//--> //--> //-->
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
~person:"Bernard, Carole"
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:"Bounds"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
4
Portfolio-Management
4
Risikomaß
4
Risk measure
4
Risiko
3
Risk
3
Theorie
3
Theory
3
Option pricing theory
2
Optionspreistheorie
2
Range Value-at-Risk
2
Risk bounds
2
Statistical distribution
2
Statistische Verteilung
2
Value-at-Risk
2
model uncertainty
2
ARCH model
1
ARCH-Modell
1
Admissible risk
1
Aggregate risk
1
CAPM
1
Complete mixability
1
Convex order
1
Convex ordering
1
Convex risk measures
1
Correlation
1
Credit risk
1
Dependence structure
1
Derivat
1
Derivative
1
Experiment
1
Finanzmathematik
1
Fréchet-Hoeffding Schranken
1
Fréchet-Hoeffding bounds
1
Kendall's tau
1
Korrelation
1
Kreditrisiko
1
Mathematical finance
1
Measurement
1
Messung
1
more ...
less ...
Online availability
All
Undetermined
5
Free
2
Type of publication
All
Article
6
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Language
All
English
6
Undetermined
1
Author
All
Bernard, Carole
Bahmani-Oskooee, Mohsen
50
Flores-Lagunes, Alfonso
27
Harvey, Hanafiah
25
Odhiambo, Nicholas M.
20
Hegerty, Scott W.
19
Sturm, Jan-Egbert
19
Verheyen, Florian
16
Gassebner, Martin
15
Lee, Sokbae
15
Nesterov, Jurij Evgenʹevič
14
Flores, Carlos A.
13
Folarin, Oludele E.
13
Hajilee, Massomeh
13
Flores, Carlos
12
Horowitz, Joel
12
Kumar, Ronald Ravinesh
12
Asongu, Simplice
11
Boes, Stefan
11
Dreher, Axel
11
Owusu, Erasmus L.
10
Battistin, Erich
9
Beckmann, Joscha
9
Belke, Ansgar
9
Chernozhukov, Victor
9
Menzel, Konrad
9
Biekpe, Nicholas
8
Hartwig, Jochen
8
Jiranyakul, Komain
8
Mumtaz, Muhammad Zubair
8
Rosholm, Michael
8
Svarer, Michael
8
Vikström, Johan
8
Wang, Xintong
8
Amin, Vikesh
7
Bergemann, Dirk
7
Bernoth, Kerstin
7
Bhalotra, Sonia R.
7
Clarke, Damian
7
Colavecchio, Roberta
7
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Scandinavian actuarial journal
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
6
RePEc
1
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of correlation on (Range) Value-at-Risk
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 531-564
Persistent link: https://www.econbiz.de/10014383858
Saved in:
2
Robust distortion risk measures
Bernard, Carole
;
Pesenti, Silvana M.
;
Vanduffel, Steven
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 774-818
Persistent link: https://www.econbiz.de/10014565274
Saved in:
3
Model uncertainty, improved Fréchet-Hoeffding
bounds
and applications in mathematical finance
Lux, Thibaut
-
2017
Persistent link: https://www.econbiz.de/10012194488
Saved in:
4
Range value-at-risk
bounds
for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
5
Bounds
on multi-asset derivatives via neural networks
De Gennaro Aquino, Luca
;
Bernard, Carole
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012496914
Saved in:
6
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
Saved in:
7
Risk aggregation with dependence uncertainty
Bernard, Carole
;
Jiang, Xiao
;
Wang, Ruodu
- In:
Insurance: Mathematics and Economics
54
(
2014
)
C
,
pp. 93-108
calculate
bounds
on Value-at-Risk as well as on convex and coherent risk measures and other quantities of interest in finance …
Persistent link: https://www.econbiz.de/10010729665
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->