Market risk (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Market risk" in English language version.

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aceee.org

B Baatz, J Barrett, B Stickles: Estimating the Value of Energy Efficiency to Reduce Wholesale Energy Price Volatility. ACEEE, Washington D.C., 2018.

bis.org

Bank for International Settlements: A glossary of terms used in payments and settlement systems [1]
"Minimum capital requirements for market risk". 2016-01-14. {{cite journal}}: Cite journal requires |journal= (help)

doi.org

Artzner, P.; Delbaen, F.; Eber, J.; Heath, D. (July 1999). "Coherent measure of risk". Mathematical Finance. 9 (3): 203–228. doi:10.1111/1467-9965.00068. S2CID 6770585.
Rockafellar, R.; Uryasev, S. (July 2002). "Conditional value-at-risk for general loss distributions". Journal of Banking & Finance. 26 (7): 1443–1471. doi:10.1016/S0378-4266(02)00271-6. hdl:10338.dmlcz/140763.
Low, R.K.Y.; Faff, R.; Aas, K. (2016). "Enhancing mean-variance portfolio selection by modeling distributional asymmetries" (PDF). Journal of Economics and Business. 85: 49–72. doi:10.1016/j.jeconbus.2016.01.003.
Fantazzinni, D. (2009). "The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study". Computational Statistics & Data Analysis. 53 (6): 2168–2188. doi:10.1016/j.csda.2008.02.002.
Low, R.K.Y.; Alcock, J.; Faff, R.; Brailsford, T. (2013). "Canonical vine copulas in the context of modern portfolio management: Are they worth it?". Journal of Banking & Finance. 37 (8): 3085. doi:10.1016/j.jbankfin.2013.02.036. S2CID 154138333.

handle.net

hdl.handle.net

Rockafellar, R.; Uryasev, S. (July 2002). "Conditional value-at-risk for general loss distributions". Journal of Banking & Finance. 26 (7): 1443–1471. doi:10.1016/S0378-4266(02)00271-6. hdl:10338.dmlcz/140763.

mdpi.com

Tuominen, P., Seppänen, T. (2017): Estimating the Value of Price Risk Reduction in Energy Efficiency Investments in Buildings. Energies. Vol. 10, p. 1545.

sec.gov

FAQ on the United States SEC Market Disclosure Rules

semanticscholar.org

api.semanticscholar.org

Artzner, P.; Delbaen, F.; Eber, J.; Heath, D. (July 1999). "Coherent measure of risk". Mathematical Finance. 9 (3): 203–228. doi:10.1111/1467-9965.00068. S2CID 6770585.
Low, R.K.Y.; Alcock, J.; Faff, R.; Brailsford, T. (2013). "Canonical vine copulas in the context of modern portfolio management: Are they worth it?". Journal of Banking & Finance. 37 (8): 3085. doi:10.1016/j.jbankfin.2013.02.036. S2CID 154138333.

uq.edu.au

espace.library.uq.edu.au

Low, R.K.Y.; Faff, R.; Aas, K. (2016). "Enhancing mean-variance portfolio selection by modeling distributional asymmetries" (PDF). Journal of Economics and Business. 85: 49–72. doi:10.1016/j.jeconbus.2016.01.003.