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The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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Browsing by Subject Risk Management
Showing results 1 to 7 of 7
| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
|---|---|---|---|---|---|---|---|
| 2014 | A semiparametric bayesian approach to the analysis of financial time series with applications to value at risk estimation | - | Ausn, M. Concepcion ; Galeano, Pedro ; Ghosh, Pulak | European Journal of Operational Research | Vol.232 | Iss.2 | 350-358p. |
| 2010 | Analysis of UMPPs framework | - | Ramesh, G ; Shukla, Umesh Kumar | Journal of indian Business Research | Vol.2 | Iss.2 | 109-122p. |
| 2009 | Are bank stocks sensitive to risk management? | - | Jayadev, M ; Sensarma, Rudra | Journal of Risk Finance | Vol.10 | Iss.1 | 7-22p. |
| 2008 | Conditional VaR estimation using Pearson's type IV distribution | - | Bhattacharyya, Malay ; Chaudhary, Abhishek ; Yadav, Gaurav | European Journal of Operational Research | Vol.191 | Iss.2 | 386-397p. |
| 2016 | India emerging: new financial architecture | - | Basu, Sankarshan | IIMB Management Review | Vol.28 | Iss.3 | 170-178p. |
| 2009 | Max VaR for non-normal and heteroskedastic returns | - | Bhattacharyya, Malay ; Misra, Nityanand ; Kodase, Bharat | Quantitative Finance | Vol.9 | Iss.8 | 925-935p. |
| 2011 | Teach project management, pack an agile punch | - | Venkatagiri, Shankar | 351-360p. |