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subject:"Risikomaß"
type_genre:"Arbeitspapier"
~person:"Stupfler, Gilles"
~source:"econis"
~type_genre:"Collection of articles of several authors"
~type_genre:"Ratgeber"
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Risikomaß
Ausreißer
3
Extrapolation
3
Heavy tails
3
Outliers
3
Portfolio selection
3
Portfolio-Management
3
Risikomanagement
3
Risk management
3
Risk measure
3
Statistical distribution
3
Statistische Verteilung
3
Expectiles
2
Extreme values
2
Risiko
2
Risk
2
Theorie
2
Theory
2
Asymmetric least squares
1
Asymmetric squared loss
1
Asymptotic normality
1
Capital income
1
Coherency
1
Coherent risk measures
1
Dependent observations
1
Estimation theory
1
Expected shortfall
1
Expectile
1
Extremes
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Forecasting model
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Kapitaleinkommen
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Kleinste-Quadrate-Methode
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Least squares method
1
Lp optimization
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Marginal expected shortfall
1
Measurement
1
Messung
1
Mixing
1
Prognoseverfahren
1
Quantiles
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Arbeitspapier
Collection of articles of several authors
Ratgeber
Graue Literatur
3
Non-commercial literature
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3
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English
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Stupfler, Gilles
McAleer, Michael
10
Stoja, Evarist
8
Allen, David E.
5
Daníelsson, Jón
5
Farkas, Walter
5
Härdle, Wolfgang
5
Pérez Amaral, Teodosio
5
Billio, Monica
4
Broll, Udo
4
Daouia, Abdelaati
4
Fermanian, Jean-David
4
Fortin, Ines
4
Frattarolo, Lorenzo
4
Girard, Stéphane
4
Giudici, Paolo
4
Pelizzon, Loriana
4
Polanski, Arnold
4
Vries, Casper G. de
4
Caporin, Massimiliano
3
Cañón, Carlos Iván
3
Chen Zhou
3
Engle, Robert F.
3
Gerba, Eddie
3
Manganelli, Simone
3
Pambira, Alberto
3
Pesaran, M. Hashem
3
Scaillet, Olivier
3
Stulz, René M.
3
Valdesogo, Alfonso
3
Wahl, Jack E.
3
Wang, Ruodu
3
Yoshiba, Toshinao
3
Zaffaroni, Paolo
3
Ahelegbey, Daniel Felix
2
Andrén, Niclas
2
Barendse, Sander
2
Barone-Adesi, Giovanni
2
Breugem, Matthijs
2
Burzoni, Matteo
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ECONIS (ZBW)
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1
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
2
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:
3
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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