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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Zagst, Rudi"
~subject:"Probability theory"
~subject:"Theorie"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Zagst, Rudi
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The journal of credit risk : published quarterly by Incisive Media
Decision making and risk/return optimization in financial economics
1
Insurance / Mathematics & economics
1
Scandinavian actuarial journal
1
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ECONIS (ZBW)
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Estimation of risk measures for large credit portfolios
Hauptmann, Johannes
;
Olivares, Pablo
;
Zagst, Rudi
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
2
,
pp. 3-37
Persistent link: https://www.econbiz.de/10010386001
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2
Impact of factor models on portfolio risk measures : a structural approach
Escobar, Marcos
;
Frielingsdorf, Tobias
;
Zagst, Rudi
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
2
,
pp. 47-79
Persistent link: https://www.econbiz.de/10009673647
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