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source:"econis"
~subject:"Multivariate Verteilung"
~type_genre:"Thesis"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Multivariate Verteilung
Risikomaß
159
Risk measure
159
Theorie
106
Theory
106
Risikomanagement
61
Portfolio selection
56
Portfolio-Management
56
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55
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31
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30
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29
Value at Risk
29
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28
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23
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21
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18
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16
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15
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Stochastischer Prozess
11
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Multivariate distribution
10
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331
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331
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53
Non-commercial literature
53
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48
Working Paper
48
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16
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15
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Aepli, Matthias Daniel
1
Bayer, Verena
1
Berger, Theo
1
Braun, Valentin
1
Giacomini, Enzo
1
Glauser, Manrico
1
Jensen, Sören
1
Kukuk, Martin
1
Rengifo, Erick W.
1
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Reihe Quantitative Ökonomie : Ökon
3
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Schriftenreihe Finanzmanagement
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ECONIS (ZBW)
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1
Portfolio risk forecasting - on the predictive power of multivariate dynamic copula models
Aepli, Matthias Daniel
-
2015
Persistent link: https://www.econbiz.de/10010510833
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2
Analyzing and modeling multivariate association : statistical measures and pair-copula constructions
Schnieders, Julius
-
2013
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013360883
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3
Dependency modeling and value-at-risk forecasts for financial portfolios
Berger, Theo
-
2013
Persistent link: https://www.econbiz.de/10013432837
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4
Multivariate Modellierung der Renditen von Asset-Klassen auf Basis von Copulas mit Anwendungen im Risikomanagement
Jensen, Sören
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2012
Persistent link: https://www.econbiz.de/10013360909
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5
Multivariate Modellierung operationeller Risiken in Kreditinstituten
Bayer, Verena
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2012
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009505637
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6
Essays on financial risk : forecasts and investor perceptions
Sokolinskiy, Oleg
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2011
Persistent link: https://www.econbiz.de/10009317703
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7
Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin
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2011
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009152690
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8
Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance
Giacomini, Enzo
-
2009
Persistent link: https://www.econbiz.de/10003931427
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9
Econometric analysis of financial count data and portfolio choice : a dynamic approach
Rengifo, Erick W.
-
2005
Persistent link: https://www.econbiz.de/10003987160
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10
Messung von Marktrisiken unter Verwendung von Copulafunktionen : eine empirische Studie für den Schweizer Aktienmarkt
Glauser, Manrico
-
2003
Persistent link: https://www.econbiz.de/10002397745
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