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~language:"eng"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~subject:"Risk management"
~type_genre:"Working Paper"
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Estimation theory
Kapitaleinkommen
Risk management
Risikomaß
1,011
Risk measure
978
Theorie
495
Theory
451
Portfolio-Management
318
Portfolio selection
291
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218
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198
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196
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193
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175
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173
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167
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135
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132
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121
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100
Value at Risk
97
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86
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84
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84
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81
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80
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80
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77
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McAleer, Michael
23
Stoja, Evarist
10
Allen, David E.
9
Daníelsson, Jón
7
Härdle, Wolfgang
7
Caporin, Massimiliano
6
Daouia, Abdelaati
6
Cai, Zongwu
5
Farkas, Walter
5
Gouriéroux, Christian
5
Hammoudeh, Shawkat
5
Manganelli, Simone
5
Polanski, Arnold
5
Pérez Amaral, Teodosio
5
Stupfler, Gilles
5
Vries, Casper G. de
5
Asai, Manabu
4
Billio, Monica
4
Broll, Udo
4
Chang, Chia-Lin
4
Fermanian, Jean-David
4
Frattarolo, Lorenzo
4
Girard, Stéphane
4
Giudici, Paolo
4
Haas, Markus
4
Lucas, André
4
Mittnik, Stefan
4
Paolella, Marc S.
4
Pelizzon, Loriana
4
Scaillet, Olivier
4
Scharth, Marcel
4
Alexander, Carol
3
Andrén, Niclas
3
Bauwens, Luc
3
Bi̇rbi̇l, Ş. İlker
3
Bormann, Carsten
3
Cañón, Carlos Iván
3
Chen Zhou
3
Chlebus, Marcin
3
Dijk, Dick van
3
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Federal Reserve Bank of San Francisco
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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University of Canterbury / Dept. of Economics and Finance
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Center for Economic Research <Tilburg>
1
International Center for Financial Asset Management and Engineering
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Trinity College Dublin / Department of Economics
1
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1
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1
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Discussion paper / Tinbergen Institute
26
Research paper series / Swiss Finance Institute
19
SFB 649 discussion paper
14
Working papers
14
Econometric Institute research papers
10
CESifo working papers
8
Finance and economics discussion series
8
Swiss Finance Institute Research Paper
8
Working papers / TSE : WP
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Working paper
7
Working paper series
6
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
5
Staff working papers / Bank of England
5
Working papers series in theoretical and applied economics
5
CAEPR working papers
4
CFS working paper series
4
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4
IES working paper
4
IMES discussion paper series / Englische Ausgabe
4
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4
Boston College working papers in economics
3
DNB working paper
3
Discussion paper / ICMA Centre, Henley Business School, University of Reading
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Dresdner Beiträge zu quantitativen Verfahren
3
ERIM report series research in management
3
SAFE working paper
3
Umeå economic studies
3
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Borradores de economía
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CORE discussion papers : DP
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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DEM working paper series
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ECONIS (ZBW)
357
EconStor
3
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11
An unconventional fx tail risk story
Cañón, Carlos Iván
;
Gerba, Eddie
;
Pambira, Alberto
; …
-
2023
Persistent link: https://www.econbiz.de/10014433563
Saved in:
12
Modelling risk-weighted assets: looking beyond stress tests
Švéda, Josef
;
Panoš, Jiří
;
Siuda, Vojtěch
-
2023
Persistent link: https://www.econbiz.de/10014447400
Saved in:
13
Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2023
Persistent link: https://www.econbiz.de/10014227990
Saved in:
14
Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz
;
Neely, Christopher J.
;
Yang, Xiye
-
2023
Persistent link: https://www.econbiz.de/10014320683
Saved in:
15
Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014266283
Saved in:
16
Saddlepoint approximations for credit portfolio distributions with applications in equity risk management
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014518798
Saved in:
17
A neural network with shared dynamics for multi‐step prediction of
value‐at‐risk
and volatility
Baştürk, Nalan
;
Schotman, Peter C.
;
Schyns, Hugo
-
2022
Persistent link: https://www.econbiz.de/10013539142
Saved in:
18
Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2022
Persistent link: https://www.econbiz.de/10013170008
Saved in:
19
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
20
Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien
;
Costa, Manon
;
Huang, Lorick
-
2022
Persistent link: https://www.econbiz.de/10013263291
Saved in:
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