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subject:"Risikomaß"
type_genre:"Working Paper"
~isPartOf:"Faculty & research / Insead : working paper series"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Working papers / TSE : WP"
~person:"Stupfler, Gilles"
~subject:"Kreditgeschäft"
~subject:"Risikomanagement"
~type_genre:"Glossar enthalten"
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Risikomaß
Kreditgeschäft
Risikomanagement
Ausreißer
3
Extrapolation
3
Heavy tails
3
Outliers
3
Portfolio selection
3
Portfolio-Management
3
Risk management
3
Risk measure
3
Statistical distribution
3
Statistische Verteilung
3
Expectiles
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Extreme values
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Risiko
2
Risk
2
Theorie
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Theory
2
Asymmetric least squares
1
Asymmetric squared loss
1
Asymptotic normality
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Capital income
1
Coherency
1
Coherent risk measures
1
Dependent observations
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Estimation theory
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Expected shortfall
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Expectile
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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
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Lp optimization
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Marginal expected shortfall
1
Measurement
1
Messung
1
Mixing
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Prognoseverfahren
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Quantiles
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Working Paper
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Stupfler, Gilles
Daouia, Abdelaati
4
Girard, Stéphane
4
Migueis, Marco
4
Curti, Filippo
3
Kleindorfer, Paul R.
3
Brunetti, Celso
2
Gordy, Michael B.
2
Hege, Ulrich
2
Laing, Elaine
2
McNeil, Alexander J.
2
Stewart, Robert T.
2
Van Wassenhove, Luk N.
2
Akkermans, Henk
1
Ali, Waqar
1
Altinoglu, Levent
1
Bens, Daniel A.
1
Boyabatli, Onur
1
Breugem, Thomas
1
Caglio, Cecilia
1
Calomiris, Charles W.
1
Campbell, Sean D.
1
Capponi, Agostino
1
Carlson, Mark
1
Cassar, Gavin
1
Correia, Sergio
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Costa, Manon
1
Crampes, Claude
1
Daníelsson, Jón
1
Darst, R. Matthew
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Dermine, Jean
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Duffee, Greg
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Ergen, Ibrahim
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Evgeniou, Theodoros
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Faugeras, Olivier
1
Fekom, Mathilde
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Foley-Fisher, Nathan
1
Frei, Christoph
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1
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Faculty & research / Insead : working paper series
Finance and economics discussion series
Working papers / TSE : WP
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ECONIS (ZBW)
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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
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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