VAR and use of alternative risk measures of trading risk
- Turning Tail Risks into TailwindsJérôme Gava, Francisco Guevara and Julien TurcThe Journal of Portfolio Management February 2021, 47 (4) 41-70; DOI: https://doi.org/10.3905/jpm.2021.1.205
- Equity Market Integration and Portfolio Decisions: A Study of NASDAQ USA and MSCI Emerging Markets Asia IndexesRitesh PatelThe Journal of Wealth Management February 2021, jwm.2021.1.129; DOI: https://doi.org/10.3905/jwm.2021.1.129
- Currency-Hedging Optimization for Multi-Asset PortfoliosHelen Guo and Laura RyanThe Journal of Portfolio Management December 2017, 44 (2) 100-113; DOI: https://doi.org/10.3905/jpm.2018.44.2.100
- Extreme Market Value Declines: How Well Do Rating Agency Assumptions Hold?Ezana Ceman and Francis ParisiThe Journal of Structured Finance October 2018, 24 (3) 79-88; DOI: https://doi.org/10.3905/jsf.2018.24.3.079
- Do Daily Dividends Reduce Stock Return Volatility and Value-at-Risk?MD. Noman SiddikeeThe Journal of Private Equity August 2018, 21 (4) 75-85; DOI: https://doi.org/10.3905/jpe.2018.1.072
- Does Investors’ Fear Gauge in a Mature Market Matter? Evidence from the MENA RegionBana Abuzayed, Nedal Al-Fayoumi and Talah S. ArabiyatThe Journal of Wealth Management April 2018, 21 (1) 71-87; DOI: https://doi.org/10.3905/jwm.2018.21.1.071
- Price Change, Volatility, and Accurate VaR: Evidence from the NSW and QLD Power MarketsRangga Handika and Yusuf KhudriThe Journal of Alternative Investments March 2018, 20 (4) 82-95; DOI: https://doi.org/10.3905/jai.2018.20.4.082
- Bayesian Dynamic Interactions and Predictions: U.S., BRIC, and Frontier Equity MarketsAmanjot SinghThe Journal of Wealth Management January 2018, 20 (4) 96-109; DOI: https://doi.org/10.3905/jwm.2018.20.4.096
- A Case for Tail-Risk-Based Sharpe RatiosJames X. Xiong and Thomas M. IdzorekThe Journal of Portfolio Management January 2018, 44 (3) 114-125; DOI: https://doi.org/10.3905/jpm.2018.44.3.114
- Does Integration in the Asian Frontier, Emerging, and Developed Stock Markets Conceal a Hidden Opportunity for Portfolio Diversification?Guntur Anjana Raju and Velip Suraj PavtoThe Journal of Wealth Management January 2021, 23 (4) 76-91; DOI: https://doi.org/10.3905/jwm.2020.1.123
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