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- 2161166 Arbitrage, martingales, and private monetary value
by Robert A. Jarrow, Dilip B. Madan
- 2161167 Insurance and reinsurance contracts as complex derivatives: Application to multiple peril policies
by Alan R. Jung, Cyrus A. Ramezani
- 2161168 Regulatory evaluation of value-at-risk models
by Jose A. Lopez
- 2161169 Optimal slice of a block trade
by Hizuru Konishi and Naoki Makimoto
- 2161170 Incorporating severity variations into credit risk
by Peter Bürgisser, Alexandre Kurth, and Armin Wagner
- 2161171 Bits, bets, and making book on an index
by George S. Oldfield
- 2161172 Modeling drawdowns and drawups in financial markets
by Beatriz Vaz de Melo Mendes, Vinicius Ratton Brandi
- 2161173 Testing a three-state model in currency derivative markets
by Ako Doffou, Jimmy E. Hilliard
- 2161174 Bias and consistency of the maximum Sharpe ratio
by Ross A. Maller, Robert B. Durand, Peter T. Lee
- 2161175 Evolving yield curves in the real-world measures: a semi-parametric approach
by Riccardo Rebonato, Sukhdeep Mahal, Mark Joshi, Lars-Dierk Buchholz, Ken Nyholm
- 2161176 Is implied volatility an informationally efficient and effective predictor of future volatility?
by Louis Ederington, Wei Guan
- 2161177 Robust conditional variance estimation and value-at-risk
by Cherif Guermat and Richard D. F. Harris
- 2161178 Identification of investor's risk aversion in portfolio optimization
by Alexei V. Gretchikha
- 2161179 A uniform approach to static replication
by Andrew Chou and Galin Georgiev
- 2161180 Improving grid-based methods for estimating value-at-risk of fixed-income portfolios
by Michael S. Gibson and Matthew Pritsker
- 2161181 Value-at-risk using the factor-ARCH model
by Charlotte Christiansen
- 2161182 On the usefulness of implied risk-neutral distributions – evidence from the Korean KOSPI 200 Index options market
by In Joon Kim and Sol Kim
- 2161183 Capital allocation with value-at-risk – the case of informed traders and herding
by Hans-Peter Burghof, Tanja Sinha
- 2161184 Managing the risk of relative price changes by splitting index-linked bonds
by Andrew R. Aziz, Eliakim Katz, Eliezer Z. Prisman
- 2161185 How to account for extreme co-movements between individual stocks and the market
by Y. Malevergne, D. Sornette
- 2161188 Assessing fiscal sustainability under uncertainty
by Theodore M. Barnhill, Jr, George Kopits
- 2161189 Predicting financial crashes using discrete scale invariance
by Anders Johansen and Didier Sornette, Olivier Ledoit
- 2161190 Coherent allocation of risk capital
by Michel Denault
- 2161191 Estimating expected losses and liquidity discounts implicit in debt prices
by Tibor Janosi, Robert Jarrow, Yildiray Yildirim
- 2161192 Biases in estimating bank loan default probabilities
by Thomas Mählmann
- 2161193 Risk estimation using the normal inverse Gaussian distribution
by Johannes H.Venter and Pieter J. de Jongh
- 2161194 Power options: hedging nonlinear risks
by Robert G. Tompkins
- 2161195 An empirical investigation of the rank correlation between different risk measures
by Andreas Pfingsten, Peter Wagner and Carsten Wolferink
- 2161196 Basket default swaps, CDOs and factor copulas
by Jean-Paul Laurent, Jon Gregory
- 2161197 Sequential defaults and incomplete information
by Kay Giesecke, Lisa R. Goldberg
- 2161198 Correlation stress testing for value-at-risk
by Saygun Turkay, Eduardo Epperlein, Nicos Christofides
- 2161200 Value-at-risk and market crashes
by Chris Brooks and Gita Persand
- 2161202 Efficient filtering of financial time series and extreme value theory
by Kaj Nyström, Jimmy Skoglund
- 2161203 Portfolio optimization with conditional value-at-risk objective and constraints
by Pavlo Krokhmal and Stanislav Uryasev, Jonas Palmquist
- 2161204 The elasticity of interest rate volatility: Chan, Karolyi, Longstaff, and Sanders revisited
by Risk Staff
- 2161206 Using value-at-risk to control risk taking: how wrong can you be?
