Greg N Gregoriou
Author detail
Bookitis has not yet captured a biography for this author, but the catalog links below show the books currently associated with this profile.
Overview
Catalog identity and bibliographic footprint for this author.
Catalog identity
How this author appears inside the active Bookitis catalog.
Display name
Source identifier
Featured books
Representative editions for works actually authored by this person.
- Image source: Open LibraryAM
A Model to Measure Portfolio Risks in Venture Capital
cover - Image source: Open LibraryPO
Plausible Operational Value-at-Risk Calculations for Management Decision Making
cover - Image source: Open LibraryVA
Value at Risk Under Heterogeneous Investment Horizons and Spatial Relations
cover - Image source: Open LibraryVS
Value-At-Risk–Based Stop-Loss Trading
cover - Image source: Open LibrarySA
Some Advanced Approaches to VaR Calculation and Measurement
cover - Image source: Open LibraryMP
Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital
cover - Image source: Open LibraryCF
Cash Flow at Risk: Linking Strategy and Finance
cover - Image source: Open LibraryMR
Model Risk in VaR Calculations
cover - Image source: Open LibraryRE
Risk Evaluation of Sectors Traded at ISE with VaR Analysis
cover - Image source: Open LibraryTR
The Risk Modeling Evaluation Handbook
cover - Image source: Open LibraryCV
Calculating VAR for Hedge Funds
cover - Image source: Open LibraryRM
Risk Measures and Their Applications in Asset Management
cover - Image source: Open LibrarySC
Structural Credit Modeling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective
cover - Image source: Open LibraryEC
Explaining Cross-Sectional Differences in Credit Default Swap Spreads: An Alternative Approach Using Value at Risk
cover - Image source: Open LibraryHI
How Investors Face Financial Risk Loss Aversion and Wealth Allocation with Two-Dimensional Individual Utility: A VaR Application
cover - Image source: Open LibraryAV
Applying VAR to Hedge Fund Trading Strategies: Limitations and Challenges
cover - Image source: Open LibraryAA
Aggregating and Combining Ratings
cover - Image source: Open LibraryRT
Risk-Managing the Uncertainty in VaR Model Parameters
cover - Image source: Open LibraryOP
Option Pricing with Constant and Time-Varying Volatility
cover - Image source: Open LibraryRA
Risk Aggregation and Computation of Total Economic Capital
cover - Image source: Open LibraryCA
Computational Aspects of Value at Risk
cover - Image source: Open LibraryVP
Value-at-Risk Performance Criterion: A Performance Measure for Evaluating Value-at-Risk Models
cover - Image source: Open LibraryVA
Value at Risk for High-Dimensional Portfolios: A Dynamic Grouped t-Copula Approach
cover - Image source: Open LibraryEV
Efficient VAR: Using Past Forecast Performance to Generate Improved VaR Forecasts
cover
Works in catalog
Quick navigation into the work-level grouping pages behind the featured books.
- Open Work
A Model to Measure Portfolio Risks in Venture Capital
- Open Work
Plausible Operational Value-at-Risk Calculations for Management Decision Making
- Open Work
Value at Risk Under Heterogeneous Investment Horizons and Spatial Relations
- Open Work
Value-At-Risk–Based Stop-Loss Trading
- Open Work
Some Advanced Approaches to VaR Calculation and Measurement
- Open Work
Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital
- Open Work
Cash Flow at Risk: Linking Strategy and Finance
- Open Work
Model Risk in VaR Calculations
- Open Work
Risk Evaluation of Sectors Traded at ISE with VaR Analysis
- Open Work
The Risk Modeling Evaluation Handbook
- Open Work
Calculating VAR for Hedge Funds
- Open Work
Risk Measures and Their Applications in Asset Management
- Open Work
Structural Credit Modeling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective
- Open Work
Explaining Cross-Sectional Differences in Credit Default Swap Spreads: An Alternative Approach Using Value at Risk
- Open Work
How Investors Face Financial Risk Loss Aversion and Wealth Allocation with Two-Dimensional Individual Utility: A VaR Application
- Open Work
Applying VAR to Hedge Fund Trading Strategies: Limitations and Challenges
- Open Work
Aggregating and Combining Ratings
- Open Work
Risk-Managing the Uncertainty in VaR Model Parameters
- Open Work
Option Pricing with Constant and Time-Varying Volatility
- Open Work
Risk Aggregation and Computation of Total Economic Capital
- Open Work
Computational Aspects of Value at Risk
- Open Work
Value-at-Risk Performance Criterion: A Performance Measure for Evaluating Value-at-Risk Models
- Open Work
Value at Risk for High-Dimensional Portfolios: A Dynamic Grouped t-Copula Approach
- Open Work
Efficient VAR: Using Past Forecast Performance to Generate Improved VaR Forecasts