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~subject:"Estimation"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Estimation
Risikomaß
398
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398
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194
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194
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117
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117
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107
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107
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54
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43
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Locarek-Junge, Hermann
3
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2
Kao, Tzu-Chuan
2
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2
Barucci, Emilio
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Knöchlein, Germar
1
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1
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1
Martelli, D.
1
Mihaylova, Iva
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1
Márquez Diez-Canedo, Javier
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Applied quantitative finance
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2
Advances in applied economic research : proceedings of the 2016 International Conference on Applied Economics (ICOAE)
1
Business and finance : performance and management
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Cu - Hi
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Econometrics of risk
1
Essays on financial intermediation
1
Essays on portfolio optimization and infrastructure allocations
1
Fintech, pandemic, and the financial system : challenges and opportunities
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
German financial markets and institutions: selected studies
1
Global stock exchanges : stability, interrelationships, and roles
1
Handbook of frontier markets : evidence from Mittle East North Africa and International Comparative Studies
1
Handbook of heavy tailed distributions in finance
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
International finance for infrastructure development
1
International financial markets
1
Investigating the relationship between the financial and real economy
1
Modeling environment- improving technological innovations under uncertainty
1
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
1
Multiobjective programming and goal programming : theoretical results and practical applications
1
New trends in banking management : with 42 tables
1
Operations research proceedings 2000 : selected papers of the Symposium on Operations Research (OR 2000) ; Dresden, September 9 - 12, 2000
1
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
1
Optimizing optimization : the next generation of optimization applications and theory
1
Risikomanagement für Investmentfonds und Hedge Funds - Status quo vadis?
1
Risk management : challenge and opportunity : with 37 figures and 46 tables
1
Risk management and value : valuation and asset price
1
Risk manangement post financial crisis : a period of monetary easing
1
e-Finance : innovative Problemlösungen für Informationssysteme in der Finanzwirtschaft ; mit 26 Tabellen
1
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ECONIS (ZBW)
35
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1
Got crypto? : evidence from Markowitz, Kataoka, and conditional value-at-risk models
Du, Lanqing
;
Lee, Jinwook
;
Kim, Namjong
;
Choi, Paul Moon Sub
- In:
Fintech, pandemic, and the financial system : …
,
(pp. 113-143)
.
2023
Persistent link: https://www.econbiz.de/10014245458
Saved in:
2
Tail nonlinearly transformed risk measure as a capital constraint : a better choice for bank regulation than conditional value-at-risk?
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 197-218)
.
2022
Persistent link: https://www.econbiz.de/10013336233
Saved in:
3
Managing infrastructure tail risks in equity portfolios
Chakkalakal, Louis
;
Hommel, Ulrich
- In:
Essays on portfolio optimization and infrastructure …
,
(pp. 86-114)
.
2018
Persistent link: https://www.econbiz.de/10012111697
Saved in:
4
Measuring model risk in the European Energy Exchange
Gianfreda, Angelica
;
Scandolo, Giacomo
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 89-110)
.
2018
Persistent link: https://www.econbiz.de/10011898620
Saved in:
5
Credit risk measurement using VaR methodology
Valaskova, Katarina
;
Siekelova, Anna
;
Weissova, Ivana
- In:
Advances in applied economic research : proceedings of …
,
(pp. 289-302)
.
2017
Persistent link: https://www.econbiz.de/10011744130
Saved in:
6
Portfolio selection with spectral risk measures
Huang, S.F.
;
Lin, H.C.
;
Lin, T.Y.
- In:
Applied quantitative finance
,
(pp. 39-56)
.
2017
Persistent link: https://www.econbiz.de/10011794952
Saved in:
7
Measuring financial risk in energy markets
Žikovi´c, S.
- In:
Applied quantitative finance
,
(pp. 295-308)
.
2017
Persistent link: https://www.econbiz.de/10011794968
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8
Sparsity analysis of energy price forecasting
Chen, Shi
- In:
Econometric measures of financial risk in high dimensions
,
(pp. 37-62)
.
2017
Persistent link: https://www.econbiz.de/10011913345
Saved in:
9
Inflation co-movement across countries in multi-maturity term structure: an arbitrage-free approach
Chen, Shi
- In:
Econometric measures of financial risk in high dimensions
,
(pp. 63-89)
.
2017
Persistent link: https://www.econbiz.de/10011913346
Saved in:
10
Measuring market risk in the light of Basel III : new evidence from frontier markets
Burchi, A.
;
Martelli, D.
- In:
Handbook of frontier markets : evidence from Mittle …
,
(pp. 99-122)
.
2016
Persistent link: https://www.econbiz.de/10011549445
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