AN EMPIRICAL STUDY ON RISK MEASURE MODIFIED EXPECTED SHORTFALL

AN EMPIRICAL STUDY ON RISK MEASURE MODIFIED EXPECTED SHORTFALL

Bachelor's

Saved in:

Bibliographic Details
Main Author:	ZHAO RUOXI
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/204207
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

Similar Items

EXPECTED SHORTFALL AS A COHERENT RISK MEASURE
by: TAN WEI GIN
Published: (2021)

COHERENT MEASURES OF RISK AND PORTFOLIO OPTIMIZATION WITH EXPECTED SHORTFALL
by: LI XIAOWEI
Published: (2021)

SPECTRAL RISK MEASURES AND PORTFOLIO SELECTION: A STUDY ON EXPECTED SHORTFALL
by: NAH JIAMING JOSEPH
Published: (2021)

MEASURING BOND PORTFOLIO RISK BASED ON VALUE AT RISK AND EXPECTED SHORTFALL
by: ALBERT CHRISTIAN
Published: (2021)

BAYESIAN FORECASTING OF VALUE AT RISK AND EXPECTED SHORTFALL USING ADAPTIVE IMPORTANCE SAMPLING
by: ANG CHUAN HUAT
Published: (2021)

BAYESIAN FORECASTING OF VALUE AT RISK AND EXPECTED SHORTFALL USING ADAPTIVE IMPORTANCE SAMPLING
by: ANG CHUAN HUAT
Published: (2021)

Performance of Philippine equity portfolios under value-at-risk and expected shortfall frameworks
by: Sewane, Eden S.
Published: (2015)

EXAMINING FOURIER METHODS FOR VAR AND EXPECTED SHORTFALL OF NONLINEAR PORTFOLIOS
by: HAN KUNYANG
Published: (2021)

FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT T-DISTRIBUTION
by: DANIELLE JOY THIO EN QI
Published: (2021)

FORECASTING VALUE-AT-RISK AND EXPECTED SHORTFALL USING FRACTIONALLY INTEGRATED MODELS OF CONDITIONAL VOLATILITY: INTERNATIONAL EVIDENCE
by: XIE LEFAN
Published: (2021)

ESTIMASI VALUE AT RISK DAN EXPECTED SHORTFALL MENGGUNAKAN ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION PADA DATA SAHAM
by: , Sri Mulyati, et al.
Published: (2013)

TERES: Tail Event Risk Expectile Shortfall
by: MIHOCI, Andrija, et al.
Published: (2020)

ESTIMASI VALUE AT RISK DAN EXPECTED SHORTFALL UNTUK HETEROSKEDASTIK RUNTUN WAKTU FINANSIAL DENGAN GENERALIZED PARETO DISTRIBUTION
by: , HERMANSAH, et al.
Published: (2013)

Singapore macro-level retirement shortfall model.
by: Chen, Wilson Ziwen., et al.
Published: (2008)

FLOOR AREA SHORTFALLS IN RESIDENTIAL STRATA TITLE PROPERTIES
by: WONG KIT PENG
Published: (2020)

Typical management shortfalls in New Product Development (NPD) and their avoidance
by: Foo, Say Wei, et al.
Published: (2009)

Effects of expectations interactions on decision making under risk : an empirical approach
by: Ho, Sian Nee, et al.
Published: (2017)

Advancing Leadership in Public Healthcare: Beyond Crowded Hospitals and Labour Shortfalls
by: Singapore Management University
Published: (2012)

RISK MEASURES UNDER EXTREME LOSSES:AN EMPIRICAL STUDY ON DISTORTION RISK MEASURES
by: YANG SIQI
Published: (2021)

The expectation gap on company audit objectives : an empirical study.
by: Chng, Sarah Bee Suan., et al.
Published: (2009)

An empirical analysis of the expectations theory in Singapore
by: Chua How Kiat, Neo Chye Hwee, Ng Poh Beng
Published: (2014)

The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence
by: Fan, G.-Z., et al.
Published: (2013)

AN EMPIRICAL STUDY OF TIME DIVERSIFICATION USING RISK-ADJUSTED PERFORMANCE MEASURES
by: QUEK MENG TECK
Published: (2018)

Male perpetration of physical intimate partner violence against women in southeast Asia: A cultural shortfall?
by: Chang, Clarissa, et al.
Published: (2016)

Dynamic and risk measurement perspectives on bowman's risk-return paradox for strategic management: An empirical study
by: Fiegenbaum, A, et al.
Published: (1986)

Measuring Risk utilizing Credible Monte Carlo Value at Risk and Credible Monte Carlo Expected Tail Loss
by: Sulistianingsih, Evy, et al.
Published: (2022)

An empirical study of the audit expectation gap in fraud detection : a Singapore perspective
by: Yang, Chin Chung, et al.
Published: (2009)

Asymptotic expected performance of some TSP heuristics: An empirical evaluation
by: Ong, H.L., et al.
Published: (2011)

Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore
by: CHU, Sing-Fat, et al.
Published: (2004)

Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S.
by: Cai, Shu Juan, et al.
Published: (2008)

Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore
by: CHU, Sing-Fat, et al.
Published: (2004)

Expectations formation and forecasting of vehicle demand: An empirical study of the vehicle quota auctions in Singapore
by: Chu, S.-F., et al.
Published: (2013)

The Expectation Gap between Investment Analysis and Auditors: Some Empirical Evidence
by: LOW, Aik Meng, et al.
Published: (1988)

Appropriate Expected Return and the Relationship with Risk
by: Panutat Maneemaroj, et al.
Published: (2019)

ON CONDITIONAL EXPECTATIONS OF BANACH-VALUED MEASURABLE FUNCTIONS
by: ONG SING CHEONG
Published: (2023)

Irrational to expect low risk and high returns
by: KOH, Benedict
Published: (2014)

Measuring expectations : revitalization of the United Nations general assembly.
by: Sammy Kanadi.
Published: (2010)

An empirical study on effect of estimation risk on portfolio risk.
by: Sarayut Nathapan
Published: (2014)

NON-PARAMETRIC MODELLING OF RISK ESTIMATION AND EXPECTED RETURNS
by: LEE POH HAI
Published: (2022)

Non-expected-utility based risk attitudes of Singaporeans
by: Ker, Hui Nee., et al.
Published: (2008)