//--> //--> //-->
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
~accessRights:"free"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Tinbergen Institute Discussion Paper"
~language:"eng"
~person:"Melenberg, Bertrand"
~subject:"Simulation"
~subject:"Statistische Verteilung"
~subject:"Theorie"
~type:"article"
~type:"book"
~type_genre:"Graue Literatur"
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:
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
Simulation
Statistische Verteilung
Theorie
Theory
8
Mathematical programming
3
Mathematische Optimierung
3
Risikomanagement
3
Risikomaß
3
Risk management
3
Risk measure
3
Robust statistics
3
Robustes Verfahren
3
robust optimization
3
Derivat
2
Derivative
2
Measurement
2
Messung
2
Nichtlineare Optimierung
2
Nonlinear programming
2
Risiko
2
Risk
2
Yield curve
2
Zinsstruktur
2
nonlinear inequality
2
risk measure
2
robust counterpart
2
support functions
2
Anleihe
1
Basel Accord
1
Basler Akkord
1
Bond
1
Comparison
1
Concentration measurement
1
Decision under uncertainty
1
Deutschland
1
Einkommensverteilung
1
Entscheidung unter Unsicherheit
1
Estimation
1
Estimation theory
1
Germany
1
Hedging
1
Income distribution
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Article
Book / Working Paper
Type of publication (narrower categories)
All
Graue Literatur
Working Paper
9
Arbeitspapier
8
Non-commercial literature
8
Language
All
English
Author
All
Melenberg, Bertrand
Kleijnen, Jack P. C.
47
Borm, Peter
40
Tijs, Stef
28
Talman, Dolf
25
Brânzei, Rodica
22
Hertog, Dirk den
21
Einmahl, John H. J.
20
Hendrickx, Ruud L. P.
20
Kort, Peter M.
17
Boone, Jan
15
Hamers, Herbert
15
Reijnierse, Hans
14
Norde, Henk
13
Moors, Johannes J. A.
11
Herings, Peter Jean-Jacques
10
Laan, Gerard van der
10
Werker, Bas J. M.
10
Quant, Marieke
9
Sadrieh, Abdolkarim
9
Uras, Burak
9
Ligthart, Jenny E.
8
Mehdad, Ehsan
8
Meijdam, Lex
8
Soest, Arthur van
8
Strijbosch, L. W. G.
8
Velzen, Bas van
8
Beers, Wim C. M. van
7
Brekelmans, Ruud
7
De Waegenaere, Anja
7
Dimitrov, Dinko
7
Engwerda, Jacob Christiaan
7
Huisman, Kuno J. M.
7
Potters, Jan
7
Raa, Thijs ten
7
Schütt, Florian
7
Segers, Johan
7
Thijssen, Jacco J. J.
7
Čížek, Pavel
7
Bovenberg, Ary Lans
6
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
4
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
Tinbergen Institute Discussion Paper
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CESifo working papers
1
Discussion paper / Tinbergen Institute
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Computationally tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof Stanisław
;
Hertog, Dirk den
; …
-
2015
-
Revised version of CentER Discussion Paper No. 2014-031
Persistent link: https://www.econbiz.de/10011348902
Saved in:
2
Exact robust counterparts of ambiguous stochastic constraints under mean and dispersion information
Postek, Krzysztof Stanisław
;
Ben-Tal, Aharon
;
Hertog, …
-
2015
Persistent link: https://www.econbiz.de/10011350018
Saved in:
3
Tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof S.
;
Hertog, Dirk den
;
Melenberg, Bertrand
-
2014
Persistent link: https://www.econbiz.de/10011282869
Saved in:
4
Testing expected shortfall models for derivative positions
Kerkhof, Jeroen
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773733
Saved in:
5
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
Saved in:
6
Semi-parametric models for satisfaction with income
Bellemare, Charles
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718047
Saved in:
7
Nonparametric bounds in the presence of item nonresponse, unfolding brackets, and anchoring
Vazquez-Alvarez, Rosalia
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001612071
Saved in:
8
The performance of multi-factor term structure models for pricing and hedging caps and swaptions
Driessen, Joost
(
contributor
);
Klaassen, Pieter
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001528991
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->