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~language:"eng"
~person:"Andersen, Torben Juul"
~person:"Scaillet, Olivier"
~subject:"Kapitalstruktur"
~subject:"Kreditrisiko"
~subject:"Nonlinear programming"
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Search: subject:"risk management"
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Kapitalstruktur
Kreditrisiko
Nonlinear programming
Risikomanagement
43
Risk management
36
Strategic management
13
Strategisches Management
13
risk management
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
8
Sensitivity analysis
7
Sensitivitätsanalyse
7
Risikomaß
5
Risk measure
5
Theorie
5
Theory
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Credit risk
4
Nichtlineare Optimierung
4
Statistical distribution
4
Statistische Verteilung
4
Capital structure
3
Core
3
Estimation theory
3
Firm performance
3
Hedging
3
Portfolio selection
3
Portfolio-Management
3
Schätztheorie
3
Unternehmenserfolg
3
Globalisierung
2
Globalization
2
Incomplete markets
2
Innovation
2
Innovation management
2
Innovationsmanagement
2
Leadership
2
Multinationales Unternehmen
2
Multivariate Analyse
2
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8
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7
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English
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Andersen, Torben Juul
Scaillet, Olivier
Schuermann, Til
20
Broll, Udo
13
Saunders, Anthony
13
Arora, Anju
12
Lucas, André
12
Rösch, Daniel
11
Brigo, Damiano
10
Summer, Martin
9
Altman, Edward I.
8
Chorafas, Dimitris N.
8
Hull, John
8
Jacobs, Michael <Jr.>
8
Schwaab, Bernd
8
Wall, Larry D.
8
Bielecki, Tomasz R.
7
Breuer, Thomas
7
Cornett, Marcia Millon
7
Engelmann, Bernd
7
Engle, Robert F.
7
Frei, Christoph
7
Froot, Kenneth
7
Hanson, Samuel G.
7
Krahnen, Jan Pieter
7
Overbeck, Ludger
7
Roesch, Daniel
7
Skoglund, Jimmy
7
Acharya, Viral V.
6
Albanese, Claudio
6
Almeida, Heitor
6
Fabozzi, Frank J.
6
Fermanian, Jean-David
6
Gatzert, Nadine
6
Gregory, Jon
6
Gross, Christian
6
Grundke, Peter
6
Jagtiani, Julapa
6
Kupiec, Paul H.
6
Lang, William W.
6
Montesi, Giuseppe
6
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International Center for Financial Asset Management and Engineering
1
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FAME research paper series
3
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Journal of banking & finance
1
Journal of strategy and management
1
Managing and measuring risk : emerging global standards and regulation after the financial crisis
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
11
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1
Capital Structure, Environmental Dynamism, Innovation Strategy, and Strategic
Risk
Management
Andersen, Torben Juul
-
2014
flexibilities in multinational organization and effective strategic
risk
management
capabilities …
Persistent link: https://www.econbiz.de/10014051297
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
Analyzing the impact of effective
risk
management
: innovation and capital structure effects
Andersen, Torben Juul
- In:
Managing and measuring risk : emerging global standards …
,
(pp. 215-248)
.
2012
Persistent link: https://www.econbiz.de/10009742620
Saved in:
5
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:
6
Effective
risk
management
outcomes : exploring effects of innovation and capital structure
Andersen, Torben Juul
- In:
Journal of strategy and management
2
(
2009
)
4
,
pp. 352-379
Persistent link: https://www.econbiz.de/10003917625
Saved in:
7
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
Saved in:
8
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003120225
Saved in:
9
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003120541
Saved in:
10
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:
1
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