I've put a gray background on the five most browsed paper in this category.(November-1)
Nested Simulation in Portfolio Risk Measurement by Michael B. Gordy of the Federal Reserve Board, and Sandeep Juneja of the Tata Institute of Fundamental Research (347K PDF) -- 33 pages -- April 8, 2008
Quantile Mechanics by György Steinbrecher of the University of Craiova, Romania, and William T. Shaw of King's College London (243K PDF) -- 18 pages -- July 16, 2007
On Exponential Approximation to the Hockey Stick Function by Ian Iscoe of Algorithmics Inc., Ken Jackson of the University of Toronto, Alex Kreinin of Algorithmics Inc., and Xiaofang Ma of the University of Toronto (234K PDF) -- 19 pages -- January 24, 2007
Sub-additivity Re-examined: The case for Value-at-Risk by Jon Danielsson of the London School of Economics, Bjorn N. Jorgensen of the Columbia Business School, Mandira Sarma of Eindhoven University of Technology, and Casper G. de Vries of Erasmus University (200K PDF) -- 21 pages -- February 28, 2005
Can a Coherent Risk Measure be Too Subadditive? by Jan Dhaene of the Catholic University of Leuven & University of Amsterdam, Roger J.A. Laeven of the University of Amsterdam & Mercer Oliver Wyman, Steven Vanduffel of the Catholic University of Leuven, Grzegorz Darkiewicz of the Catholic University of Leuven, and Marc J. Goovaerts of the Catholic University of Leuven & University of Amsterdam (237K PDF) -- 27 pages -- December 19, 2005
Understanding Relationships Using Copulas by Edward W. Frees of the University of Wisconsin-Madison, and Emiliano A. Valdez of the University of Wisconsin-Madison (671K PDF) -- 37 pages -- January 1999
Empirical Evidence on Volatility Estimators by Joăo Duque of the Universidade Técnica de Lisboa, and Dean A. Paxson of the University of Manchester (138K PDF) -- 38 pages -- May 1997
