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type_genre:"Sammelwerk"
~person:"Diebold, Francis X."
~person:"Herbertsson, Alexander"
~person:"Manganelli, Simone"
~subject:"Portfolio selection"
~type_genre:"Arbeitspapier"
~type_genre:"Graue Literatur"
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Portfolio selection
Risikomanagement
20
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Portfolio-Management
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6
Risk measure
6
USA
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Diebold, Francis X.
Herbertsson, Alexander
Manganelli, Simone
Eller, Roland
7
Gregoriou, Greg N.
5
Pesaran, M. Hashem
5
Schuermann, Til
5
Christoffersen, Peter F.
4
Csóka, Péter
4
Daouia, Abdelaati
4
Engle, Robert F.
4
Farkas, Walter
4
Girard, Stéphane
4
Lee, Cheng F.
4
McAleer, Michael
4
Pérez Amaral, Teodosio
4
Rudolph, Bernd
4
Wilkens, Marco
4
Andersen, Torben
3
Bagliano, Fabio C.
3
Bollerslev, Tim
3
Filipović, Damir
3
Fugazza, Carolina
3
Gouriéroux, Christian
3
Herings, Peter Jean-Jacques
3
Härdle, Wolfgang
3
Nicodano, Giovanna
3
Oehler, Andreas
3
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3
Polo, Andrea
3
Satchell, Stephen
3
Schlögl, Erik
3
Sette, Enrico
3
Stupfler, Gilles
3
Zaffaroni, Paolo
3
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2
Baker, H. Kent
2
Bardsley, Peter
2
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3
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ECONIS (ZBW)
13
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1
Risk management of stock portfolios with jumps at exogenous default events
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014431441
Saved in:
2
Saddlepoint approximations for credit portfolio distributions with applications in equity risk management
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014518798
Saved in:
3
A Markov Copula model of portfolio credit risk with stochastic intensities and Random recoveries
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépy, Stéphane
; …
-
2012
Persistent link: https://www.econbiz.de/10009630172
Saved in:
4
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
5
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
6
Financial risk measurement and management
Diebold, Francis X.
(
contributor
)
-
2012
Persistent link: https://www.econbiz.de/10009773251
Saved in:
7
Value at risk models in finance
Manganelli, Simone
;
Engle, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001626397
Saved in:
8
Value at risk models in finance
Manganelli, Simone
-
2001
Persistent link: https://www.econbiz.de/10013434378
Saved in:
9
CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
Saved in:
10
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
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