A credit risk model for large dimensional portfolios with application to economic capital

Article Abstract:

Application of heuristics for development of credit portfolio model to derive conditional value at risk, for measurement of value of economic capital at risk, is described.

Sweden, Evaluation, Capital, Heuristic programming

---

Hedge fund portfolio construction: a comparison of static and dynamic approaches

Article Abstract:

The construction and risk assessment of hedge fund portfolios using covariance or correlation prediction models is discussed. The return on hedge funds is measured.

United Kingdom, Greece, Capital funds & cash flow, Economic aspects, Measurement, Valuation, Hedge funds, Return on investment, Rate of return

---

Analysis of criteria VaR and CVaR

Article Abstract:

A comparative analysis of value-at-risk and conditional value-at-risk concepts portfolio risk management is presented.

United States, Comparative analysis

Similar abstracts:

• Abstracts: A memory-based model for planning target reach postures in the presence of obstructions. Effects of low back disability status on lower back discomfort during sustained and cyclical trunk flexion
• Abstracts: Comparison of prediction models for the compression force on the lumbosacral disc. Comparison of perceived comforts differences between standard and experimental load carriage systems
• Abstracts: Using process diagrams for the graphical representation of biological networks. A partnership between biology and engineering
• Abstracts: The development of a multidimensional scale to evaluate motor vehicle dynamic qualities. PeopleSize 1.3
• Abstracts: A review of environmental hazards associated with in-patient falls. Prospective memory failures as an unexpected threat to patient safety: Results from a pilot study using patient simulators to investigate the missed execution of intentions

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.