//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Arbeitspapier"
~person:"Herbertsson, Alexander"
~subject:"Risikomaß"
~type_genre:"Guidebook"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfolio management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Credit risk
7
Kreditrisiko
7
Portfolio selection
7
Portfolio-Management
7
Theorie
5
Theory
5
Credit derivative
4
Kreditderivat
4
Credit insurance
3
Kreditversicherung
3
Numerical analysis
3
Numerisches Verfahren
3
Risikomanagement
3
Risk management
3
Risk measure
3
intensity-based models
3
numerical methods
3
Fourier-transform methods
2
Multivariate Verteilung
2
Multivariate distribution
2
Stochastic process
2
Stochastischer Prozess
2
Value-at-Risk
2
conditional independent dependence modelling
2
credit copula models
2
credit portfolio risk
2
equity portfolio risk
2
factor models
2
saddlepoint-methods
2
Asset-Backed Securities
1
Asset-backed securities
1
Automotive industry
1
CAPM
1
Corporate bond
1
Financial sector
1
Financial services
1
Finanzdienstleistung
1
Finanzsektor
1
Kfz-Industrie
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
Guidebook
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Herbertsson, Alexander
McAleer, Michael
22
Pérez Amaral, Teodosio
13
Jiménez-Martín, Juan-Ángel
9
Vries, Casper G. de
9
Hyung, Namwon
7
Allen, David E.
6
Fortin, Ines
6
Hlouskova, Jaroslava
6
Rengifo, Erick W.
6
Albrecht, Peter
5
Chang, Chia-Lin
5
Farkas, Walter
5
Huschens, Stefan
5
Härdle, Wolfgang
5
Weigert, Florian
5
Daouia, Abdelaati
4
Giot, Pierre
4
Girard, Stéphane
4
Gouriéroux, Christian
4
Hammoudeh, Shawkat
4
Lucas, André
4
Pesaran, M. Hashem
4
Zaffaroni, Paolo
4
Billio, Monica
3
Bi̇rbi̇l, Ş. İlker
3
Chen Zhou
3
Chlebus, Marcin
3
Corsetti, Giancarlo
3
Daníelsson, Jón
3
Dunne, Peter G.
3
Düllmann, Klaus
3
Engle, Robert F.
3
Franke, Günter
3
Frenk, Johannes G.
3
Hallerbach, Winfried G.
3
Harris, Richard D. F.
3
Ibragimov, Rustam
3
Kaynar, Bahar
3
Lombardo, Giovanni
3
more ...
less ...
Published in...
All
Working papers in economics
3
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Saddlepoint approximations for credit portfolio distributions with applications in equity risk management
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014518798
Saved in:
2
Risk management of stock portfolios with jumps at exogenous default events
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014431441
Saved in:
3
Saddlepoint approximations for credit portfolios with stochastic recoveries
Herbertsson, Alexander
-
2022
Persistent link: https://www.econbiz.de/10013369349
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->