by Xiongwei Ju and Neil D. Pearson
- 2161207 Comparison of cashflow maps for value-at-risk
by Marc Henrard
- 2161208 Interest rate model risk: an overview
by Rajna Gibson, François-Serge Lhabitant, Nathalie Pistre, and Denis Talay
- 2161209 Currency dependence of corporate credit spreads
by Rainer Jankowitsch, Stefan Pichler
- 2161210 Economic capital for life insurance with-profit long-term business funds
by Bruce T. Porteous
- 2161211 On the aggregation of local risk models for global risk management
by Greg Anderson, Lisa Goldberg, Alec N. Kercheval, Guy Miller, Kathy Sorge
- 2164362 Accounting for nonnormality in liquidity risk
by Cornelia Ernst, Sebastian Stange and Christoph Kaserer
- 2164363 Scaling portfolio volatility and calculating risk contributions in the presence of serial cross-correlations
by Nikolaus Rab and Richard Warnung
- 2164365 Value-at-risk and ruin probability
by Jiandong Ren
- 2164370 Fitting the generalized Pareto distribution to commercial fire loss severity: evidence from Taiwan
by Wo-Chiang Lee
- 2180861 Incorporating forward-looking market data into linear multifactor fundamental models
by Luiza Miranyan
- 2180867 Modeling overnight and daytime returns using a multivariate generalized autoregressive conditional heteroskedasticity copula model
by Long Kang and Simon H. Babbs
- 2180950 Efficient pricing and Greeks in the cross-currency LIBOR market model
by Chris J. Beveridge, Mark S. Joshi and Will M. Wright
- 2180969 Cashflow replication with mismatch constraints
by Wei Chen and Jimmy Skoglund
- 2207080 Calibrating risk preferences with the generalized capital asset pricing model based on mixed conditional value-at-risk deviation
by Konstantin Kalinchenko, Stan Uryasev and R. Tyrrell Rockafellar
- 2207090 Failure of the saddlepoint method in the presence of double defaults
by Eva Lütkebohmert
- 2207102 Pricing to acceptability: with applications to valuation of one’s own credit risk
by Ernst Eberlein, Thomas Gehrig and Dilip B. Madan
- 2207109 Sample tangency portfolio, representativeness and ambiguity: impact of the law of small numbers
by Ghislain Yanou
- 2222123 Measuring risk for large hedgers and large speculators in major US futures markets
by Ikhlaas Gurrib
- 2223769 The importance of attributing active risk to benchmark-relative sources
by Ben Davis and Jose Menchero
- 2223778 Are real investment decisions based on risk-adjusted performance measures consistent with maximizing shareholder value?
by Niklas Lampenius
- 2223785 The Sharpe ratio efficient frontier
by David H. Bailey and Marcos López de Prado
- 2223789 Risk sharing and individual life-cycle investing in funded collective pensions
by Roderick D. J. Molenaar and Eduard H. M. Ponds
- 2223796 A variational derivation of risk-adjusted performance measures
by George Xiang, Jiangyang Liu and Qi Wang
- 2253117 Asset allocation with conditional value-at-risk budgets
by Kris Boudt, Peter Carl and Brian G. Peterson
- 2253123 On the reliability of integrated risk measurement in practice
by Peter Grundke
- 2253132 Dynamic option-based strategies under downside loss aversion
by Amine Jalal
- 2253141 The alpha alignment factor: a solution to the underestimation of risk for optimized active portfolios
by Anureet Saxena and Robert A. Stubbs
- 2275335 Deriving the minimal amount of risk capital for property-liability insurance companies utilizing asset liability management
by Matthias Schmautz and Niklas Lampenius
- 2275348 Public visibility and risk-related disclosures in Portuguese credit institutions
