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subject:"Theorie"
subject:"Theory"
~person:"Girard, Stéphane"
~person:"Scaillet, Olivier"
~subject:"Risk measure"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliografie enthalten"
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Theorie
Theory
Risk measure
Risikomanagement
13
Risk management
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Nichtparametrisches Verfahren
7
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7
Risikomaß
7
Statistical distribution
7
Statistische Verteilung
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6
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Girard, Stéphane
Scaillet, Olivier
Broll, Udo
14
McAleer, Michael
13
Daníelsson, Jón
12
Rochet, Jean-Charles
10
Vries, Casper G. de
10
Pelizzon, Loriana
9
Stoja, Evarist
8
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6
Csóka, Péter
6
Härdle, Wolfgang
6
Lucas, André
6
Allen, David E.
5
Bannier, Christina E.
5
Biais, Bruno
5
Billio, Monica
5
Dionne, Georges
5
Farkas, Walter
5
Kit, Pong Wong
5
Manganelli, Simone
5
Pérez Amaral, Teodosio
5
Schmeiser, Hato
5
Bos, Charles S.
4
Cabrales, Antonio
4
Daouia, Abdelaati
4
Dijk, Herman K. van
4
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4
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4
Fermanian, Jean-David
4
Fortin, Ines
4
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4
Giudici, Paolo
4
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4
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4
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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
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
3
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:
4
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:
5
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:
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/10001812434
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/10001807607
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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