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~language:"eng"
~type_genre:"Bibliografie"
~type_genre:"Forschungsbericht"
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Search: subject:"value at risk"
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
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Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012035248
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Extreme value theory for space-time processes with heavy-tailed distributions
Davis, Richard A.
;
Mikosch, Thomas
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2006
Persistent link: https://www.econbiz.de/10003370444
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Value-at-risk
: theory and practice
Holton, Glyn A.
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2003
Persistent link: https://www.econbiz.de/10001748316
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4
Measuring market risk
Dowd, Kevin
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2002
Persistent link: https://www.econbiz.de/10001679763
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5
Elements of financial risk management
Christoffersen, Peter F.
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2003
Persistent link: https://www.econbiz.de/10001770792
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6
Risk capital allocation by coherent risk measures based on one-sided moments
Fischer, Tom
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2002
Persistent link: https://www.econbiz.de/10001718853
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