Volume 26; Issue 7

Journal of Banking & Finance

Volume 26; Issue 7
1

Measures of risk

Giorgio Szegö
Journal:
Journal of Banking & Finance
Year:
2002
Language:
english
File:
PDF, 198 KB
english, 2002
2

The emperor has no clothes: Limits to risk modelling

Jón Danı́elsson
Journal:
Journal of Banking & Finance
Year:
2002
Language:
english
File:
PDF, 209 KB
english, 2002
3

Pure jump Lévy processes for asset price modelling

Hélyette Geman
Journal:
Journal of Banking & Finance
Year:
2002
Language:
english
File:
PDF, 268 KB
english, 2002
5

Saddlepoint approximation of CreditRisk+

Michael B. Gordy
Journal:
Journal of Banking & Finance
Year:
2002
Language:
english
File:
PDF, 232 KB
english, 2002
7

The estimation of transition matrices for sovereign credit ratings

Yen-Ting Hu, Rudiger Kiesel, William Perraudin
Journal:
Journal of Banking & Finance
Year:
2002
Language:
english
File:
PDF, 338 KB
english, 2002
8

Incentives for effective risk management

Jón Danı́elsson, Bjørn N. Jorgensen, Casper G. de Vries
Journal:
Journal of Banking & Finance
Year:
2002
Language:
english
File:
PDF, 153 KB
english, 2002
9

Putting order in risk measures

Marco Frittelli, Emanuela Rosazza Gianin
Journal:
Journal of Banking & Finance
Year:
2002
Language:
english
File:
PDF, 146 KB
english, 2002
10

Conditional value-at-risk for general loss distributions

R.Tyrrell Rockafellar, Stanislav Uryasev
Journal:
Journal of Banking & Finance
Year:
2002
Language:
english
File:
PDF, 396 KB
english, 2002
11

Expected shortfall and beyond

Dirk Tasche
Journal:
Journal of Banking & Finance
Year:
2002
Language:
english
File:
PDF, 156 KB
english, 2002
12

No more VaR (this is not a typo)

Giorgio P Szegö
Journal:
Journal of Banking & Finance
Year:
2002
Language:
english
File:
PDF, 58 KB
english, 2002
13

Spectral measures of risk: A coherent representation of subjective risk aversion

Carlo Acerbi
Journal:
Journal of Banking & Finance
Year:
2002
Language:
english
File:
PDF, 139 KB
english, 2002
14

Subordinated debt, market discipline, and banks' risk taking

Jürg M. Blum
Journal:
Journal of Banking & Finance
Year:
2002
Language:
english
File:
PDF, 153 KB
english, 2002
15

On the coherence of expected shortfall

Carlo Acerbi, Dirk Tasche
Journal:
Journal of Banking & Finance
Year:
2002
Language:
english
File:
PDF, 162 KB
english, 2002
17

Special Issue pages: Contents

Journal:
Journal of Banking & Finance
Year:
2002
Language:
english
File:
PDF, 32 KB
english, 2002
18

Iddo Sarnat Award

Journal:
Journal of Banking & Finance
Year:
2002
File:
PDF, 131 KB
2002