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~language:"eng"
~language:"rom"
~person:"Scaillet, Olivier"
~subject:"Corporate Social Responsibility"
~subject:"Risk management"
~subject:"Wissensmanagement"
~type_genre:"Graue Literatur"
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Corporate Social Responsibility
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Portfolio selection
17
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Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Theorie
13
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9
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7
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Scaillet, Olivier
Okolo-Obasi, Elda N.
32
Uduji, Joseph I.
32
Serafeim, George
27
Pelizzon, Loriana
23
Hielscher, Stefan
22
Asongu, Simplice
21
Smith, N. Craig
21
Pies, Ingo
20
Schuermann, Til
20
McAleer, Michael
17
Kunreuther, Howard
15
Singh, Jasjit
15
Vries, Casper G. de
14
Broll, Udo
13
Daníelsson, Jón
13
Engle, Robert F.
13
Stulz, René M.
13
Acharya, Viral V.
12
Dionne, Georges
12
Cole, Shawn
11
Golnaraghi, Maryam
11
Larcker, David F.
11
Ongena, Steven
11
Beckmann, Markus
10
Billio, Monica
10
Renneboog, Luc
10
Rochet, Jean-Charles
10
Stroebel, Johannes
10
Asongu, Simplice A.
9
Bannier, Christina E.
9
Evers, Hans-Dieter
9
Manganelli, Simone
9
Scherer, Andreas Georg
9
Tayan, Brian
9
Trinh, Katie
9
Van Wassenhove, Luk N.
9
Bode, Christiane
8
Gollier, Christian
8
Härdle, Wolfgang
8
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International Center for Financial Asset Management and Engineering
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FAME research paper series
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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ECONIS (ZBW)
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
2
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
Saved in:
3
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
Saved in:
4
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003120225
Saved in:
5
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003120541
Saved in:
6
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
7
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
8
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
9
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
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