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subject:"Portfolio selection"
type_genre:"Handbuch"
~person:"Scaillet, Olivier"
~subject:"Bank risk"
~subject:"Credit risk"
~type_genre:"Arbeitspapier"
~type_genre:"Festschrift"
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Portfolio selection
Bank risk
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Risikomanagement
9
Risk management
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Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Sensitivity analysis
5
Sensitivitätsanalyse
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Nichtlineare Optimierung
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Scaillet, Olivier
Schuermann, Til
16
Eller, Roland
11
Broll, Udo
10
Engle, Robert F.
9
McAleer, Michael
8
Lucas, André
7
Ongena, Steven
7
Pelizzon, Loriana
7
Pesaran, M. Hashem
7
Acharya, Viral V.
6
Farkas, Walter
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Manganelli, Simone
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Rudolph, Bernd
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Schmieder, Christian
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Vries, Casper G. de
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Wijnbergen, Sweder van
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Curti, Filippo
5
Daníelsson, Jón
5
Diebold, Francis X.
5
Frame, W. Scott
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Franke, Günter
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Jung, Hyeyoon
5
Schwaab, Bernd
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Becker, Axel
4
Berner, Richard B.
4
Burghof, Hans-Peter
4
Christoffersen, Peter F.
4
Conlon, Thomas
4
Csóka, Péter
4
Daouia, Abdelaati
4
Fermanian, Jean-David
4
Girard, Stéphane
4
Hanson, Samuel G.
4
Härdle, Wolfgang
4
Lee, Cheng F.
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Migueis, Marco
4
Mihov, Atanas
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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
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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
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