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subject:"Portfolio-Management"
~isPartOf:"Journal of risk"
~person:"Deege, Matthias"
~person:"Hesse, Frederik"
~subject:"Portfolio Selection"
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Portfolio-Management
Portfolio Selection
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Deege, Matthias
Hesse, Frederik
Guillén, Montserrat
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Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
2
Modeling redemption risks of mutual funds using extreme value theory
Desmettre, Sascha
;
Deege, Matthias
- In:
Journal of risk
18
(
2016
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011620647
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