Stock Market Volatility

Model Risk in VaR Calculations

Plausible Operational Value-at-Risk Calculations for Management Decision Making

Risk-Managing the Uncertainty in VaR Model Parameters

Cash Flow at Risk: Linking Strategy and Finance

Value-At-Risk–Based Stop-Loss Trading

Risk Aggregation and Computation of Total Economic Capital

The Risk Modeling Evaluation Handbook

Value-at-Risk Performance Criterion: A Performance Measure for Evaluating Value-at-Risk Models

Aggregating and Combining Ratings

How Investors Face Financial Risk Loss Aversion and Wealth Allocation with Two-Dimensional Individual Utility: A VaR Application