Risk Governance Through Long-Term Risk Modelling: An Enhanced Filtered Historical Simulation Approach for Financial Institutions

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Michele Bonollo, Giovanni Barone‐Adesi, Federico Luce, Vito Damato
DOI: 10.2139/ssrn.6120707
Cited by: 0

Fields of Study & Subjects

Financial Risk and Volatility Modeling Risk and Portfolio Optimization Risk Management in Financial Firms

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint