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~person:"Broll, Udo"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Arbeitspapier"
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Statistical distribution
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Risikomaß
5
Risk measure
5
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4
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4
Bank
3
Bank risk
3
Bankrisiko
3
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3
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Value-at-Risk
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asset/liability management
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Broll, Udo
Huschens, Stefan
16
Härdle, Wolfgang
16
Daníelsson, Jón
13
Vries, Casper G. de
13
Dijk, Herman K. van
9
Lucas, André
9
McAleer, Michael
9
Paolella, Marc S.
9
Caporin, Massimiliano
7
Dhaene, Jan
7
Hassani, Samir Saissi
7
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7
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7
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7
Chlebus, Marcin
6
Daouia, Abdelaati
6
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6
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6
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5
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5
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5
Haas, Markus
5
Hyung, Namwon
5
Lima, Luiz Renato
5
Okhrin, Ostap
5
Scaillet, Olivier
5
Stoja, Evarist
5
Stupfler, Gilles
5
Yamai, Yasuhiro
5
Bauwens, Luc
4
Billio, Monica
4
Chen Zhou
4
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4
Gaglianone, Wagner Piazza
4
Ganics, Gergely
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4
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4
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Dresden discussion paper series in economics
2
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1
Dresden discussion paper in economics
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ECONIS (ZBW)
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1
Value
at
risk
, bank equity and credit risk
Broll, Udo
;
Wahl, Jack E.
-
2003
We study the implications of the
value
at
risk
concept for the bank's optimum amount of equity capital under credit …
Persistent link: https://www.econbiz.de/10010507748
Saved in:
2
Value
at
risk
, bank equity and credit risk
Broll, Udo
;
Wahl, Jack E.
-
2003
Persistent link: https://www.econbiz.de/10001755540
Saved in:
3
Value
at
risk
, equity and diversification
Broll, Udo
(
contributor
);
Wahl, Jack E.
(
contributor
)
-
2006
The
value
at
risk
measure attempts to summarize in a single number market value risk of a portfolio of financial assets …
Persistent link: https://www.econbiz.de/10003326661
Saved in:
4
Value
at
risk
and bank equity
Broll, Udo
;
Wahl, Jack E.
-
2002
Persistent link: https://www.econbiz.de/10001729126
Saved in:
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