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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk"
~person:"Caporin, Massimiliano"
~person:"Huschens, Stefan"
~subject:"Risk measure"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Risk measure
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Caporin, Massimiliano
Huschens, Stefan
Uryasev, Stan
6
Weiß, Gregor
5
Daníelsson, Jón
4
Pérignon, Christophe
4
Ziggel, Daniel
4
Bali, Turan G.
3
Berger, Theo
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Brandtner, Mario
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Cui, Xueting
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Dias, Alexandra
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Fermanian, Jean-David
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Li, Yuying
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McNeil, Alexander J.
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Paterlini, Sandra
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Tasche, Dirk
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Wied, Dominik
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Zhu, Shushang
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2
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Balbás de la Corte, Alejandro
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Journal of banking & finance
Journal of risk
Dresdner Beiträge zu quantitativen Verfahren
13
SAFE working paper
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Working papers
3
Econometric Institute research papers
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Applied economics letters
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
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Dresdner Beiträge zur Betriebswirtschaftslehre
1
European journal of operational research : EJOR
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
International review of economics & finance : IREF
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
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Kreditrisikomanagement : Portfoliomodelle und Derivate
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Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
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Review of managerial science
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University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
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Decomposing and backtesting a flexible specification for CoVaR
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Paterlini, …
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224757
Saved in:
2
Evaluating value-at-risk measures in the presence of long memory conditional volatility
Caporin, Massimiliano
- In:
Journal of risk
10
(
2007/08
)
3
,
pp. 79-110
Persistent link: https://www.econbiz.de/10003698909
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