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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~isPartOf:"Econometric Institute research papers"
~subject:"Basel Accord"
~subject:"Measurement"
~type:"book"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Basel Accord
Measurement
Risikomaß
38
Risk measure
38
Portfolio selection
16
Portfolio-Management
16
Basler Akkord
15
Forecasting model
14
Prognoseverfahren
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15
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1
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17
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McAleer, Michael
15
Pérez Amaral, Teodosio
11
Jiménez-Martín, Juan-Ángel
9
Chang, Chia-Lin
5
Allen, David E.
2
Jimenez-Martin, Juan-Angel
2
Maasoumi, Esfandiar
2
Bücher, Axel
1
Casarin, Roberto
1
Chan, Felix
1
Da Veiga, Bernardo
1
Klüppelberg, Claudia
1
Posch, Peter N.
1
Powell, Robert
1
Santos, Paulo Araújo
1
Schmidtke, Philipp
1
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1
Singh, Abhay Kumar
1
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
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Astin bulletin : the journal of the International Actuarial Association
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
Econometric Institute research papers
Discussion paper / Tinbergen Institute
13
Research paper series / Swiss Finance Institute
12
Working paper
11
Discussion paper
6
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6
Swiss Finance Institute Research Paper
5
CIRRELT
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NBER Working Paper
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CESifo working papers
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Discussion paper / The Pensions Institute, Cass Business School, City University
3
Diskussionsbeitrag / Westfälische Wilhelms-Universität Münster, Institut für Kreditwesen
3
Finance and economics discussion series
3
IES working paper
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IMES discussion paper series / Englische Ausgabe
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IMF working papers
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SpringerLink / Bücher
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper / National Bureau of Economic Research, Inc.
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012035248
Saved in:
2
Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011921089
Saved in:
3
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
4
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
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5
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
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6
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010354388
Saved in:
7
Has the Basel Accord improved risk management during the Global Financial Crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
-
Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666
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8
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
Persistent link: https://www.econbiz.de/10010360674
Saved in:
9
Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619354
Saved in:
10
GFC-robust risk management under the Basel accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009619356
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