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~person:"Bonhomme, Stéphane"
~person:"Haan, Jakob de"
~person:"Scaillet, Olivier"
~person:"Scandolo, Giacomo"
~subject:"Risk measure"
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Search: subject:"Sensitivity analysis"
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Risk measure
Sensitivity analysis
21
Sensitivitätsanalyse
20
sensitivity analysis
13
robustness
12
Estimation theory
10
Schätztheorie
10
latent variables
10
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9
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posterior conditioning
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Bonhomme, Stéphane
Haan, Jakob de
Scaillet, Olivier
Scandolo, Giacomo
Fermanian, Jean-David
4
Tsanakas, Andreas
4
Bignozzi, Valeria
2
Borgonovo, Emanuele
2
Deng, Geng
2
Dulaney, Tim
2
Millossovich, Pietro
2
Pesenti, Silvana M.
2
Barrieu, Pauline
1
Campolongo, Francesca
1
Coqueret, Guillaume
1
Drosdzol, Adam
1
Fender, Ingo
1
Fischer, Matthias
1
Fu, Michael
1
Glynn, Peter W.
1
Hou, Yanxi
1
Hu, Jian-Qiang
1
Jönsson, Henrik
1
Kara, Güray
1
Kato, Takashi
1
Kaufmann, Florian
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Koike, Takaaki
1
Liu, Peng
1
Liu, Qing
1
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1
McCann, Craig J.
1
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1
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1
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1
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1
Rabitti, Giovanni
1
Read, Oliver
1
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1
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1
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1
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International Center for Financial Asset Management and Engineering
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
European journal of operational research : EJOR
1
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1
Journal of banking & finance
1
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ECONIS (ZBW)
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1
Assessing financial model risk
Barrieu, Pauline
;
Scandolo, Giacomo
- In:
European journal of operational research : EJOR
242
(
2015
)
2
,
pp. 546-556
Persistent link: https://www.econbiz.de/10010491649
Saved in:
2
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:
3
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:
4
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:
5
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:
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