//--> //--> //-->
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:"Journal of risk management in financial institutions"
~person:"Kratz, Marie"
~person:"Wilkens, Sascha"
~subject:"Measurement"
~subject:"Modellierung"
~subject:"Theorie"
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_exact:"LPM (Lower Partial Moments)"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Measurement
Modellierung
Theorie
Artificial intelligence
1
Forecasting model
1
Gaussian process regression
1
Künstliche Intelligenz
1
Messung
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Statistical distribution
1
Statistische Verteilung
1
Theory
1
expected shortfall
1
machine learning
1
market risk
1
risk measurement
1
value-at-risk
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
Kratz, Marie
Wilkens, Sascha
Cao, Ran
1
Deventer, Donald R. van
1
Dodgson, Matthew
1
Fernandes, Kiran J.
1
George, Constantine
1
Grody, Allan D.
1
Henzler, Jörg
1
Hill, Jon R.
1
Hughes, Peter J.
1
Hurst, James
1
Jarrow, Robert A.
1
Kupiec, Paul H.
1
Lemos, Filipe
1
Mayorov, Kirill
1
N'Sougan, Yao Djifa
1
Quell, Peter
1
Rosen, Dan
1
Rowe, David M.
1
Saidane, Mohamed
1
Shi, Yan
1
Soumaré, Issouf
1
Sounders, David
1
Tatsinkou, Joseph Francois Tagne
1
Toms, J. Steven
1
Wong, Max C. Y.
1
Yang, Hank Z.
1
Young, H. Walter
1
more ...
less ...
Published in...
All
Journal of risk management in financial institutions
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Documents de recherche / ESSEC Centre de Recherche
1
ESSEC WORKING PAPER 1617
1
ESSEC Working Paper 1803, February 2018
1
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
1
International Journal of Financial Markets and Derivatives : IJFMD
1
Journal of banking & finance
1
Journal of risk
1
SCOR papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Machine learning in risk measurement : Gaussian process regression for value-at-risk and expected shortfall
Wilkens, Sascha
- In:
Journal of risk management in financial institutions
12
(
2019
)
3
,
pp. 374-383
Persistent link: https://www.econbiz.de/10012131743
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->