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cover image of Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital

Modeling Portfolio Risks with...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of A Model to Measure Portfolio Risks in Venture Capital

A Model to Measure Portfolio...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Value-At-Risk–Based Stop-Loss Trading

Value-At-Risk–Based Stop-Loss...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Value at Risk for High-Dimensional Portfolios: A Dynamic Grouped t-Copula Approach

Value at Risk for...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Risk Evaluation of Sectors Traded at ISE with VaR Analysis

Risk Evaluation of Sectors...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Applying VAR to Hedge Fund Trading Strategies: Limitations and Challenges

Applying VAR to Hedge Fund...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Calculating VAR for Hedge Funds

Calculating VAR for Hedge Funds

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Value at Risk Under Heterogeneous Investment Horizons and Spatial Relations

Value at Risk Under...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Structural Credit Modeling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective

Structural Credit Modeling...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Risk-Managing the Uncertainty in VaR Model Parameters

Risk-Managing the Uncertainty...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Risk Aggregation and Computation of Total Economic Capital

Risk Aggregation and...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Plausible Operational Value-at-Risk Calculations for Management Decision Making

Plausible Operational...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Efficient VAR: Using Past Forecast Performance to Generate Improved VaR Forecasts

Efficient VAR: Using Past...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Computational Aspects of Value at Risk

Computational Aspects of...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Option Pricing with Constant and Time-Varying Volatility

Option Pricing with Constant...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of How Investors Face Financial Risk Loss Aversion and Wealth Allocation with Two-Dimensional Individual Utility: A VaR Application

How Investors Face Financial...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Explaining Cross-Sectional Differences in Credit Default Swap Spreads: An Alternative Approach Using Value at Risk

Explaining Cross-Sectional...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Value-at-Risk Performance Criterion: A Performance Measure for Evaluating Value-at-Risk Models

Value-at-Risk Performance...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Some Advanced Approaches to VaR Calculation and Measurement

Some Advanced Approaches to...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Risk Measures and Their Applications in Asset Management

Risk Measures and Their...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Model Risk in VaR Calculations

Model Risk in VaR Calculations

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Cash Flow at Risk: Linking Strategy and Finance

Cash Flow at Risk: Linking...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)

cover image of Aggregating and Combining Ratings

Aggregating and Combining...

McGraw-Hill Finance & Investing (Series)

Greg N. Gregoriou Author
(2009)