by Jonas Oliveira, Lúcia Lima Rodrigues and Russell Craig
- 2275355 An alternative explanation for the variation in reported estimates of risk aversion
by Donal O’Neill and Denis Conniffe
- 2275356 Real estate investment trust return dynamics and value-at-risk under alternative classes of model specifications
by Jung-Suk Yu
- 2292453 Portfolio risk forecasting
by Valentin Braun and Andreas Hackethal
- 2292457 The impact of collateralized debt obligation arbitrage on tranching and financial leverage of structured finance securities
by Alfred Hamerle, Thilo Liebig and Hans-Jochen Schropp
- 2292460 Alternative hedging in a discrete-time incomplete market
by Norman Josephy, Lucia Kimball and Victoria Steblovskaya
- 2292465 Modified expected shortfall: a new robust coherent risk measure
by Deepak Jadhav, T. V. Ramanathan and U. V. Naik-Nimbalkar
- 2316811 Modeling risk-weighted assets and the risk sensitivity of related capital requirements
by Ernst Eberlein, Dilip Madan and Wim Schoutens
- 2316815 Dynamic linkages in credit risk: modeling the time-varying correlation between the money and derivatives markets over the crisis period
by Weiou Wu and David McMillan
- 2316818 The valuation of credit default swaps including investor–counterparty–reference entity default correlation
by Gunter Meissner, Dallyn Mesarch and Alexey Olkov
- 2316821 Approximating the multivariate distribution of time-aggregated stock returns under GARCH
by Jean-Guy Simonato
- 2328135 A gradual nonconvexification method for minimizing value-at-risk
by Jiong Xi, Thomas F. Coleman, Yuying Li and Aditya Tayal
- 2328142 Asymptotic equivalence of conservative value-at-risk- and expected shortfall-based capital charges
by Giovanni Puccetti and Ludger Rüschendorf
- 2328149 Optimal hedging of funding liquidity risk
by Wei Chen and Jimmy Skoglund
- 2328154 Conditional value-at-risk-based optimal partial hedging
by Jianfa Cong, Ken Seng Tan and Chengguo Weng
- 2340051 Testing for GARCH effects with quasilikelihood ratios
by Richard Luger
- 2340057 Nonparametric forward-looking value-at-risk
by Marcus Nossman and Anders Vilhelmsson
- 2340061 Identifying mixture copula components using outlier detection methods and goodness-of-fit tests
by Gregor N. F. Weiß
- 2340067 A test for the equality of multiple Sharpe ratios
by John Alexander Wright, Sheung Chi Phillip Yam and Siu Pang Yung
- 2347689 Pitfalls and solutions in current risk management methodology
by Cristina Danciulescu
- 2347704 Risk evaluation of mortgage-loan portfolios in a low interest rate environment
by Masaaki Kijima, Youichi Suzuki and Yasuhiro Tamba
- 2347710 Diversifying risk parity
by Harald Lohre, Heiko Opfer and Gábor Ország
- 2347969 Selection versus averaging of logistic credit risk models
by Evelyn Hayden, Alex Stomper and Arne Westerkamp
- 2360424 General covariance, the spectrum of Riemannium and a stress test calculation formula
by Piotr Chmielowski
- 2360433 Modeling a risk-based criterion for a portfolio with options
by Geng Deng, Tim Dulaney, Craig McCann
- 2360444 Suitability of capital allocations for performance measurement
by Eduard Kromer, Ludger Overbeck
- 2360448 A Fourier approach to the computation of conditional value-at-risk and optimized certainty equivalents
by Samuel Drapeau, Michael Kupper, Antonis Papapantoleon
- 2376572 Are traders’ rules useful for pricing options? Evidence from intraday data
by Sol Kim
- 2376591 Numerical experiments on hedging cliquet options
by Fiodar Kilin, Morten Nalholm, and Uwe Wystup
