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person:"Oxelheim, Lars"
subject:"Risikomaß"
~isPartOf:"Quantitative finance"
~person:"Härdle, Wolfgang"
~person:"Karmakar, Madhusudan"
~person:"Peri, Ilaria"
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Risikomaß
Risikomanagement
4
Risk management
4
Portfolio selection
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3
Risk measure
3
Financial services
2
Finanzdienstleistung
2
Risiko
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Kreditderivat
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Lambda Quantiles
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Lambda Value-at-Risk
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Oxelheim, Lars
Härdle, Wolfgang
Karmakar, Madhusudan
Peri, Ilaria
Bergk, Kerstin
1
Brandtner, Mario
1
Caporin, Massimiliano
1
Chen, An
1
Chen, Yi-Hsuan
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Costa, Giorgio
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Deng, Kaihua
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Ding, Rui
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Hacini, Mehdi-Vincent
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Hofer, Markus
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1
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Kandhai, Drona
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Kim, Hyuksoo
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Kim, Minjoo
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Kim, Saejoon
1
Koike, Takaaki
1
Kroon, Erik
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Kwon, Roy H.
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Kürsten, Wolfgang
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Lichtner, Mark
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Liu, Francis
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Lu, Meng-Jou
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Lundin, Mark
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Mausser, Helmut
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Mihoci, Andrija
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Minami, Mihoko
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Nguyen, Thai
1
Packham, Natalie
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Pesenti, Silvana
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Pichler, Alois
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Qiu, Jie
1
Romanko, Oleksandr
1
Sampid, Marius Galabe
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Quantitative finance
SFB 649 discussion paper
4
Review of financial economics : RFE
2
Applied quantitative finance
1
IFN Working Paper
1
IFN working paper
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International review of financial analysis
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Journal of econometrics
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Research in international business and finance
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Risks : open access journal
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Statistics and computing
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The European journal of finance
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The Singapore economic review
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The strategic CFO : creating value in a dynamic market environment
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Working paper / Research Institute of Industrial Economics
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ECONIS (ZBW)
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Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
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2
Risk contributions of lambda quantiles
Ince, Akif
;
Peri, Ilaria
;
Pesenti, Silvana
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1871-1891
Persistent link: https://www.econbiz.de/10013367959
Saved in:
3
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
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