No registration is required)	ICRA: RP - Rating Pending linked: 247 times Rating: (0 Votes)

Submitter: vanna Comments (0) Rate it... Rating Saved!	Published: Fri, 25-Apr-2008

Visit Link Description: notes by Luis Seco Discuss this paper (No registration is required)	ICRA: EC - Early Childhood linked: 573 times Rating: (0 Votes)