Theo Berger

Publication Activity (10 Years)

Years Active: 2012-2021
Publications (10 Years): 2

Top Topics

Risk Assessment

Portfolio Optimization

Occurrence Probability

Top Venues

Expert Syst. Appl.

Eur. J. Oper. Res.

Publications

Theo Berger, Gunnar Moys
Value-at-risk backtesting: Beyond the empirical failure rate. Expert Syst. Appl. 177 (2021)
Mazin A. M. Al Janabi, Jose Arreola Hernandez, Theo Berger, Duc Khuong Nguyen
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. Eur. J. Oper. Res. 259 (3) (2017)
Theo Berger
Value-at-Risk Forecasts Based on Decomposed Return Series: The Short Run Matters. OR (2015)
Theo Berger
Misspecified Dependency Modelling: What Does It Mean for Risk Measurement? OR (2013)
Theo Berger
Financial Crisis, VaR Forecasts and the Performance of Time Varying EVT-Copulas. OR (2012)