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The Journal of Risk Finance

Volume 4 Issue 2

Published: 2003 | Start Page: 5

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Articles

Articles
Article No: Article Information:
1659767 Long-Term Economic and Market Trends and Their Implications for Asset/Liability Management of Insurance Companies
CHRISTIAN GILLES, LARRY RUBIN, JOHN RYDING, LEO M. TILMAN, AJAY RAJADHYAKSHA (pp. 5-18)
Keywords:
ArticleType: General review
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1659768 Exploring the Limitations of Value at Risk: How Good Is It in Practice?
ANDREAS KRAUSE (pp. 19-28)
Keywords:
ArticleType: General review
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1659769 The Effect of Asymmetries on Stock Index Return Value-at-Risk Estimates
CHRIS BROOKS, GITA PERSAND (pp. 29-42)
Keywords:
ArticleType: General review
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1659770 A Shortcut to Sign Incremental Value at Risk for Risk Allocation
DIRK TASCHE, LUISA TIBILETTI (pp. 43-46)
Keywords:
ArticleType: General review
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1659771 The Effect of Model Risk on the Valuation of Barrier Options
ALI HIRSA, GEORGES COURTADON, DILIP B. MADAN (pp. 47-55)
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ArticleType: General review
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1659772 The Impact of Valuation Uncertainty in the Pricing of Risky Debt
JORGE R. SOBEHART, SEAN C. KEENAN (pp. 56-67)
Keywords:
ArticleType: General review
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