//--> //--> //-->
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
~language:"eng"
~person:"Daouia, Abdelaati"
~subject:"Portfolio selection"
~type_genre:"Non-commercial literature"
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_exact:"Risk management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Ausreißer
4
Extrapolation
4
Heavy tails
4
Outliers
4
Portfolio-Management
4
Risikomanagement
4
Risikomaß
4
Risk management
4
Risk measure
4
Statistical distribution
4
Statistische Verteilung
4
Risiko
3
Risk
3
Asymmetric least squares
2
Coherent risk measures
2
Estimation theory
2
Expected shortfall
2
Expectile
2
Expectiles
2
Extreme values
2
Extremes
2
Measurement
2
Messung
2
Schätztheorie
2
Tail index
2
Theorie
2
Theory
2
Asymmetric squared loss
1
Asymptotic normality
1
Capital income
1
Coherency
1
Dependent observations
1
Forecasting model
1
Kapitaleinkommen
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Lp optimization
1
Marginal expected shortfall
1
Mixing
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
4
Graue Literatur
4
Working Paper
4
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
Author
All
Daouia, Abdelaati
Pesaran, M. Hashem
5
Schuermann, Til
5
Csóka, Péter
4
Diebold, Francis X.
4
Engle, Robert F.
4
Farkas, Walter
4
Girard, Stéphane
4
Manganelli, Simone
4
McAleer, Michael
4
Pérez Amaral, Teodosio
4
Wilkens, Marco
4
Andersen, Torben
3
Bollerslev, Tim
3
Christoffersen, Peter F.
3
Filipović, Damir
3
Gouriéroux, Christian
3
Herbertsson, Alexander
3
Herings, Peter Jean-Jacques
3
Härdle, Wolfgang
3
Schlögl, Erik
3
Stupfler, Gilles
3
Zaffaroni, Paolo
3
Adams, Zeno
2
Bagliano, Fabio C.
2
Bardsley, Peter
2
Borges, Maria Rosa
2
Boudabsa, Lotfi
2
Brown, Sarah
2
Burzoni, Matteo
2
Bülbül, Dilek
2
Chlebus, Marcin
2
Ditges, C. Markus
2
Dohmen, Thomas
2
Entrop, Oliver
2
Erlenmaier, Ulrich
2
Fortin, Ines
2
Fricke, Daniel
2
Fugazza, Carolina
2
Fuss, Sabine
2
more ...
less ...
Published in...
All
Working papers / TSE : WP
4
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
2
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
3
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
4
Assessing coherent value-at-risk and expected shortfall with extreme expectiles
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2015
Persistent link: https://www.econbiz.de/10011302290
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->