- 2376598 Choice of rating technology and loan pricing in imperfect credit markets
by Hannelore De Silva, Engelbert J. Dockner, Rainer Jankowitsch, Stefan Pichler, and Klaus Ritzberger
- 2376602 The relationship between credit default swap spreads and equity prices
by Michele Marzano, Gary Dunn, and Nick Constantinou
- 2385591 Copulas and portfolio strategies: an applied risk management perspective
by Theo Berger & Martin Missong
- 2385597 Time-varying volatility asymmetry: a conditioned HAR-RV(CJ) EGARCH-M model
by Özcan Ceylan
- 2385604 A one-factor copula-based model for credit portfolios
by Marek Kolman
- 2385609 A Taylor series approach to pricing and implied volatility for local–stochastic volatility models
by Matthew Lorig & Stefano Pagliarani & Andrea Pascucci
- 2394147 A reduced-form contingent convertible bond model with deterministic conversion intensity
by Patrick Cheridito & Zhikai Xu
- 2394182 Ultra-fast scenario analysis of mortgage prepayment risk
by Alexios Theiakos & Jurgen Tas & Han van der Lem & Drona Kandhai
- 2394190 Risk measures and the impact of asset price bubbles
by Robert Jarrow & Felipe Bastos G. S Silva
- 2394193 Combining alpha streams with costs
by Zura Kakushadze
- 2404449 A simple normal inverse Gaussian-type approach to calculate value-at-risk based on realized moments
by Christian Lau
- 2404826 First- and second-order Greeks in the Heston model
by Jiun Hong Chan, Mark Joshi and Dan Zhu
- 2405644 The signalling properties of the shape of the credit default swap term structure
by Jenny Castellanos, Nick Constantinou and Wing Lon Ng
- 2405864 Mergers and acquisitions: collar contracts
by An Chen and Christian Hilpert
- 2408198 Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
by Yukio Muromachi
- 2408621 Better risk and performance estimates with factor-model Monte Carlo
by Yindeng Jiang & R. Douglas Martin
- 2408843 The impact of model risk on capital reserves: a quantitative analysis
by Philip Bertram, Philipp Sibbertsen and Gerhard Stahl
- 2409044 Nonmaturity deposits and banks’ exposure to interest rate risk: issues arising from the Basel regulatory framework
by Rosa Cocozza, Domenico Curcio and Igor Gianfrancesco
- 2418816 The management of refinancing risk in Islamic banks
by Kenneth Baldwin
- 2419550 Recursive profit-and-loss sharing
by Walid Mansour, Mohamed Ben Abdelhamid and Almas Heshmati
- 2420191 Applying the Cornish–Fisher expansion to value-at-risk estimation in Islamic banking
by Hylmun Izhar
- 2420608 Advanced risk profile analysis of Islamic equity investment: evidence from the American, Asian and European markets
by Mondher Bellalah and Zeineb Chayeh
- 2421574 Commodity risk hedging through risk sharing: reengineering Islamic forwards
by Ali Kafou and Ahmed Chakir
- 2427781 Historical simulation with component weight and ghosted scenarios
by Xinyi Liu
- 2428929 Extreme value theory, asset ranking and threshold choice: a practical note on VaR estimation
by Benjamin R. Auer
- 2429587 Bayesian synthesis of portfolio credit risk with missing ratings
by Dror Parnes
- 2429609 Managing option-trading risk when mental accounting influences prices
by Hammad Siddiqi
- 2434097 Nonnegative risk components
by Jeremy Staum
- 2434913 What is the best risk measure in practice? A comparison of standard measures
by Susanne Emmer & Marie Kratz & Dirk Tasche
- 2435335 Stop-outs under serial correlation and the triple penance rule
by David H. Bailey & Marcos López de Prado
- 2435341 Does bonus deferral reduce risk-taking?
