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~subject:"Basel Accord"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Book section"
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Basel Accord
Capital income
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Risikomaß
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Brennpunkt Risikomanagement und Regulierung
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Basel III, Risikomanagement und neue Bankenaufsicht
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Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
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Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
2
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Risk assessment and financial regulation in emerging markets' banking : trends and prospects
2
Risk management : a modern perspective
2
Risk management approaches in engineering applications
2
Robustness in econometrics
2
Advanced mathematical methods for finance
1
Advances in applied economics, business and development
1
Advances in banking technology and management : impacts of ICT and CRM
1
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1
Annals of operations research ; 229
1
Annals of operations research ; volume 280, numbers 1/2 (September 2019)
1
Applied quantitative finance
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Basel II und MaRisk : regulatorische Vorgaben, bankinterne Verfahren, Risikomanagement
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Business and finance : performance and management
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Climate investing : new strategies and implementation challenges
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Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
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Consumer perception of product risks and benefits
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Creating value and improving financial performance : inclusive finance and the ESG premium
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CreditRisk+ in the banking industry
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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
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Digital transformation management : challenges and futures in the Asian digital economy
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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ECONIS (ZBW)
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71
When risk weights increase the risk : some concerns for capital regulation
Varsanyi, Zoltan
- In:
Financial markets and the global recession
,
(pp. 57-78)
.
2010
Persistent link: https://www.econbiz.de/10009614254
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72
Risk measures and their applications in asset management
Bi̇rbi̇l, Ş. İlker
;
Frenk, Hans
;
Kaynar, Bahar
; …
- In:
The VaR implementation handbook
,
(pp. 311-338)
.
2009
Persistent link: https://www.econbiz.de/10003827082
Saved in:
73
The economic implications of volatility scaling by the square-root-of-time rule
Ellis, Craig
;
Sundmacher, Maike
- In:
Stock market volatility
,
(pp. 147-161)
.
2009
Persistent link: https://www.econbiz.de/10003830412
Saved in:
74
Mean-variance versus mean-VaR and mean-utility spanning
Bodson, Laurent
;
Hübner, Georges
- In:
Stock market volatility
,
(pp. 181-193)
.
2009
Persistent link: https://www.econbiz.de/10003830421
Saved in:
75
Cross-sectional return dispersions and risk in global equity markets
Chiang, Thomas C.
- In:
Stock market volatility
,
(pp. 361-376)
.
2009
Persistent link: https://www.econbiz.de/10003830590
Saved in:
76
Higher moment coherent risk measures
Krokhmal, Pavlo A.
- In:
Quantitative fund management
,
(pp. 271-298)
.
2009
Persistent link: https://www.econbiz.de/10003796963
Saved in:
77
Mean-risk models using two risk measures : a multi-objective approach
Roman, Diana
;
Darby-Dowman, Kenneth
;
Mitra, Gautam
- In:
Quantitative fund management
,
(pp. 393-423)
.
2009
Persistent link: https://www.econbiz.de/10003797023
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78
Estimation of value at risk for heteroscedastic and heavy-tailed asset time series : evidence from emerging Asian stock markets
Kao, Tzu-Chuan
;
Lin, Chu-Hsiung
- In:
Global stock exchanges : stability, interrelationships, …
,
(pp. 161-176)
.
2009
Persistent link: https://www.econbiz.de/10008840546
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79
Pricing, hedging, and designing derivatives with risk measures
Barrieu, Pauline
;
El Karoui, Nicole
- In:
Indifference pricing : theory and applications
,
(pp. 77-146)
.
2009
Persistent link: https://www.econbiz.de/10003807579
Saved in:
80
Capital asset pricing model and conditional value at risk
Karapici, Valbona
- In:
Transformation in the light of theory and globalization …
,
(pp. 157-187)
.
2008
Persistent link: https://www.econbiz.de/10003773181
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