Corporate Finance

On Fat tails, VaR and subadditivity

London School of Economics
Financial institutions rely heavily on Value-at-Risk (VaR) as a risk measure, even though it is not globally subadditive. Jon Danielsson is an […]
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Forecasting oil price volatility

Bournemouth University
George Filis is Professor of Financial Economics. He joined the department of Accounting, Finance and Economics in September 2012 as […]
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