1

Asymmetric Dependence Implications for Extreme Risk Management

Year:
2009
Language:
english
File:
PDF, 1.91 MB
english, 2009
3

Proper Conditioning for Coherent VaR in Portfolio Management

Year:
2007
Language:
english
File:
PDF, 210 KB
english, 2007
11

Implicit Government Guarantee and the CDS Spreads

Year:
2015
Language:
english
File:
PDF, 866 KB
english, 2015