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person:"Wiedemann, Arnd"
subject:"Risikomanagement"
~isPartOf:"FAME research paper series"
~person:"Mikes, Anette"
~person:"Olson, David L."
~person:"Ongena, Steven"
~person:"Scaillet, Olivier"
~person:"Stoja, Evarist"
~person:"Stulz, René M."
~subject:"Financial crisis"
~type_genre:"Working Paper"
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Risikomanagement
Financial crisis
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Risk management
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Nichtlineare Optimierung
2
Nonlinear programming
2
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Kreditrisiko
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Risikomaß
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Risk measure
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Wiedemann, Arnd
Mikes, Anette
Olson, David L.
Ongena, Steven
Scaillet, Olivier
Stoja, Evarist
Stulz, René M.
Denuit, Michel
1
Fermanian, Jean-David
1
Goderniaux, Anne-Cécile
1
Hamelink, Foort
1
Hoesli, Martin
1
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FAME research paper series
Fisher College of Business working paper series
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Working papers / Harvard Business School, Division of Research
6
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4
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Staff working papers / Bank of England
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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European Corporate Governance Institute (ECGI) - Finance Working Paper
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Harvard Business School Accounting & Management Unit Working Paper
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Michael J. Brennan Irish finance working paper series research paper
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A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
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2
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
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3
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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