Search

Displaying 1 - 6 of 6
VALUE AT RISK AND EXPECTED SHORTFALL: A COMPARATIVE ANALYSIS OF PERFORMANCE IN NORMAL AND CRISIS MARKETS
MSc in Finance - Simon Fraser University
Author: Mak, Peter, Author: Meng, Qi
Date created: 2014-08
TESTING OUT-OF-SAMPLE PERFORMANCE OF CORRELATION MODELS FOR PORTFOLIO CHOICE AND VALUE-AT-RISK
MSc in Finance Project-Simon Fraser University
Author: Gontovnick, David, Author: Wong, Clayton
Date created: 2014-12
THE EFFECTS OF ESTIMATION ERROR IN PORTFOLIO CREDIT RISK MODELING
Research Project (M.B.A.) - Simon Fraser University
Author: Dai, Ying, Author: Shang, Lu
Date created: 2010-09-02
Value at Risk and Hedge Fund Return - Does High Risk Bring High Return?
FRM Project-Simon Fraser University
Author: Jing, Tao, Author: Zhao, Hongxiang
Date created: 2010-08
Evaluating Value at Risk Models at Canadian Commercial Banks
FRM Project-Simon Fraser University
Author: Chen, Xiaoyi, Author: Zheng, Duo
Date created: 2010-08
Implementing a Quantitative Methodology to Translate Strategic Risk into Economic Capital for a Canadian Bank
MSc in Finance Project-Simon Fraser University
Author: Oberoi, Anjit, Author: Costa, Diego
Date created: 2018-12