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subject:"Risiko"
subject:"World"
~person:"Daouia, Abdelaati"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Non-commercial literature"
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Risiko
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Ausreißer
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Extrapolation
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Heavy tails
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Outliers
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Portfolio selection
5
Portfolio-Management
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Risikomanagement
5
Risikomaß
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Risk management
5
Risk measure
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Statistical distribution
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Risk
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Coherent risk measures
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Daouia, Abdelaati
Broll, Udo
35
Wang, Ruodu
20
McAleer, Michael
17
Daníelsson, Jón
16
Embrechts, Paul
15
Dionne, Georges
13
Pelizzon, Loriana
13
Gatzert, Nadine
12
Rochet, Jean-Charles
12
Stoja, Evarist
12
Tan, Ken Seng
12
Härdle, Wolfgang
11
Mao, Tiantian
11
Fabozzi, Frank J.
10
Schmeiser, Hato
10
Vries, Casper G. de
10
Wahl, Jack E.
10
Adam-Müller, Axel F. A.
9
Bannier, Christina E.
9
Cai, Jun
9
Engle, Robert F.
9
Farkas, Walter
9
Hammoudeh, Shawkat
9
Kit, Pong Wong
9
Lucas, André
9
Merton, Robert C.
9
Acharya, Viral V.
8
Allen, Franklin
8
Bartram, Söhnke M.
8
Csóka, Péter
8
Dhaene, Jan
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Getmansky, Mila
8
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8
Li, Johnny Siu-Hang
8
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8
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8
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8
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Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
2
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
3
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
4
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
5
Assessing coherent value-at-risk and expected shortfall with extreme expectiles
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2015
Persistent link: https://www.econbiz.de/10011302290
Saved in:
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