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isPartOf:"Review of financial economics : RFE"
subject:"Risk measure"
~isPartOf:"Scandinavian actuarial journal"
~person:"Coculescu, Delia"
~person:"Mao, Tiantian"
~subject:"Ausreißer"
~subject:"Bankrisiko"
~subject:"Portfolio selection"
~subject:"Volatility"
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Risk measure
Ausreißer
Bankrisiko
Portfolio selection
Volatility
Measurement
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3
Portfolio-Management
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Risiko
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Risikomanagement
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Estimation theory
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Haezendonck-Goovaerts risk measure
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Coculescu, Delia
Mao, Tiantian
Putnam, Bluford H.
4
Wilford, D. S.
4
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2
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Review of financial economics : RFE
Scandinavian actuarial journal
Insurance / Mathematics & economics
6
ASTIN bulletin : the journal of the International Actuarial Association
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics of operations research
1
Research paper series / Swiss Finance Institute
1
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ECONIS (ZBW)
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Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
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2
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
3
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
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