//--> //--> //-->
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
~isPartOf:"Economic modelling"
~isPartOf:"International journal of theoretical and applied finance"
~person:"D'Addona, Stefano"
~subject:"Portfolio selection"
~subject:"Welt"
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: subject:"Expected Shortfall"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Welt
Risikomaß
2
Risk measure
2
1990-2004
1
ARCH model
1
ARCH-Modell
1
Ausreißer
1
Estimation
1
Multivariate Analyse
1
Multivariate analysis
1
Outliers
1
Portfolio-Management
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
USA
1
United States
1
Value-at-Risk
1
backtesting
1
multidimensional stable-like distribution
1
multidimensional t-like distribution
1
tail dependence
1
tail thickness
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
D'Addona, Stefano
Gatfaoui, Hayette
2
Jiang, Cuixia
2
Ojea-Ferreiro, Javier
2
Reboredo, Juan Carlos
2
Rudloff, Birgit
2
Su, Xiaoshan
2
Xu, Qifa
2
Yu, Keming
2
Abbas, Qaisar
1
Akhter, Selim
1
Ali Shah, Syed Zulfiqar
1
Andrieş, Alin Marius
1
Ararat, Çağin
1
Ayub, Usman
1
Bai, Manying
1
Barbagli, Matteo
1
Ben Abdelaziz, Fouad
1
Ben Ameur, Hachmi
1
Berger, Theo
1
Bianchi, Michele Leonardo
1
Braekers, Roel
1
Caccioli, Fabio
1
Candelon, Bertrand
1
Cao, Yufei
1
Centrone, Francesca
1
Changqing, Luo
1
Cheffou, Abdoulkarim Idi
1
Chekhlov, Alexei
1
Chen, Fen-ying
1
Chen, Lu
1
Chen, Rongda
1
Chen, Xiangjin B.
1
Chen, Yanhong
1
Chi, Xie
1
Chibane, Messaoud
1
Chuang, Chung-Chu
1
Chuang, Shuo-Li
1
Cong, Yu
1
Daly, Kevin James
1
more ...
less ...
Published in...
All
Economic modelling
International journal of theoretical and applied finance
International review of economics & finance : IREF
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A comparison of some univariate models for value-at-risk and
expected
shortfall
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 1043-1075
Persistent link: https://www.econbiz.de/10003631000
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->