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type_genre:"Bibliographie"
type_genre:"Glossar enthalten"
~person:"Scaillet, Olivier"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Risk management"
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Risikomanagement
9
Risk management
9
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Sensitivity analysis
5
Sensitivitätsanalyse
5
Bootstrap approach
4
Bootstrap-Verfahren
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Nichtlineare Optimierung
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Nonlinear programming
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Credit risk
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Kreditrisiko
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Risk measure
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Statistical distribution
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Statistische Verteilung
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Scaillet, Olivier
Schuermann, Til
21
McAleer, Michael
18
Broll, Udo
15
Kunreuther, Howard
15
Pelizzon, Loriana
15
Stulz, René M.
15
Vries, Casper G. de
15
Dionne, Georges
14
Acharya, Viral V.
13
Daníelsson, Jón
13
Engle, Robert F.
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Rochet, Jean-Charles
11
Härdle, Wolfgang
10
Manganelli, Simone
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Cole, Shawn
8
Lucas, André
8
Michel-Kerjan, Erwann
8
Ongena, Steven
8
Stoja, Evarist
8
Tayan, Brian
8
Adam-Müller, Axel F. A.
7
Farkas, Walter
7
Franke, Günter
7
Giné, Xavier
7
Giudici, Paolo
7
Jung, Hyeyoon
7
Kersten, Wolfgang
7
Larcker, David F.
7
Merton, Robert C.
7
Mikes, Anette
7
Pesaran, M. Hashem
7
Peydró, José-Luis
7
Polo, Andrea
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Schmieder, Christian
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Stroebel, Johannes
7
Antón, Jesús
6
Bai, Xiwen
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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ECONIS (ZBW)
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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
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