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subject:"Risikomanagement"
~person:"Scaillet, Olivier"
~subject:"Bankrisiko"
~subject:"risk management"
~type_genre:"Handbook"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Risikomanagement
Bankrisiko
risk management
Risk management
9
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Sensitivity analysis
5
Sensitivitätsanalyse
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Nichtlineare Optimierung
4
Nonlinear programming
4
Credit risk
3
Kreditrisiko
3
Risikomaß
3
Risk measure
3
Statistical distribution
3
Statistische Verteilung
3
Core
2
Estimation theory
2
Portfolio selection
2
Portfolio-Management
2
Schätztheorie
2
Theorie
2
Theory
2
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9
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English
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Scaillet, Olivier
Schuermann, Til
27
Broll, Udo
20
McAleer, Michael
20
Pelizzon, Loriana
17
Kunreuther, Howard
15
Stulz, René M.
15
Vries, Casper G. de
15
Dionne, Georges
14
Acharya, Viral V.
13
Daníelsson, Jón
13
Engle, Robert F.
13
Eller, Roland
11
Golnaraghi, Maryam
11
Härdle, Wolfgang
11
Manganelli, Simone
11
Rochet, Jean-Charles
11
Adam-Müller, Axel F. A.
9
Cole, Shawn
9
Giné, Xavier
8
Gründl, Helmut
8
Jonen, Andreas
8
Lucas, André
8
Merton, Robert C.
8
Michel-Kerjan, Erwann
8
Ongena, Steven
8
Pesaran, M. Hashem
8
Stoja, Evarist
8
Tayan, Brian
8
Bai, Xiwen
7
Baumgärtner, Stefan
7
Bos, Charles S.
7
Eling, Martin
7
Farkas, Walter
7
Fernández-Villaverde, Jesús
7
Franke, Günter
7
Giudici, Paolo
7
Härdle, Wolfgang Karl
7
Jung, Hyeyoon
7
Korn, Olaf
7
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International Center for Financial Asset Management and Engineering
1
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FAME research paper series
3
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Discussion paper
1
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ECONIS (ZBW)
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1
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
Saved in:
2
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
Saved in:
3
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
4
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003120225
Saved in:
5
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003120541
Saved in:
6
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
7
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
8
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
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