In this paper, the authors present a new value-at-risk (VaR) model for the estimation of market risk in banks and other financial institutions. The model is labeled a new historical bootstrap VaR ...

If you have been to, or will be attending, a conference in 2022, it is very unlikely that you will not hear a presentation based on environmental, social and governance (ESG) concerns or on ...

This paper updates the Skoog-Ciecka-Krueger (2011) study which used 2005-09 U.S. population labor force data to estimate worklife expectancies. This update presents estimates using 2012-17 labor force ...