Search CORE

33 research outputs found

Value at Risk: Parametric Method, Monte Carlo Simulation, Historical Simulation

Author: RiskMetrics Group
Publication venue: EliScholar – A Digital Platform for Scholarly Publishing at Yale
Publication date: 01/01/1900
Field of study

Yale University

Director Elections and the Role of Proxy Advisors

Author: J Wall St
Jill E. Fisch
Luisa Id
Marcel Kahan
Mark Thomsen
Martha Mcneil
Riskmetrics Group
Riskmetrics Group
Robert Daines
Stephen J. Choi
Publication venue: 'Elsevier BV'
Publication date: 01/01/2008
Field of study

Financial exposure and technology innovation investment

Author: ISO
MDIC
MDIC
Riskmetrics Group
SEBRAE
UNCTAD
Publication venue: 'Emerald'
Publication date
Field of study

Family firms and corporate social responsibility: exploring “concerns”

Author: Frank Butler
Nai Hua Lamb
Philip Roundy
RiskMetrics Group
Publication venue: 'Emerald'
Publication date
Field of study

Estimation of value-at-risk using single index quantile regression

Author: Cook R.D.
Eliana Christou
Jorion P.
McNeil A.J.
Michael Grabchak
RiskMetrics Group
Taylor S.
Publication venue: 'Informa UK Limited'
Publication date
Field of study

Implied Expected Returns and the Choice of a Mean–Variance Efficient Portfolio Proxy

Author: Amenc N.
David Ardia
Flood C.
Graham J
Kris Boudt
Meucci A.
RiskMetrics Group
Roncalli T.
Publication venue: 'Pageant Media US'
Publication date
Field of study

Characteristics of Companies Targeted by Social Proxies: An Empirical Analysis in the Context of the United States

Author: Bijzak
Brownstein
David
den Hond
Hess
Investor Responsibility Research Group (IRRC)
Karpoff
Manheim
McWilliams
Orlitzky
Orlitzky
Prevost
Proffitt
Rehbein
Reid
RiskMetrics Group
Seifert
Shleifer
Smith
Thomas
Waddock
Wang
Publication venue: 'Wiley'
Publication date
Field of study

Is Historical VAR a Reliable Tool for Relative Risk Measurement in the Colombian Stock Market?: An Empirical Analysis Using the Coefficient of Variation

Author: Dewitt Roberts
Edgardo Cayon Fallon
Eugene Fama
Harry Markowtiz
Julio Sarmiento-Sabogal
Paul A Samuelson
Richard P Brief
Riskmetrics Group
William C Scheel
William J Baumol
Publication venue: 'Elsevier BV'
Publication date: 01/01/2003
Field of study

Hedging Equity Market Risk in Hedge FundInvesting: A New Approach

Author: Appel G.
Daniel Hartmann
Dieter G. Kaiser
Healy A.
Heidorn T.
Jorion P.
Kuenzi D.
Lhabitant F.-S.
Murphy J.
RiskMetrics Group
Silverman B.
Publication venue: 'Pageant Media US'
Publication date
Field of study

Break on Through to the Single Side

Author: A E Kyprianou
Dilip B. Madan
F Black
F Black
F Longstaff
H Leland
J Bertoin
J Cariboni
K Sato
L C G Rogers
R Merton
Riskmetrics Group
W Schoutens
Wim Schoutens
Publication venue: 'Elsevier BV'
Publication date: 01/01/2007
Field of study

core

core