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Measuring Market Risk with Value at Risk
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Measuring Market Risk with Value at Risk (2000)Measuring Market Risk with Value at RiskDoes Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio (2023)Does Islamic investing modify…Risk and Return: Bonds and Sukuk in Indonesia (2016)Risk and Return: Bonds and Su…Market crises and Basel capital requirements: Could Basel III have been different? Evidence from Portugal, Ireland, Greece and Spain (PIGS) (2012)Market crises and Basel capit…Value-at-Risk models and Basel capital charges (2011)Value-at-Risk models and Base…Improved estimation of portfolio value‐at‐risk under copula models with mixed marginals (2006)Improved estimation of portfo…El modelo logístico: una herramienta estadística para evaluar el riesgo de crédito (2005)El modelo logístico: una herr…Introduction to Operations Research (1968)Mathematical Methods in Risk Theory (1970)Stochastic Simulation (1987)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Coherent Measures of Risk (1999)Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence (2012)A Conceptual Model of Investment-Risk Prediction in the Stock Market Using Extreme Value Theory with Machine Learning: A Semisystematic Literature Review (2023)An Introduction to Statistical Modeling of Extreme Values (2001)Do country-level financial structures explain bank-level CDS spreads? (2017)Incorporating Sustainability Considerations into Lending Decisions and the Management of Bad Loans: Evidence from Greece (2018)An Introduction to Copulas (1999)Analysis of Financial Time Series (2006)Portfolio Value at Risk Estimate for Crude Oil Markets: A Multivariate Wavelet Denoising Approach (2012)Numerical comparison of multivariate models to forecasting risk measures (2017)Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review (2019)Investments: Analysis and Management. (1961)Investments : analysis and management (1996)Compare and Contrast Sukuk (Islamic Bonds) with Conventional Bonds, Are they Compatible? (2013)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Optimizing global risk-conscious portfolios: the strategic role of Sharia-compliant and ESG investments (2025)
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  • 2011Value-at-Risk models and Basel capital charges57 cited
  • 2012Market crises and Basel capital requirements: Could Basel III have been different? Evidence from Portugal, Ireland, Greece and Spain (PIGS)40 cited
  • 2006Improved estimation of portfolio value‐at‐risk under copula models with mixed marginals23 cited
  • 2023Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio20 cited
  • 2016Risk and Return: Bonds and Sukuk in Indonesia15 cited
  • 2005El modelo logístico: una herramienta estadística para evaluar el riesgo de crédito14 cited

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