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isPartOf:"Review of international economics"
subject:"Estimation"
~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~person:"Brigo, Damiano"
~person:"Weiß, Gregor"
~subject:"Risikomaß"
~subject:"Welfare analysis"
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Risikomaß
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-Arbitrage
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Brigo, Damiano
Weiß, Gregor
Prokopczuk, Marcel
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Bernard, Carole
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Brandtner, Mario
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Liu, Xiaochun
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McNeil, Alexander J.
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Rösch, Daniel
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Wese Simen, Chardin
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Review of international economics
Journal of banking & finance
Journal of banking and finance
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Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
2
Evaluating Value-at-Risk forecasts : a new set of multivariate backtests
Wied, Dominik
;
Weiß, Gregor
;
Ziggel, Daniel
- In:
Journal of banking & finance
72
(
2016
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
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