Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis. - J. David Cabedo Semper; Ismael Moya Clemente (Eur. J. Oper. Res., 2003)

Sector concentration risk: A model for estimating capital requirements. - J. David Cabedo Semper; Jose Miguel Tirado Beltrán (Math. Comput. Model., 2011)