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Search Results for Collection: College of Business and Law
Now showing items 1-4 of 4
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(University College Dublin. School of Business. Centre for Financial Markets, 2007-03-11)Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures that reflect their risk-aversion functions. To date there has been very little guidance on the choice of risk-aversion ...
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(Palgrave Macmillan, 2007)This paper discusses the financial risks faced by the UK Pension Protection Fund (PPF) and what, if anything, it can do about them. It draws lessons from the regulatory regimes under which other financial institutions, ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2007-05-18)This paper measures and compares the tail risks of limit and market orders using Extreme Value Theory. The analysis examines realised tail outcomes using the Dealing 2000-2 electronic broking system based on completed ...
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(Elsevier, 2007-09)This paper measures and compares the tail risks of limit and market orders using Extreme Value Theory. The analysis examines realised tail outcomes using the Dealing 2000-2 electronic broking system based on completed ...
Now showing items 1-4 of 4