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person:"Wiedemann, Arnd"
subject:"Risikomanagement"
~person:"Christoffersen, Peter F."
~person:"Mikes, Anette"
~person:"Olson, David L."
~person:"Scaillet, Olivier"
~person:"Stoja, Evarist"
~person:"Stulz, René M."
~subject:"Nonlinear programming"
~subject:"Schätzung"
~type_genre:"Working Paper"
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Risikomanagement
Nonlinear programming
Schätzung
Risk management
44
Risikomaß
17
Risk measure
17
Estimation
8
Risiko
8
Risk
8
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
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7
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7
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7
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6
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Wiedemann, Arnd
Christoffersen, Peter F.
Mikes, Anette
Olson, David L.
Scaillet, Olivier
Stoja, Evarist
Stulz, René M.
Schuermann, Til
22
Broll, Udo
16
McAleer, Michael
16
Kunreuther, Howard
15
Pelizzon, Loriana
15
Vries, Casper G. de
15
Acharya, Viral V.
13
Daníelsson, Jón
13
Dionne, Georges
13
Engle, Robert F.
13
Rochet, Jean-Charles
11
Härdle, Wolfgang
10
Manganelli, Simone
10
Cole, Shawn
8
Lucas, André
8
Michel-Kerjan, Erwann
8
Ongena, Steven
8
Tayan, Brian
8
Adam-Müller, Axel F. A.
7
Bos, Charles S.
7
Farkas, Walter
7
Franke, Günter
7
Giné, Xavier
7
Giudici, Paolo
7
Jung, Hyeyoon
7
Larcker, David F.
7
Mahieu, Ronald J.
7
Merton, Robert C.
7
Stroebel, Johannes
7
Bannier, Christina E.
6
Baumgärtner, Stefan
6
Billio, Monica
6
Csóka, Péter
6
Getmansky, Mila
6
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6
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31
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
Saved in:
32
The risks of financial institutions
Carey, Mark S.
(
contributor
);
Stulz, René M.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002966638
Saved in:
33
The risks of financial institutions
Carey, Mark S.
;
Stulz, René M.
-
2005
Persistent link: https://www.econbiz.de/10002978329
Saved in:
34
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
Saved in:
35
Testing, comparing, and combining value-at-risk measures
Christoffersen, Peter F.
;
Hahn, Jinyong
;
Inoue, Atsushi
-
1999
Persistent link: https://www.econbiz.de/10001427788
Saved in:
36
Why does US firms hold so much more cash than they used to?
Bates, Thomas W.
;
Kahle, Kathleen M.
;
Stulz, René M.
-
2006
Persistent link: https://www.econbiz.de/10003380189
Saved in:
37
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
38
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003120225
Saved in:
39
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003120541
Saved in:
40
Enterprise risk management in action
Mikes, Anette
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003048791
Saved in:
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