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subject:"Risikomaß"
type_genre:"Arbeitspapier"
~isPartOf:"Working papers / TSE : WP"
~person:"Daouia, Abdelaati"
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Risikomaß
Ausreißer
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Extrapolation
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Heavy tails
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Outliers
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Portfolio selection
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Portfolio-Management
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Risikomanagement
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Risk management
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Risk measure
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Statistical distribution
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Statistische Verteilung
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Risiko
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Risk
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Asymmetric least squares
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Coherent risk measures
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Estimation theory
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Expected shortfall
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Expectile
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Expectiles
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Extreme values
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Measurement
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Messung
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Schätztheorie
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Theory
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Asymmetric squared loss
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Kapitaleinkommen
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Daouia, Abdelaati
Girard, Stéphane
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Stupfler, Gilles
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Costa, Manon
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Faugeras, Olivier
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Gadat, Sébastien
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Huang, Lorick
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Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
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2
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
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3
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
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4
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
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