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References

2016“Options, Futures, and Other Derivatives”5,007 cited
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1997An Overview of Value at Risk1,320 cited
1996Value at risk: the new benchmark for controlling market risk1,018 cited
2015RiskMetrics Technical Document661 cited
1998Derivatives: The Theory and Practice of Financial Engineering552 cited
1999Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms322 cited

2004A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model333 cited
2002Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis330 cited
2002Increased Correlation in Bear Markets283 cited
2021Can domestic tourism relieve the COVID-19 tourist industry crisis? The case of Spain234 cited
2013A comprehensive review of Value at Risk methodologies177 cited
2008Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices174 cited
2004Managing financial risk in planning under uncertainty154 cited
2017Mean-VaR portfolio optimization: A nonparametric approach

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151 cited