//--> //--> //--> //-->
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:"Scaillet, Olivier"
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: "Risk management"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomanagement
21
Risk management
13
risk management
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
8
Sensitivity analysis
7
Sensitivitätsanalyse
7
Risikomaß
5
Risk measure
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Credit risk
4
Kreditrisiko
4
Nichtlineare Optimierung
4
Nonlinear programming
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
Core
3
Estimation theory
3
Portfolio selection
3
Portfolio-Management
3
Schätztheorie
3
Hedging
2
Incomplete markets
2
Multivariate Analyse
2
Schwache Konvergenz
2
Unvollkommener Markt
2
Value at Risk
2
Verlustverteilung
2
Weak convergence
2
Abhängigkeit
1
Assets management
1
Bank risk
1
Bankrisiko
1
Bootstrap
1
Copula
1
Copulas
1
Defizit
1
more ...
less ...
Online availability
All
Free
8
Undetermined
2
Type of publication
All
Book / Working Paper
20
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Article in journal
3
Aufsatz in Zeitschrift
3
Amtsdruckschrift
2
Government document
2
more ...
less ...
Language
All
English
23
Undetermined
1
Author
All
Scaillet, Olivier
McAleer, Michael
125
Gleißner, Werner
91
Schuermann, Til
72
Dionne, Georges
65
Broll, Udo
62
Romeike, Frank
62
Ivanov, Dmitry
60
Fabozzi, Frank J.
53
Bies, Susan Schmidt
48
Gatzert, Nadine
46
Eller, Roland
43
Stulz, René M.
41
Hammoudeh, Shawkat
40
Kunreuther, Howard
40
Chorafas, Dimitris N.
38
Härdle, Wolfgang
37
Kersten, Wolfgang
37
Acharya, Viral V.
36
Chang, Chia-Lin
35
Rudolph, Bernd
35
Saunders, Anthony
35
Diebold, Francis X.
34
Sherris, Michael
34
Eling, Martin
32
Embrechts, Paul
32
Mahul, Olivier
32
Wiedemann, Arnd
32
Wu, Desheng Dash
32
Weerth, Carsten
31
Mußhoff, Oliver
30
Olson, David L.
30
Giudici, Paolo
29
Engle, Robert F.
28
Pelizzon, Loriana
28
Wagner, Stephan M.
28
Gründl, Helmut
27
Daníelsson, Jón
26
Hassan, M. Kabir
26
Hillson, David
26
Lo, Andrew W.
26
more ...
less ...
Institution
All
Institut für Schweizerisches Bankwesen <Zürich>
5
National Centre of Competence in Research North South <Bern>
3
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
1
International Center for Financial Asset Management and Engineering
1
Swiss Finance Institute
1
Université <Genève> / Section des Hautes Etudes Commerciales
1
Published in...
All
Working Paper
5
Arbeitspapiere
3
FAME research paper series
3
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
3
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
3
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
1
Discussion paper
1
FAME Research Paper Series
1
Journal of banking & finance
1
Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Managerial Finance
1
Université Genève - Section des Hautes Etudes Commerciales - Recherches & Publications
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
USB Cologne (business full texts)
9
RePEc
3
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
2
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
Saved in:
3
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
Saved in:
4
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:
5
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:
6
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003120225
Saved in:
7
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003120541
Saved in:
8
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->