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subject:"Kreditgeschäft"
subject:"Portfolio-Management"
~isPartOf:"Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of risk management in financial institutions"
~isPartOf:"Journal of risk"
~isPartOf:"The European journal of finance"
~person:"Belles-Sampera, Jaume"
~person:"Boonen, Tim J."
~person:"Hu, Taizhong"
~subject:"Bank"
~subject:"Bankrisiko"
~subject:"Deutschland"
~type_genre:"Article in journal"
~type_genre:"Case study"
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Kreditgeschäft
Portfolio-Management
Bank
Bankrisiko
Deutschland
Risikomanagement
9
Risk management
9
Risikomaß
7
Risk measure
7
Theorie
7
Theory
7
Portfolio selection
6
Risiko
6
Risk
6
Measurement
5
Messung
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Allokation
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Capital allocation
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Aitchison distance
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Bank risk
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Dynamic risk management
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Entropie
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Entropy
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Euler rule
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Extreme value theory
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Belles-Sampera, Jaume
Boonen, Tim J.
Hu, Taizhong
Mao, Tiantian
5
Cossette, Hélène
4
Guillén, Montserrat
4
Marceau, Etienne
4
Ozdemir, Bogie
4
Santolino, Miguel
4
Tan, Ken Seng
4
Wang, Ruodu
4
Yang, Fan
4
Dhaene, Jan
3
Gatzert, Nadine
3
Helfer, Michael
3
Hopper, Gregory P.
3
McConnell, Patrick
3
Tang, Qihe
3
Agnese, Paolo
2
Antoncic, Madelyn
2
Broeders, Dirk
2
Cai, Jun
2
Campino, Jonas de Oliveira
2
Chen Zhou
2
Cheung, Ka Chun
2
Choudhry, Moorad
2
Eickholt, Martin
2
Eller, Roland
2
Fan, Ying
2
Furman, Edward
2
Geng, Peixuan
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Grody, Allan
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Grody, Allan D.
2
Hughes, Peter
2
Hughes, Peter J.
2
Josa-Fombellida, Ricardo
2
Kupiec, Paul H.
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Laeven, Roger J. A.
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Li, Bin
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Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
Insurance / Mathematics & economics
International review of economics & finance : IREF
Journal of risk management in financial institutions
Journal of risk
The European journal of finance
European journal of operational research : EJOR
2
The journal of operational risk
1
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ECONIS (ZBW)
6
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1
Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao
;
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
Saved in:
2
Compositional methods applied to capital allocation problems
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Journal of risk
19
(
2016
)
2
,
pp. 15-30
Persistent link: https://www.econbiz.de/10013177074
Saved in:
3
Forecasting compositional risk allocations
Boonen, Tim J.
;
Guillén, Montserrat
;
Santolino, Miguel
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 79-86
Persistent link: https://www.econbiz.de/10011990442
Saved in:
4
Capital allocation for portfolios with non-linear risk aggregation
Boonen, Tim J.
;
Tsanakas, Andreas
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
Saved in:
5
What attitudes to risk underlie distortion risk measure choices?
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 101-109
Persistent link: https://www.econbiz.de/10011492606
Saved in:
6
Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks
Mao, Tiantian
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 333-343
Persistent link: https://www.econbiz.de/10009669603
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