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Cited by:
- Ralph C. Kimball, 2000. "Failures in risk management," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 3-12.
- Kato, Toshiyasu & Yoshiba, Toshinao, 2000. "Model Risk and Its Control," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 18(2), pages 129-157, December.
- Chen, Fen-Ying & Liao, Szu-Lang, 2009. "Modelling VaR for foreign-asset portfolios in continuous time," Economic Modelling, Elsevier, vol. 26(1), pages 234-240, January.
- Daniela MATEI & Dragos CRISTEA & Alexandru CAPATINA, 2012.
"Risk Management in the Age of Turbulence - Failures and Challenges,"
Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 17-22.
- Daniela MATEI & Dragos CRISTEA & Alexandru CAPATINA, 2011. "Risk Management in the Age of Turbulence:Failures and Challenges," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 289-293.
- Carol Alexander & Jose Maria Sarabia, 2010. "Endogenizing Model Risk to Quantile Estimates," ICMA Centre Discussion Papers in Finance icma-dp2010-07, Henley Business School, University of Reading.
- Katerina Simons, 2000. "Use of value at risk by institutional investors," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 21-30.
- Chung, Huimin & Lee, Chin-Shen & Wu, Soushan, 2002. "The effects of model errors and market imperfections on financial institutions writing derivative warrants: Simulation evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 10(1), pages 55-75, January.
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