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~person:"Bonhomme, Stéphane"
~person:"Scaillet, Olivier"
~subject:"Risk management"
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Search: subject:"Sensitivity analysis"
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Risk management
Sensitivity analysis
14
Sensitivitätsanalyse
14
robustness
12
sensitivity analysis
12
Estimation theory
10
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10
latent variables
10
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7
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7
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7
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posterior conditioning
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Bonhomme, Stéphane
Scaillet, Olivier
Fermanian, Jean-David
4
Gouriéroux, Christian
3
Laurent, Jean-Paul
3
Barrieu, Pauline
2
Ceci, Vladimiro
2
Haleem, Abid
2
Kato, Takashi
2
Khan, Mohd Imran
2
Khan, Shahbaz
2
Manganelli, Simone
2
Millossovich, Pietro
2
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2
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2
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2
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2
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1
Abdul Hafaz Ngah
1
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1
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ECONIS (ZBW)
7
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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:
2
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:
3
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:
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/10001807607
Saved in:
5
Sensitivity
analysis
of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
6
Sensitivity
analysis
of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
7
Sensitivity
analysis
of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
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