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subject:"Risikomaß"
~person:"Rüschendorf, Ludger"
~subject:"Dependence uncertainty"
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Risikomaß
Dependence uncertainty
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15
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Rüschendorf, Ludger
McAleer, Michael
36
Wang, Ruodu
24
Hammoudeh, Shawkat
22
Pérez Amaral, Teodosio
19
Rosazza Gianin, Emanuela
17
Fabozzi, Frank J.
15
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15
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14
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11
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10
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Mao, Tiantian
10
Uryasev, Stan
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9
Allen, David E.
9
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9
Fortin, Ines
9
Hlouskova, Jaroslava
9
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9
Mensi, Walid
9
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9
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9
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9
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8
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8
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8
Li, Duan
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Tang, Qihe
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Risk assessment : decisions in banking and finance
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ECONIS (ZBW)
15
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11
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
Saved in:
12
Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
13
Reducing model risk via positive and negative dependence assumptions
Bignozzi, Valeria
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 17-26
Persistent link: https://www.econbiz.de/10010515943
Saved in:
14
On convex risk measures on Lp-spaces
Kaina, M.
;
Rüschendorf, Ludger
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 475-495
Persistent link: https://www.econbiz.de/10003858273
Saved in:
15
Risk measures for portfolio vectors and allocation of risks
Rüschendorf, Ludger
- In:
Risk assessment : decisions in banking and finance
,
(pp. 153-164)
.
2008
Persistent link: https://www.econbiz.de/10003781638
Saved in:
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