34 search results - page 6 / 7 » Extremal financial risk models and portfolio evaluation |
DSOM
2007
Springer
13 years 12 months ago
2007
Springer
This paper deals with the Change Management process within IT Service Management. Change Management includes several activities, some of which need to evaluate the risk exposure as...
KDD
2009
ACM
14 years 6 months ago
2009
ACM
A recent study by two prominent finance researchers, Fama and French, introduces a new framework for studying risk vs. return: the migration of stocks across size-value portfolio ...
JORS
2010
13 years 17 days ago
2010
In order to manage model risk, financial institutions need to set up validation processes so as to monitor the quality of the models on an ongoing basis. Validation can be conside...
CISS
2008
IEEE
13 years 7 months ago
2008
IEEE
Abstract-- Successful investment management relies on allocating assets so as to beat the stock market. Asset classes are affected by different market dynamics or latent trends. Th...
AAAI
1996
13 years 7 months ago
1996
An important problem faced by auditors is gauging how much reliance can be placed on the accounting systems that process millions of transactions to produce the numbers summarized...