Portfolio Risk Measurement: looking for important papers ...

RagingBear · April 7th, 2009, 6:53 pm

Hey peoples of the Wilmott world, I'm just a newbie looking for:Some important papers that have developed on the fundamentals of measuring portfolio risk, papers that touch on Measures: VaR and cVaR and Methods: Covariance matrix methods, Copula functions and/or time series & Monte Carlo simulation.(Also if possible, anything that focuses on stocks) Thanks in advance!