Expected shortfall - Globe Thesis

Keyword [Expected shortfall] Result: 1 - 20 \| Page: 1 of 3
1.	The Application Of Financial Market Risk Measurement Based On EVT And Copula
2.	On Models For La-ES And Optimal Liquidation Strategies
3.	Research On Risk Measurement For Non-Life Insurers
4.	Operational Risk Measurement Of Chinese Commercial Banks Based On Extreme Value Theory
5.	Research On Dependence Struture Among Financial Markets Based On The Copula Theory
6.	The Application Of Timevarying Copula And Extreme Value Copula In The Security Market Risk Measurement
7.	Market Risk Measurement Of China Open-ended Fund Portfolio
8.	Characteristics And Risk Control Of Chinese Gold Futures Market
9.	CVaR And Mean-CVaR Efficient Frontier For A Portfolio In Elliptically Distribution
10.	The Application Of Expected Shortfall To Credit Risk Management
11.	Research On Commercial Bank's Operational Risk Measurement And Prevention
12.	The Application Of Financial Market Risk Measurement And Modern Portfolio Theory Based An Copula And EVT
13.	The Study Of Reasonable Risk Measures Of Commercial Bank's Regulatory Capital Measure For Market Risk
14.	Empirical Research On Stock Index Future' Margin Setting Of China Based On Extreme Value Theory
15.	Research On Measuring The Option Risk By Expected Shortfall
16.	Theoretical Research And Application Of VaR And CVaR In The Financial Market Of Our Country
17.	The Kernel Estimation Of Expected Shortfall Under The Statistic Orders
18.	Two-step Kernel Estimation Of Expected Shortfall For α-Mixing Time Series
19.	Study On The Mearsurement Of Regulation Capital Of Futures Companies
20.	Principal Component Analysis And Quasi Monte Carlo Simulation On Debt Portfolio Management
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