Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by JULES SADEFO KAMDEM
Value-At-Risk and Expected Shortfall for Linear Portfolios With Elliptically Distributed Risk Factors
International Journal of Theoretical and Applied Finance
Economics
Econometrics
Finance
Related publications
A Fast, Accurate Method for Value at Risk and Expected Shortfall
SSRN Electronic Journal
Analytical Value-At-Risk and Expected Shortfall Under Regime-Switching
Finance Research Letters
Finance
On Exactitude in Financial Regulation: Value-At-Risk, Expected Shortfall, and Expectiles
SSRN Electronic Journal
Testes Para Avaliação Das Previsões De Value-At-Risk E Expected Shortfall
Brazilian Review of Finance
Value at Risk Models for Dutch Bond Portfolios
Journal of Banking and Finance
Economics
Econometrics
Finance
Efficient VAR and Expected Shortfall Computations for Non-Linear Portfolios Within the Delta-Gamma Approach
SSRN Electronic Journal
Bootstrapping the Expected Shortfall
Theoretical Economics Letters
Time Series Modeling for Risk of Stock Price With Value at Risk Computation
Applied Mathematical Sciences
Incorporating Event Risk Into Value-At-Risk
Finance and Economics Discussion Series