//--> //--> //-->
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:"Quantitative finance"
~person:"Caporin, Massimiliano"
~person:"Härdle, Wolfgang"
~subject:"Outliers"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Outliers
Portfolio selection
2
Portfolio-Management
2
Risikomanagement
2
Risikomaß
2
Risk management
2
Risk measure
2
Ausreißer
1
Cryptocurrencies
1
Derivat
1
Derivative
1
Expected shortfall
1
Expectiles
1
Financial services
1
Finanzdienstleistung
1
Hedging
1
Hedging copulas
1
Multivariate Verteilung
1
Multivariate distribution
1
Risiko
1
Risk
1
Statistical distribution
1
Statistische Verteilung
1
Tail risk
1
Value at risk
1
Virtual currency
1
Virtuelle Währung
1
more ...
less ...
Online availability
All
Undetermined
1
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
Caporin, Massimiliano
Härdle, Wolfgang
Chen, Yi-Hsuan
1
Garcia-Jorcano, Laura
1
Hasim, Haslifah Mohamad
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Mihoci, Andrija
1
Novales, Alfonso
1
Sampid, Marius Galabe
1
Stupfler, G.
1
more ...
less ...
Published in...
All
Quantitative finance
SFB 649 discussion paper
1
The journal of asset management
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->