| Issue Date | Title | Author(s) | Type | Access Type |
| 14-Oct-2024 | An assessment of historical simulation techniques for VaR | Gomes, Diogo Filipe Maia | Master Thesis | Open Access |
| 17-Dec-2024 | Analyzing and managing portfolio risk and performance using value-at-risk | Martins, Beatriz de Jesus Mendes | Master Thesis | Open Access |
| 2022 | Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio | Brito, R. P.; Judice, P. | Article | Open Access |
| 24-Nov-2023 | Backtesting expected shortfall: Comparative study and impact analysis on capital requirements | Catarino, João Miguel Garcias | Master Thesis | Open Access |
| 2012 | Backtesting var models: an application to Caixa Geral de Depóstitos | Ruivo, Raquel Costa Carvalho | Master Thesis | Restricted Access |
| 6-Oct-2021 | Can we improve the accuracy of the value-at-risk with asymmetric and long memory GARCH models? | Lima, Rafael Manuel Vaz | Master Thesis | Open Access |
| 7-Nov-2024 | Can we improve the accuracy of Value at Risk models using liquidity risk? | Costa, Henrique Manuel Gonçalves Barbeito | Master Thesis | Open Access |
| 27-Jun-2025 | Dynamic hedging and risk management: A value-at-risk analysis in a diversified portfolio | Barreira, Mariana da Cunha | Master Thesis | Open Access |
| 23-Nov-2018 | Implied volatility: can we improve VAR models? | Krecmer, Vladimir | Master Thesis | Open Access |
| 17-Dec-2021 | Métodos de avaliação completa para medir o risco de mercado: comparação das perspetivas forward looking vs backward looking | Marcolino, Beatriz Simões | Master Thesis | Open Access |
| 2012 | Modeling volatility: an assessment of the value at risk approach | Vieira, Joana Bruno | Master Thesis | Open Access |
| 2012 | Optimization of technical trading rules in forex market using genetic algorithm | Silva, Pedro Franco | Master Thesis | Open Access |
| 24-Jun-2025 | Portfolio risk management through value-at-risk (VaR) measurement | Fialho, Margarida Silva | Master Thesis | Restricted Access |
| 26-Jun-2025 | Portfolio risk management through value-at-risk: An empirical study of stocks and bonds | Gonçalves, Daniela Marly | Master Thesis | Open Access |
| 12-Oct-2018 | Saddle-point approach: backtesting VaR models in the presence of extreme losses | Gouveia, Ricardo João da Silva | Master Thesis | Open Access |
| 4-Nov-2024 | Value-at-Risk: Measure and manage VaR in a portfolio composed of bonds and stocks | Espinheira, Joana da Silva | Master Thesis | Restricted Access |
