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Value-at-Risk in Bakery Procurement
8 references·1 citing·29 second hop
Value-at-Risk in Bakery Procurement (2007)Value-at-Risk in Bakery ProcurementValue at Risk: Theory and Practice (2003)Value at Risk: Theory and Pra…Fundamentals of Futures and Options Markets (2001)Fundamentals of Futures and O…Value At Risk: The New Benchmark for Managing Financial Risk (2000)Value At Risk: The New Benchm…Value at Risk (2000)Value at RiskBureau of Labor Statistics Web Site (2000)Bureau of Labor Statistics We…Value‐at‐Risk Analysis: A Review and the Potential for Agricultural Applications (1999)Value‐at‐Risk Analysis: A Rev…Risk measurement: an introduction to value at risk (1996)Risk measurement: an introduc…Wheat End Uses Around the World (1995)Wheat End Uses Around the Wor…Optimization algorithms and investment portfolio analytics with machine learning techniques under time-varying liquidity constraints (2021)Optimization algorithms and i…ARCH modeling in finance (1992)Value at risk: the new benchmark for controlling market risk (1996)An Overview of Value at Risk (1997)Market risk and the cattle feeding margin: An application of Value‐at‐Risk (2001)The Role of Value‐at‐Risk in Purchasing: An Application to the Foodservice Industry (2002)Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis (2002)Increased Correlation in Bear Markets (2002)Options, Futures and Other Derivatives (2003)A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model (2004)“Options, Futures, and Other Derivatives” (2016)Using value-at-risk to control risk taking: how wrong can you be? (1998)Value-at-Risk model for hazardous material transportation (2013)From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’ (2017)The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal? (1989)The Exchange-Rate Exposure of U.S. Multinationals (1990)On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results (1991)Fintech Innovations (2023)The case for GDP-indexed bonds (2004)STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS (2012)Foreclosure Contagion and the Neighborhood Spillover Effects of Mortgage Defaults (2016)Backtesting Value-at-Risk: A Duration-Based Approach (2004)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Machine Learning in Banking Risk Management: A Literature Review (2019)After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures (2006)Estimating ‘Value at Risk’ of crude oil price and its spillover effect using the GED-GARCH approach (2008)Entropic Value-at-Risk: A New Coherent Risk Measure (2011)Agent-based modeling of climate policy: An introduction to the ENGAGE multi-level model framework (2012)Forecasting Engineering News-Record Construction Cost Index Using Multivariate Time Series Models (2013)Economic Recession, Alcohol, and Suicide Rates: Comparative Effects of Poverty, Foreclosure, and Job Loss (2016)
this work references cited by second hop

References

  • 2000Value At Risk: The New Benchmark for Managing Financial Risk2,478 cited
  • 2003Value at Risk: Theory and Practice325 cited
  • 2000Value at Risk313 cited
  • 2001Fundamentals of Futures and Options Markets292 cited
  • 2000Bureau of Labor Statistics Web Site181 cited
  • 1996Risk measurement: an introduction to value at risk166 cited
  • 1995Wheat End Uses Around the World74 cited
  • 1999Value‐at‐Risk Analysis: A Review and the Potential for Agricultural Applications58 cited

Cited by

  • 2021Optimization algorithms and investment portfolio analytics with machine learning techniques under time-varying liquidity constraints34 cited

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