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subject:"Portfolio-Management"
subject:"Theorie"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~subject:"Estimation"
~type_genre:"Arbeitspapier"
~type_genre:"Sammlung"
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Portfolio-Management
Theorie
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Risikomanagement
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2
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asymptotic exponential distribution
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Bücher, Axel
1
Gollier, Christian
1
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1
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Seifert, Miriam
1
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Chambre de commerce et d'industrie de Paris
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
Universität Augsburg / Institut für Volkswirtschaftslehre
4
Center for Economic Research <Tilburg>
3
Institute of Finance and Accounting <London>
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Ekonomiska forskningsinstitutet <Stockholm>
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Foerder Institute for Economic Research <Tēl-Āvîv>
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Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
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Amternes og Kommunernes Forskningsinstitut <Kopenhagen>
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Svenska Handelshögskolan <Helsinki>
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Technische Universität Dresden
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1
Trinity College Dublin / Department of Economics
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012035248
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2
Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011921089
Saved in:
3
Efficient risk sharing with restricted access to capital markets
Gollier, Christian
-
1993
Persistent link: https://www.econbiz.de/10000874753
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