by Dietmar Leisen
- 2440753 Model uncertainty in risk capital measurement
by Valeria Bignozzi & Andreas Tsanakas
- 2440762 Basel II versus III: a comparative assessment of minimum capital requirements for internal model approaches
by Harald Kinateder
- 2440766 On optimal smoothing of density estimators obtained from orthogonal polynomial expansion methods
by Kohei Marumo & Rodney Wolff
- 2440769 The application of Hermite polynomials to risk allocation
by Francois Buet-Golfouse & Anthony Owen
- 2453669 Suboptimality in portfolio conditional value-at-risk optimization
by Edgars Jakobsons
- 2453671 Outperforming benchmarks with their derivatives: theory and empirical evidence
by Alejandro Balbás & Beatriz Balbás & Raquel Balbás
- 2453672 Wavelet decomposition and applied portfolio management
by Theo Berger
- 2453674 Pricing options on trend-stationary currencies: applications to the Chinese yuan
by Michael Mebane
- 2457154 Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
by Pilar Abad & Sonia Benito & Carmen López MartÃn & Miguel à ngel Sánchez-Granero
- 2457231 Stochastic receding horizon control for short-term risk management in foreign exchange
by Philip Leong & Farzad Noorian & Barry Flower
- 2460129 Comparing risk measures when aggregating market risk and credit risk using different copulas
by Jakob Maciag & Frederik Hesse & Rolf Boeve & Andreas Pfingsten
- 2461990 Finite difference methods for estimating marginal risk contributions in asset management
by Michael Olschewsky & Stefan Lüdemann & Thorsten Poddig
- 2463230 The role of model risk in extreme value theory for capital adequacy
by Harald Scheule & Ralf Kellner & Daniel Rösch
- 2463259 Relative performance persistence of financial forecasting models and its economic implications
by Thorsten Poddig & Eduard Baitinger & Christian Fieberg
- 2464129 The valuation of contingent convertible catastrophe debt under simple solvency and liquidity covenants
by Nick Georgiopoulos
- 2465481 Modeling redemption risks of mutual funds using extreme value theory
by Sascha Desmettre & Matthias Deege
- 2472475 Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns
by Marcel Wollschläger & Rudi Schäfer
- 2472490 Path-consistent wrong-way risk: a structural model approach
by Markus Hofer
- 2472511 Decomposition of portfolio risk into independent factors using an inductive causal search algorithm
by Brian D. Deaton
- 2472517 Optimal asset management for defined-contribution pension funds with default risk
by Shibo Bian & James Cicon & Yi Zhang
- 2472526 A fuzzy data envelopment analysis model for evaluating the efficiency of socially responsible and conventional mutual funds
by I. Baeza-Sampere & V. Coll-Serrano & B. M’Zali & P. Méndez-RodrÃguez
- 2473455 Acceptability bounds for forward starting options using disciplined convex programming
by Dilip B. Madan
- 2475501 Compositional methods applied to capital allocation problems
by Jaume Belles-Sampera & Montserrat Guillen & Miguel Santolino
- 2475510 Delta-hedged gains and risk-neutral moments
by Sol Kim & Dahea Kim
- 2475516 Scaling by the square-root-of-time rule: an empirical investigation using five market indexes
by James Cameron & Chandra Gulati & Yan-Xia Lin
- 2476221 Shortfall deviation risk: an alternative for risk measurement
by Marcelo Brutti Righi & Paulo Sergio Ceretta
- 2478473 How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
by Luca Riccetti
- 2479398 The temporal dimension of risk
by Ola Mahmoud
- 2479399 Analytical method of computing stressed value-at-risk with conditional value-at-risk
by KiHoon Hong
- 2479632 Debt–liquidity shock risk: intertemporal effects and probability measures
by Bernardo Maggi
- 2479675 International diversification through iShares and their rivals
by Jie Cao & Rao Fu & Yong Jin
- 4562291 A review of the fundamentals of the Fundamental Review of the Trading Book: standard foreign exchange rules are highly asymmetric with respect to reporting currencies
by Hany M. Farag
- 4562496 A new bootstrap test for multiple assets joint risk testing
by David Ardia & Lukasz Gatarek & Lennart F. Hoogerheide
- 4562696 Default risk charge: modeling framework for the “Basel†risk measure
by Sascha Wilkens & Mirela Predescu
- 4973711 Basel III implementation outcome in Islamic banks
by Omar Masood & Mondher Bellalah & Shahid M K Ghauri
- 4973716 Time-varying beta and the global financial crisis: evidence from Chinese and Indian firms
by Jihed Majdoub & Ines Ben Bouhouch & Salim Ben Sassi
- 4973926 Liquidity risk management implementation for selected Islamic banks in Pakistan
by Omar Masood & Javaria Younas & Mondher Bellalah
- 4973941 Are the GIPS sovereign debt markets efficient during a crisis?
by Bachar Fakhrya & Omar Masood & Mondher Bellalah
- 5264146 Does higher-frequency data always help to predict longer-horizon volatility?
