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VAR and use of alternative risk measures of trading risk

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  • Turning Tail Risks into Tailwinds
    Jérôme Gava, Francisco Guevara and Julien Turc
    The Journal of Portfolio Management January 2021, jpm.2021.1.205; 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 Indexes
    Ritesh Patel
    The 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 Portfolios
    Helen Guo and Laura Ryan
    The 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 Parisi
    The 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 Siddikee
    The 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 Region
    Bana Abuzayed, Nedal Al-Fayoumi and Talah S. Arabiyat
    The 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 Markets
    Rangga Handika and Yusuf Khudri
    The 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 Markets
    Amanjot Singh
    The 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 Ratios
    James X. Xiong and Thomas M. Idzorek
    The 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 Pavto
    The Journal of Wealth Management January 2021, 23 (4) 76-91; DOI: https://doi.org/10.3905/jwm.2020.1.123

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