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~person:"Gouriéroux, Christian"
~person:"Huschens, Stefan"
~person:"Stoyanov, Stoyan V."
~person:"Vries, Casper G. de"
~subject:"Analysis of variance"
~type_genre:"Working Paper"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Analysis of variance
Risikomaß
43
Risk measure
43
Theorie
29
Theory
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Portfolio selection
18
Portfolio-Management
18
Statistical distribution
12
Statistische Verteilung
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heavy tails
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Gouriéroux, Christian
Huschens, Stefan
Stoyanov, Stoyan V.
Vries, Casper G. de
Dijk, Herman K. van
2
Gottschling, Andreas
2
Häfke, Christian
2
Härdle, Wolfgang
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Kurz-Kim, Jeong-Ryeol
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Stahl, Gerhard
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White, Halbert
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Allen, David E.
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Bonato, Matteo
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Caporin, Massimiliano
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Fengler, Matthias
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Hoogerheide, Lennart
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Hoogerheide, Lennart F.
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Kramadibrata, Akhmad R.
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Müller, Armin
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Powell, Robert
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Ranaldo, Angelo
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Sheppard, Kevin
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Dresdner Beiträge zu quantitativen Verfahren
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ECONIS (ZBW)
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Verfahren zur Value-at-Risk-Berechnung
Huschens, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001425947
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2
Measuring risk in value-at-risk based on student's t-distribution
Huschens, Stefan
;
Kurz-Kim, Jeong-Ryeol
-
1998
Persistent link: https://www.econbiz.de/10001422900
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3
Measuring risk in value-at-risk in the presence of infinite variance
Huschens, Stefan
-
1998
Persistent link: https://www.econbiz.de/10013440918
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