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subject:"Risikomaß"
type_genre:"Working Paper"
~isPartOf:"Working papers / TSE : WP"
~subject:"Estimation"
~subject:"Financial crisis"
~type_genre:"Book section"
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Risikomaß
Estimation
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Risikomanagement
10
Risk management
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Portfolio selection
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Portfolio-Management
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Risiko
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Risk
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Theorie
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Theory
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Heavy tails
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Statistical distribution
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Statistische Verteilung
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Messung
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Asymmetric least squares
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Estimation theory
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Expected shortfall
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Expectiles
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Extreme values
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Foreign exchange management
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Internes Kontrollsystem
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Sarbanes-Oxley Act
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Schätztheorie
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Stochastic process
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Stochastischer Prozess
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Daouia, Abdelaati
4
Girard, Stéphane
4
Stupfler, Gilles
3
Costa, Manon
1
Faugeras, Olivier
1
Gadat, Sébastien
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Huang, Lorick
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Stupffer, Gilles
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Working papers / TSE : WP
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18
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Working papers
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Stress-testing the banking system : methodologies and applications
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Working paper series
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Handbuch ökonomisches Kapitel
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Swiss Finance Institute Research Paper
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The panic of 2008 : causes, consequences and implications for reform
7
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
6
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New issues in financial and credit markets
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Sovereign risk management
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Working papers on finance
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Bank of Finland research discussion papers
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Die Bankenkrise : Ursachen und Folgen im Risikomanagement
3
Discussion paper / Center for Economic Research, Tilburg University
3
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3
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
3
Document de travail
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Finance and economics discussion series
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HKIMR working paper
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IMES discussion paper series
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Risk assessment and financial regulation in emerging markets' banking : trends and prospects
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ECONIS (ZBW)
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Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien
;
Costa, Manon
;
Huang, Lorick
-
2022
Persistent link: https://www.econbiz.de/10013263291
Saved in:
2
Risk excess measures induced by hemi-metrics
Faugeras, Olivier
;
Rüschendorf, Ludger
-
2018
Persistent link: https://www.econbiz.de/10013488890
Saved in:
3
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
4
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
5
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:
6
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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