//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"The VaR implementation handbook"
~isPartOf:"Research paper series / Swiss Finance Institute"
~subject:"Marktrisiko"
~type_genre:"Aufsatz im Buch"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Expected tail loss"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Marktrisiko
Risikomaß
18
Risk measure
18
Theorie
13
Theory
13
Portfolio selection
5
Portfolio-Management
5
Market risk
3
Risikomanagement
3
Risk management
3
Bank
2
Empirical method
2
Empirische Methode
2
Hedge fund
2
Hedgefonds
2
Operational risk
2
Operationelles Risiko
2
1997-2006
1
1997-2007
1
Anlageverhalten
1
Australia
1
Australien
1
Bank lending
1
Behavioural finance
1
Berechnung
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Bourse
1
Branche
1
Brasilien
1
Brazil
1
Börse
1
CAPM
1
Calculation
1
Capital income
1
Cash Flow
1
Cash flow
1
Chile
1
Credit derivative
1
Credit insurance
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Aufsatz im Buch
Book section
3
Language
All
English
3
Author
All
Allen, David E.
1
Billio, Monica
1
Getmansky, Mila
1
Pelizzon, Loriana
1
Powell, Robert
1
Schaller, Peter
1
Published in...
All
The VaR implementation handbook
Research paper series / Swiss Finance Institute
Marktrisikoregulierung im Umbruch
3
Brennpunkt Risikomanagement und Regulierung
1
Financial econometrics and empirical market microstructure
1
Handbuch ökonomisches Kapitel
1
Kleine und mittlere Unternehmen : Finanz-, Wirtschafts- und andere Krisen ; Forschungsbeiträge
1
Pension fund risk management : financial and actuarial modeling
1
Risk assessment and financial regulation in emerging markets' banking : trends and prospects
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Calculating VaR for hedge funds
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
- In:
The VaR implementation handbook
,
(pp. 3-24)
.
2009
Persistent link: https://www.econbiz.de/10003826894
Saved in:
2
Structural credit modeling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.
;
Powell, Robert
- In:
The VaR implementation handbook
,
(pp. 403-414)
.
2009
Persistent link: https://www.econbiz.de/10003827094
Saved in:
3
Model risk in VaR calculations
Schaller, Peter
- In:
The VaR implementation handbook
,
(pp. 415-437)
.
2009
Persistent link: https://www.econbiz.de/10003827096
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->