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Publications by Jacob (Kobi) Boudoukh
MaxVaR: Long Horizon Value at Risk in a Mark-To-Market Environment
SSRN Electronic Journal
The Myth of Long-Horizon Predictability
SSRN Electronic Journal
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Value at Risk in the South African Equity Market: A View From the Tails
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Optimizing the Value-At-Risk Measure in European Countries to Better Quantify Market Risk in Banking Industry in Sweden
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Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-At-Risk
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Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
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Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
SSRN Electronic Journal
