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~language:"eng"
~person:"Andersen, Torben Juul"
~person:"Scaillet, Olivier"
~subject:"Kreditrisiko"
~subject:"Nonlinear programming"
~subject:"Theorie"
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Search: subject:"risk management"
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Kreditrisiko
Nonlinear programming
Theorie
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
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
Kapitalstruktur
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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3
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Book / Working Paper
10
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3
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Arbeitspapier
9
Graue Literatur
9
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9
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9
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3
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2
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English
Author
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Andersen, Torben Juul
Scaillet, Olivier
Schuermann, Til
27
Broll, Udo
25
Fabozzi, Frank J.
22
Wang, Ruodu
22
Daníelsson, Jón
21
Embrechts, Paul
18
Dionne, Georges
17
Gatzert, Nadine
17
Härdle, Wolfgang
17
Saunders, Anthony
17
Pelizzon, Loriana
16
Boonen, Tim J.
15
Rochet, Jean-Charles
15
Vries, Casper G. de
14
Brigo, Damiano
13
Lucas, André
13
Rösch, Daniel
13
Tan, Ken Seng
13
Acharya, Viral V.
12
Almeida, Heitor
12
Arora, Anju
12
Adam-Müller, Axel F. A.
11
Engle, Robert F.
11
Hasan, Iftekhar
11
Hurlin, Christophe
11
Liu, Haiyan
11
Mao, Tiantian
11
Merton, Robert C.
11
Shevchenko, Pavel V.
11
Wahl, Jack E.
11
Wang, Neng
11
Albanese, Claudio
10
Bhansali, Vineer
10
Chi, Yichun
10
Csóka, Péter
10
Froot, Kenneth
10
Glasserman, Paul
10
McAleer, Michael
10
Schmeiser, Hato
10
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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
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
1
Discussion paper
1
Journal of banking & finance
1
Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
State of the Art in Business Research Ser
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ECONIS (ZBW)
13
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1
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
2
Strategic
Risk
Management
: a Research Overview
Andersen, Torben Juul
-
2019
Persistent link: https://www.econbiz.de/10013180890
Saved in:
3
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
Saved in:
4
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
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
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:
7
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003120225
Saved in:
8
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003120541
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/10001807607
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/10001812434
Saved in:
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