Publications by the researcher in collaboration with Chia-Lin Chang (6)

2015

  1. A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?

    Documentos de Trabajo (ICAE)

2014

  1. A Stochastic Dominance Approach to Financial Risk Management Strategies

    Documentos de Trabajo (ICAE)

2013

  1. Risk Modelling and Management: An overview

    Documentos de Trabajo (ICAE)

2011

  1. Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures

    Documentos de Trabajo (ICAE)

  2. Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures

    Documentos de Trabajo (ICAE)

  3. The Rise and Fall of S&P500 Variance Futures

    Documentos de Trabajo (ICAE)