1

Efficient Simulation of Value at Risk with Heavy-Tailed Risk Factors

Year:
2011
Language:
english
File:
PDF, 301 KB
english, 2011
15

ESO Compensation: The Roles of Default Risk and Over-Confidence

Year:
2006
Language:
english
File:
PDF, 477 KB
english, 2006
16

Efficient Computation of Value at Risk with Heavy-Tailed Risk Factors

Year:
2009
Language:
english
File:
PDF, 220 KB
english, 2009