-
1
-
-
0007330020
-
Investigation of a Class of Volatility Estimators
-
Boudoukh, I., Richardson, M., and R.F. Whitelaw. Investigation of a Class of Volatility Estimators,” Journal of Derivatives, (4), 1997, pp. 63–71.
-
(1997)
Journal of Derivatives
, vol.4
, pp. 63-71
-
-
Boudoukh, I.1
Richardson, M.2
Whitelaw, R.F.3
-
2
-
-
0008119624
-
Estimating Value-at-Risk with a Precision Measure by Combining Kernel Estimation with Historical Simulation
-
Butler, J.S. and B. Schachter. Estimating Value-at-Risk with a Precision Measure by Combining Kernel Estimation with Historical Simulation,” Review of Derivatives Research, (1), 1997, pp. 371–390.
-
(1997)
Review of Derivatives Research
, vol.1
, pp. 371-390
-
-
Butler, J.S.1
Schachter, B.2
-
3
-
-
84992925533
-
The Future of Purchasing and Supply: A Ten-Year Forecast
-
Carter, P.L., J.R. Carter, R.M. Monczka, T.H. Slaight, and A.J. Swan. The Future of Purchasing and Supply: A Ten-Year Forecast,” The Journal of Supply Chain Management, (36:1), Winter 2000, pp. 14–26.
-
(2000)
The Journal of Supply Chain Management
, vol.36
, Issue.1
, pp. 14-26
-
-
Carter, P.L.1
Carter, J.R.2
Monczka, R.M.3
Slaight, T.H.4
Swan, A.J.5
-
5
-
-
84993087607
-
Value-at-Risk and Derivatives Risk
-
Falkenstein, E. Value-at-Risk and Derivatives Risk,” Derivatives Quarterly, (4), 1997, pp. 42–50.
-
(1997)
Derivatives Quarterly
, vol.4
, pp. 42-50
-
-
Falkenstein, E.1
-
8
-
-
50849102239
-
Bank Capital and Value-at-Risk
-
Jackson, P., D.J. Maude, and W. Perraudin. Bank Capital and Value-at-Risk,” Journal of Derivatives, (4), 1997, pp. 73–89.
-
(1997)
Journal of Derivatives
, vol.4
, pp. 73-89
-
-
Jackson, P.1
Maude, D.J.2
Perraudin, W.3
-
11
-
-
0344679438
-
-
Lexington Books, New York NY
-
Leuthold, R.M., J.C. Junkus, and J.E. Cordier. The Theory and Practice of Futures Markets, Lexington Books, New York, NY, 1989.
-
(1989)
The Theory and Practice of Futures Markets
-
-
Leuthold, R.M.1
Junkus, J.C.2
Cordier, J.E.3
-
12
-
-
0001151913
-
Quantitative Disclosures of Market Risk in the SEC Release
-
Linsmeier, T.J. and N.D. Pearson. Quantitative Disclosures of Market Risk in the SEC Release,” Accounting Horizons, (11), 1997, pp. 107–135.
-
(1997)
Accounting Horizons
, vol.11
, pp. 107-135
-
-
Linsmeier, T.J.1
Pearson, N.D.2
-
13
-
-
0004038410
-
-
Office for Futures and Options Research Working Paper 96–04, University of Illinois at Urbana-Champaign
-
Linsmeier, T.J. and N.D. Pearson. Risk Measurement: An Introduction to Value at Risk,” Office for Futures and Options Research Working Paper 96–04, University of Illinois at Urbana-Champaign, 1996, pp. 1–44.
-
(1996)
Risk Measurement: An Introduction to Value at Risk
, pp. 1-44
-
-
Linsmeier, T.J.1
Pearson, N.D.2
-
14
-
-
0008735323
-
The Three P's of Total Risk Management
-
Lo, AW. The Three P's of Total Risk Management,” Financial Analyst's Journal, January-February 1999, pp. 13–26.
-
(1999)
Financial Analyst's Journal
, pp. 13-26
-
-
Lo, A.W.1
-
16
-
-
25144441290
-
Market Risk and the Cattle Feeding Margin: An Application of Value-at-Risk
-
Manfredo, M.R. and R.M. Leuthold. Market Risk and the Cattle Feeding Margin: An Application of Value-at-Risk,” Agribusiness: An International Journal, (17), 2001, pp. 333–353.
-
(2001)
Agribusiness: An International Journal
, vol.17
, pp. 333-353
-
-
Manfredo, M.R.1
Leuthold, R.M.2
-
17
-
-
2342596318
-
Value-at-Risk Analysis: A Review and the Potential for Agricultural Applications
-
Manfredo, M.R. and R.M. Leuthold. Value-at-Risk Analysis: A Review and the Potential for Agricultural Applications,” Review of Agricultural Economics, (21), 1999, pp. 99–111.
-
(1999)
Review of Agricultural Economics
, vol.21
, pp. 99-111
-
-
Manfredo, M.R.1
Leuthold, R.M.2
-
18
-
-
0004180147
-
-
4th ed., Morgan Guaranty Trust Company, New York, NY
-
RiskMetrics™ Technical Document, 4th ed., Morgan Guaranty Trust Company, New York, NY, http://www.RiskMetrics.com/research, 1996.
-
(1996)
RiskMetrics™ Technical Document
-
-
-
20
-
-
0008477968
-
Coping with International Freight Rate Volatility
-
Thuong, L.T. and C. Ho. Coping with International Freight Rate Volatility,” Journal of Purchasing and Materials Management, (23:3), Fall 1987, pp. 29–35.
-
(1987)
Journal of Purchasing and Materials Management
, vol.23
, Issue.3
, pp. 29-35
-
-
Thuong, L.T.1
Ho, C.2
|