JSM Activity #338

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Activity ID:  338
Title Room
Value at Risk for Inverstment Portfolio Returns H-Fulton
Date / Time Sponsor Type
08/09/2001    10:30 AM  -  12:20 PM Business & Economics Statistics Section* Topic Contributed
Organizer: Mohammed Omran, United Arab Emirates University
Chair: Mohammed Omran, United Arab Emirates University
Discussant:  
Floor Discussion 11:35 AM
Description

Value at Risk for Inverstment Portfolio Returns
  300635  By:  Mohammed Omran 10:35 AM 08/09/2001
International Evidence on Extreme Values and Value at Risk of Stock Returns

  300647  By:  Irina Khindanova 10:55 AM 08/09/2001
Stable Modeling of Market and Credit Value at Risk

  300715  By:  Jeffrey Morrison 11:15 AM 08/09/2001
Stress Testing A Financial Institution's Consumer Portfolio

JSM 2001

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Revised March 2001