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type_genre:"Hochschulschrift"
~isPartOf:"Energy economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk"
~language:"eng"
~language:"rus"
~person:"Brigo, Damiano"
~subject:"ARCH model"
~subject:"Basel Accord"
~subject:"Concave utility constraints"
~subject:"Portfolio-Management"
~subject:"Supply chain"
~subject:"Theorie"
~subject:"Theory"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
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3
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collateral
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credit valuation adjustment
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Brigo, Damiano
Breuer, Thomas
3
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3
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3
McNeil, Alexander J.
3
Roncoroni, Andrea
3
Alexander, Gordon J.
2
Armstrong, John
2
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Ji, Qiang
2
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Kellner, Ralf
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Li, Yuying
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Mayoral, Silvia
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Nguyen, Duc Khuong
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Energy economics
International journal of theoretical and applied finance
Journal of banking & finance
Journal of risk
Journal of risk management in financial institutions
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ECONIS (ZBW)
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1
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
2
Risk managing tail-risk seekers : VaR and expected shortfall vs S-shaped utility
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
101
(
2019
),
pp. 122-135
Persistent link: https://www.econbiz.de/10012162636
Saved in:
3
Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
4
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
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