Teodosio Pérez-Amaral

Publication Activity (10 Years)

Years Active: 2013-2013
Publications (10 Years): 0

Top Topics

Portfolio Optimization

Risk Management

Information Security Management

Commercial Banks

Top Venues

Math. Comput. Simul.

Publications

Roberto Casarin, Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures. Math. Comput. Simul. 94 (2013)
Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral, Paulo Araújo Santos
GFC-robust risk management under the Basel Accord using extreme value methodologies. Math. Comput. Simul. 94 (2013)
Chia-Lin Chang, David E. Allen, Michael McAleer, Teodosio Pérez-Amaral
Risk modelling and management: An overview. Math. Comput. Simul. 94 (2013)