by Ben Charoenwong & Guanhao Feng
- 5267561 Pricing and hedging options with rollover parameters
by Sol Kim
- 5275541 On empirical likelihood option pricing
by Xiaolong Zhong & Jie Cao & Yong Jin & Wei Zheng
- 5275591 Optimal execution of accelerated share repurchase contracts with fixed notional
by Olivier Guéant
- 5311701 Risk management for private equity funds
by Axel Buchner
- 5311711 Comparing multivariate volatility forecasts by direct and indirect approaches
by Alessandra Amendola & Vincenzo Candila
- 5311726 Inefficiency and bias of modified value-at-risk and expected shortfall
by R. Douglas Martin & Rohit Arora
- 5311761 Estimating the tail shape parameter from option prices
by Kam Hamidieh
- 5312466 A vine copula–GARCH approach to corporate exposure management
by Christopher M. Wells & Ahmad Farhat & Christopher Richardson & T. Ryan Deering
- 5340371 Asset price bubbles and risk management
by Robert Jarrow
- 5344891 Derivatives pricing under bilateral counterparty risk
by Peter Carr & Samim Ghamami
- 5349396 A Darwinian view on internal models
by Paul Embrechts
- 5349416 Risk management and regulation
by Tobias Adrian
- 5364506 An enterprise perspective of performance attribution: introducing the keel model
by Robert Brooks
- 5364596 Determinants of foreign exchange risk: some further evidence
by Luke Lin & Wen-Yuan Lin
- 5364616 A model for the valuation of assets with liquidity risk
by Bert-Jan Nauta
- 5364636 A vine copula–GARCH approach to corporate exposure management
by Christopher M. Wells & Ahmad Farhat & Christopher Richardson & T. Ryan Deering
- 5388396 Estimation risk for value-at-risk and expected shortfall
by Paul Kabaila & Rheanna Mainzer
- 5388476 The quickest way to lose the money you cannot afford to lose: reverse stress testing with maximum entropy
by Riccardo Rebonato
- 5395426 Initial margin with risky collateral
by Ming Shi & Xinxin Yu & Ke Zhang
- 5399891 Valuing streams of risky cashflows with risk-value models
by Gregor Dorfleitner & Werner Gleißner
- 5399906 Optimal equity protection of Solvency II regulated portfolios
by Benoit Vaucher
- 5416616 Mostly prior-free asset allocation
by Sylvain Chassang
- 5472731 International and temporal diversifications: the best of both worlds?
by Julien Fouquau & Cécile Kharoubi & Philippe Spieser
- 5472796 Risk-averse dynamic arbitrage in illiquid markets
by Somayeh Moazeni & Ricardo A. Collado & Andy Zhang
- 5491441 The CoCVaR approach: systemic risk contribution measurement
by Wei-Qiang Huang & Stan Uryasev
- 5491476 Genetic algorithm-based portfolio optimization with higher moments in global stock markets
by Saranya Kshatriya & Krishna Prasanna
- 5528991 Monitoring transmission of systemic risk: application of partial least squares structural equation modeling in financial stress testing
by Necmi K Avkiran & Christian M. Ringle & Rand Low
- 5595981 Impact of D-vine structure on risk estimation
by Catalina Bolancé Losilla & Ramon Alemany & Alemar E. Padilla Barreto
- 5603246 Risk averse fractional trading using the current drawdown
by Stanislaus Maier-Paape
- 5722651 Estimation window strategies for value-at-risk and expected shortfall forecasting
by Tobias Berens & Gregor Weiß & Daniel Ziggel
- 5746576 BV–VPIN: Measuring the impact of order flow toxicity and liquidity on international equity markets
by Rand Low & Te Li & Terry Marsh
- 5784701 Forecasting corporate defaults in the German stock market
by Richard Lennart Mertens & Thorsten Poddig & Christian Fieberg
- 5802631 Chaotic behavior in financial market volatility
by Houda Litimi & Ahmed BenSaïda & Lotfi Belkacem & Oussama Abdallah
- 5805631 Multifactor granularity adjustments for market and counterparty risks
by Jean-David Fermanian & Clément Florentin
- 5844846 New backtests for unconditional coverage of expected shortfall
by Robert Löser & Dominik Wied & Daniel Ziggel
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