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subject:"Portfolio selection"
type_genre:"Handbuch"
~person:"Scaillet, Olivier"
~subject:"Asset-liability management"
~subject:"Credit risk"
~subject:"Hedging"
~type_genre:"Graue Literatur"
~type_genre:"Hochschulschrift"
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Portfolio selection
Asset-liability management
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Hedging
Risikomanagement
9
Risk management
9
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Sensitivity analysis
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Sensitivitätsanalyse
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Bootstrap approach
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Bootstrap-Verfahren
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Nichtlineare Optimierung
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Nonlinear programming
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Kreditrisiko
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Statistical distribution
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Scaillet, Olivier
Schuermann, Til
14
Broll, Udo
12
Eller, Roland
10
McAleer, Michael
9
Engle, Robert F.
8
Lucas, André
8
Pelizzon, Loriana
8
Pesaran, M. Hashem
7
Farkas, Walter
6
Franke, Günter
5
Härdle, Wolfgang
5
Jung, Hyeyoon
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Manganelli, Simone
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Peydró, José-Luis
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Polo, Andrea
5
Rochet, Jean-Charles
5
Rudolph, Bernd
5
Wahl, Jack E.
5
Acharya, Viral V.
4
Adam-Müller, Axel F. A.
4
Bos, Charles S.
4
Burghof, Hans-Peter
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Chang, Chia-Lin
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Csóka, Péter
4
Daouia, Abdelaati
4
Diebold, Francis X.
4
Dijk, Herman K. van
4
Dimitrov, Daniel
4
Dionne, Georges
4
El Hraiki, Rayane
4
Fermanian, Jean-David
4
Getmansky, Mila
4
Girard, Stéphane
4
Hanson, Samuel G.
4
Kit, Pong Wong
4
Korn, Olaf
4
Krahnen, Jan Pieter
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Lee, Cheng F.
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International Center for Financial Asset Management and Engineering
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Discussion paper
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FAME research paper series
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ECONIS (ZBW)
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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:
2
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
3
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
4
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
5
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
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