//--> //--> //-->
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
~subject:"Bank risk"
~subject:"Kapitaleinkommen"
~subject:"Statistical distribution"
~type_genre:"Amtsdruckschrift"
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: subject:"Expected Shortfall"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bank risk
Kapitaleinkommen
Statistical distribution
Risikomaß
3
Risk measure
3
Estimation theory
2
Schätztheorie
2
Theorie
2
Theory
2
Core
1
Credit risk
1
Kreditrisiko
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Risikomanagement
1
Risk management
1
Sensitivity analysis
1
Sensitivitätsanalyse
1
Statistische Verteilung
1
Time series analysis
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Amtsdruckschrift
Article in journal
1,378
Aufsatz in Zeitschrift
1,378
Graue Literatur
337
Non-commercial literature
337
Arbeitspapier
320
Working Paper
320
Aufsatz im Buch
88
Book section
88
Hochschulschrift
49
Thesis
36
Collection of articles of several authors
14
Sammelwerk
14
Aufsatzsammlung
10
Collection of articles written by one author
7
Sammlung
7
Conference paper
5
Konferenzbeitrag
5
Lehrbuch
4
Textbook
4
Handbook
3
Handbuch
3
Bibliografie enthalten
2
Bibliography included
2
Ratgeber
2
Case study
1
Conference proceedings
1
Fallstudie
1
Forschungsbericht
1
Government document
1
Guidebook
1
Konferenzschrift
1
more ...
less ...
Language
All
English
1
Author
All
Fermanian, Jean-David
1
Scaillet, Olivier
1
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->