value at risk - Robuta Search

https://www.dice.com/jobs/q-Value+at+risk-l-Portland%2C+OR-jobs

Value at risk jobs in Portland, OR | Dice.com

Value at risk jobs in Portland, OR

https://scirp.org/journal/papercitationdetails?paperid=55496&JournalID=648

On Historical Value at Risk under Distribution Uncertainty

We investigate the asymptotics of the historical value-at-risk under capacities defined by sublinear expectations. By generalizing Glivenko-Cantelli lemma, we...

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https://www.risk.net/journal-of-risk-model-validation/5455781/the-validation-of-filtered-historical-value-at-risk-models

The validation of filtered historical value-at-risk models - Journal of Risk Model Validation

In this paper, the authors examine the problem of validating and calibrating FHS VaR models, focussing in particular on the Hull and White (1998) approach with

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https://portfoliooptimizer.io/blog/value-at-risk-univariate-estimation-methods/

Value at Risk: Univariate Estimation Methods | Portfolio Optimizer

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https://ycharts.com/mutual_funds/M:FBCTX/historical_monthly_var_5_5y

FBCTX Monthly Value at Risk (VaR) 5% (5Y Lookback) Analysis | YCharts

In depth view into American Funds 2020 Trgt Date Retirement In Fd F2 Monthly Value at Risk (VaR) 5% (5Y Lookback) including historical data from 2007, charts...

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https://www.rba.gov.au/publications/rdp/1999/1999-04/models-for-forecasting-the-variance-covariance-matrix.html

Models for Forecasting the Variance-covariance Matrix | RDP 1999-04: Value at Risk: On the...

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