AxiomaMultipleRiskModelCaseStudy20110801

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Mathematical finance Economics Finance Risk Active risk Value at risk Volatility Quantitative analyst RiskMetrics Actuarial science Financial risk Financial economics		AxiomaMultipleRiskModelCaseStudy20110801 Add to Reading List Source URL: axioma.com Download Document from Source Website File Size: 1,07 MB Share Document on Facebook

	2010 SRI U.S. Proxy Voting Guidelines January 2010 Copyright © 2010 by RiskMetrics Group. All rights reserved. No part of this publication may be reproduced or transmitted in any form or by any means, electronic or mech DocID: 1tnkE - View Document
	2009 U.S. Proxy Voting Guidelines Summary December 24, 2008 Copyright © 2008 by RiskMetrics Group. All rights reserved. No part of this publication may be reproduced or transmitted in any form or by any means, electroni DocID: 1thQ4 - View Document
	Multiple-Period Market Risk Prediction under Long Memory: When VaR is Higher than Expected∗ Harald Kinateder† Niklas Wagner‡ Version: January 2014 DocID: 1rjdO - View Document
	Introduction The Decision Problem: Active Risk Management Value-at-Risk Based Diagnostic Tests Probability integral transforms Empirical Application DocID: 1qkNB - View Document
	V A L U E-A T-R I S K (V A R) Value-at-Risk (VaR) The authors describe how to implement VaR, the risk measurement technique widely used in financial risk management. by Simon Benninga and Zvi Wiener DocID: 1pUGh - View Document