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~person:"Straßberger, Mario"
~person:"Tasche, Dirk"
~subject:"Estimation theory"
~subject:"Risk"
~subject:"Theorie"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz im Buch"
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Estimation theory
Risk
Theorie
Risikomaß
7
Risk measure
7
Theory
7
Portfolio selection
5
Portfolio-Management
5
Aktie
3
Aktienoption
3
Deutschland
3
Estimation
3
Germany
3
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Stock option
3
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Bankrisiko
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1
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Amtsdruckschrift
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German
5
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Straßberger, Mario
Tasche, Dirk
Locarek-Junge, Hermann
7
Huschens, Stefan
5
Dowd, Kevin
4
Stahl, Gerhard
4
Eufinger, Christian
3
Hommel, Ulrich
3
Härdle, Wolfgang
3
Prinzler, Ralf
3
Richter, Björn
3
Albrecht, Peter
2
Broll, Udo
2
Bühler, Wolfgang
2
Chen, Shi
2
Christoffersen, Peter F.
2
El Karoui, Nicole
2
Entrop, Oliver
2
Gouriéroux, Christian
2
Greguš, Michal
2
Johanning, Lutz
2
Klüppelberg, Claudia
2
Knobloch, Alois Paul
2
Lee, Jinwook
2
Noyan, Nilay
2
Ogryczak, Włodzimierz
2
Overbeck, Ludger
2
Pfingsten, Andreas
2
Righi, Marcelo Brutti
2
Scherer, Bernd
2
Schinasi, Garry J.
2
Smith, Richard Todd
2
Theiler, Ursula
2
Tian, Weizhong
2
Varsanyi, Zoltan
2
Völker, Jörg
2
Wagner, Peter
2
Wahl, Jack E.
2
Wang, Tonghui
2
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2
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German financial markets and institutions: selected studies
1
Handbuch ökonomisches Kapitel
1
Operations research proceedings 1999 : selected papers of the Symposium on Operations Research (SOR '99), Magdeburg, September 1 - 3, 1999
1
Operations research proceedings 2000 : selected papers of the Symposium on Operations Research (OR 2000) ; Dresden, September 9 - 12, 2000
1
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
1
Operations research proceedings 2003 : selected papers of the International Conference on Operations Research (OR 2003), Heidelberg, September 3 - 5, 2003 ; with 51 tables
1
e-Finance : innovative Problemlösungen für Informationssysteme in der Finanzwirtschaft ; mit 26 Tabellen
1
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ECONIS (ZBW)
7
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1
Allokation des ökonomischen Kapitals auf Teilportfolios und Transaktionen
Tasche, Dirk
- In:
Handbuch ökonomisches Kapitel
,
(pp. 193-212)
.
2008
Persistent link: https://www.econbiz.de/10003751756
Saved in:
2
Calculating concentration-sensitive capital charges with conditional
value-at-risk
Tasche, Dirk
;
Theiler, Ursula
- In:
Operations research proceedings 2003 : selected papers …
,
(pp. 261-268)
.
2004
Persistent link: https://www.econbiz.de/10002072536
Saved in:
3
Verfahren zur Risikokapitalallokation im Eigenhandel von Banken
Straßberger, Mario
- In:
Operations research proceedings 2002 : selected papers …
,
(pp. 341-346)
.
2003
Persistent link: https://www.econbiz.de/10001752032
Saved in:
4
The estimation of market risk in portfolios of stocks and stock options
Locarek-Junge, Hermann
;
Prinzler, Ralf
;
Straßberger, Mario
- In:
German financial markets and institutions: selected studies
,
(pp. 171-189)
.
2002
Persistent link: https://www.econbiz.de/10001705548
Saved in:
5
Schätzung des Marktrisikos von Portefeuilles aus Aktien und Aktienoptionen
Locarek-Junge, Hermann
;
Prinzler, Ralf
;
Straßberger, Mario
- In:
Operations research proceedings 2000 : selected papers …
,
(pp. 180-187)
.
2001
Persistent link: https://www.econbiz.de/10001571475
Saved in:
6
Marktpreisrisikoschätzung in Portefeuilles mit nichtlinearen Verlustfunktionen
Locarek-Junge, Hermann
;
Straßberger, Mario
;
Prinzler, Ralf
- In:
e-Finance : innovative Problemlösungen für …
,
(pp. 295-314)
.
2001
Persistent link: https://www.econbiz.de/10001615205
Saved in:
7
Die Ermittlung von
Value-at-Risk
-Handelslimiten zur Kontrolle und Steuerung von Marktrisiken bei kontinuierlicher Überprüfung
Locarek-Junge, Hermann
;
Straßberger, Mario
;
Vollbehr, …
- In:
Operations research proceedings 1999 : selected papers …
,
(pp. 317-322)
.
2000
Persistent link: https://www.econbiz.de/10001481285
Saved in:
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