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subject:"Portfolio-Management"
subject:"Theorie"
~accessRights:"free"
~person:"Escanciano, Juan Carlos"
~person:"Herbertsson, Alexander"
~subject:"risk management"
~type_genre:"Arbeitspapier"
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Portfolio-Management
Theorie
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Escanciano, Juan Carlos
Herbertsson, Alexander
Härdle, Wolfgang
9
Pelizzon, Loriana
9
Rochet, Jean-Charles
9
Broll, Udo
8
McAleer, Michael
8
Lucas, André
6
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5
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Daouia, Abdelaati
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Frattarolo, Lorenzo
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Girard, Stéphane
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Gottardi, Piero
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Kampkötter, Patrick
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Kit, Pong Wong
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Manganelli, Simone
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Pérez Amaral, Teodosio
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Schuermann, Til
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Vega-Redondo, Fernando
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ECONIS (ZBW)
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Risk management of stock portfolios with jumps at exogenous default events
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014431441
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2
Saddlepoint approximations for credit portfolio distributions with applications in equity risk management
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014518798
Saved in:
3
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
-
2015
Persistent link: https://www.econbiz.de/10010532092
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4
Automatic Portmanteau tests with applications to market risk management
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
-
2017
Persistent link: https://www.econbiz.de/10011688357
Saved in:
5
Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos
;
Hualde, Javier
-
2017
Persistent link: https://www.econbiz.de/10011763135
Saved in:
6
A Markov Copula model of portfolio credit risk with stochastic intensities and Random recoveries
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépy, Stéphane
; …
-
2012
Persistent link: https://www.econbiz.de/10009630172
Saved in:
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