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MANSCI
2007
86views more  MANSCI 2007»
13 years 6 months ago
Proper Conditioning for Coherent VaR in Portfolio Management
Value at Risk (VaR) is a central concept in risk management. As stressed by Artzner et al. (1999), VaR may not possess the subadditivity property required to be a coherent measure...
René Garcia, Éric Renault, Georges T...
HICSS
2009
IEEE
88views Biometrics» more  HICSS 2009»
14 years 1 months ago
Exploration of Cultural Influences on Business and IT Alignment
Aligning IT to business needs is still one of the most important concerns for senior management. The message of Business and IT Alignment (BIA) is logical and undisputed, but impl...
A. J. Gilbert Silvius, Steven De Haes, Wim Van Gre...