International Review of Financial Analysis · 2004 · 46 citations · 22 references
ManagementFinanceRisk ManagementFinancial EconomicsFinancial Risk ManagementPortfolio ManagementFinancial RiskPortfolio Risk ManagementRisk EvaluationRisk MeasurementRisk-return AnalysisValue At RiskFuzzy Portfolio SelectionFuzzy Stochastic Decision MakingInternational Portfolio HedgingInternational Portfolio InvestmentInvestment Risk AnalysisInvestment Risk AssessmentPortfolio Value At RiskValue-at-risk Estimation
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L. A. Zadeh · Information and Control · 1965 · 66.1K citations
Madan L. Puri, Dan A. Ralescu · Journal of Mathematical Analysis and Applications · 1986 · 1.9K citations
Darrell Duffie, Jun Pan · The Journal of Derivatives · 1997 · 1.3K citations
Management, Economics, Finance +10
How Accurate Are Value‐at‐Risk Models at Commercial Banks?
Jeremy Berkowitz, James M. O’Brien · The Journal of Finance · 2002 · 547 citations
From value at risk to stress testing: The extreme value approach
François Longin · Journal of Banking & Finance · 2000 · 509 citations
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