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subject:"Theorie"
subject:"Theory"
~person:"Scaillet, Olivier"
~subject:"Portfolio selection"
~subject:"Risk measure"
~type_genre:"Arbeitspapier"
~type_genre:"Multi-volume publication"
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Theorie
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Risikomanagement
9
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Nichtparametrisches Verfahren
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Nonparametric statistics
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5
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Scaillet, Olivier
Broll, Udo
15
McAleer, Michael
13
Daníelsson, Jón
12
Rochet, Jean-Charles
10
Vries, Casper G. de
10
Pelizzon, Loriana
9
Stoja, Evarist
8
Adam-Müller, Axel F. A.
6
Christoffersen, Peter F.
6
Csóka, Péter
6
Härdle, Wolfgang
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Lucas, André
6
Allen, David E.
5
Bannier, Christina E.
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Biais, Bruno
5
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Diebold, Francis X.
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Dionne, Georges
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Farkas, Walter
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Kit, Pong Wong
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5
Pérez Amaral, Teodosio
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Schmeiser, Hato
5
Schuermann, Til
5
Bos, Charles S.
4
Cabrales, Antonio
4
Daouia, Abdelaati
4
Dijk, Herman K. van
4
Engle, Robert F.
4
Ewerhart, Christian
4
Fermanian, Jean-David
4
Fortin, Ines
4
Frattarolo, Lorenzo
4
Girard, Stéphane
4
Giudici, Paolo
4
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ECONIS (ZBW)
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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
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2
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:
3
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:
4
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
5
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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