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~subject:"Estimation theory"
~subject:"Risk"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz im Buch"
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Search: subject:"Value at Risk"
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Estimation theory
Risk
Risikomaß
404
Risk measure
404
Theorie
198
Theory
198
Portfolio selection
119
Portfolio-Management
119
Risikomanagement
108
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108
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65
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55
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55
Measurement
54
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54
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44
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44
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36
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36
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36
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36
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27
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27
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26
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26
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25
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24
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20
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20
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19
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17
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17
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17
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17
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274
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274
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258
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257
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76
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35
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23
Collection of articles of several authors
10
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Huschens, Stefan
3
Dowd, Kevin
2
Gouriéroux, Christian
2
Johanning, Lutz
2
Righi, Marcelo Brutti
2
Al-Qadasi, Adel Ali
1
Albrecht, Peter
1
Ang, Marcus
1
Angelidis, Timotheos
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
Cardin, Marta
1
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1
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1
Chakkalakal, Louis
1
Chang, Tzu-pu
1
Chen, Wei
1
Chiou, Wan-jiun Paul
1
Daníelsson, Jón
1
Darby-Dowman, Kenneth
1
Degiannakis, Stavros
1
Dinçer, Hasan
1
Dixit, Vijaya
1
Dockner, Engelbert J.
1
Dorfleitner, Gregor
1
Dus, Ivica
1
Dziwok, Ewa
1
El Karoui, Nicole
1
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1
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Valuation, financial modeling, and quantitative tools
3
Advances of OR in commodities and financial modeling
2
Applied quantitative finance
2
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
2
Quantitative fund management
2
Risk management approaches in engineering applications
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Advances in risk management
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Annals of operations research ; 229
1
Annals of operations research ; volume 280, numbers 1/2 (September 2019)
1
Application of operations research to financial markets
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Climate investing : new strategies and implementation challenges
1
Commercial banking risk management : regulation in the wake of the financial crisis
1
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
1
Consumer perception of product risks and benefits
1
Contemporary issues in social science
1
Creating value and improving financial performance : inclusive finance and the ESG premium
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
CreditRisk+ in the banking industry
1
Cu - Hi
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
Developments in forecast combination and portfolio choice
1
Econometrics of risk
1
Environmental, social, and governance perspectives on economic development in Asia ; part B
1
Essays on portfolio optimization and infrastructure allocations
1
Finance transformation : Strategien, Konzepte und Instrumente
1
Financial econometrics and empirical market microstructure
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
1
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
1
Finanzintermediation : theoretische, wirtschaftspolitische und praktische Aspekte aktueller Entwicklungen im Bank- und Börsenwesen : Festschrift für Professor Dr. Wolfgang Gerke zum sechzigsten Geburtstag
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
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
Handbook of research methods and applications in empirical finance
1
Including special section: behavioral considerations in developing and applying operations research models
1
Indifference pricing : theory and applications
1
International finance for infrastructure development
1
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ECONIS (ZBW)
78
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51
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78
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51
Model risk
Dowd, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003765457
Saved in:
52
Back-testing market risk models
Dowd, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003765458
Saved in:
53
Yield curve risk measures
Fabozzi, Frank J.
;
Mann, Steven V.
-
2008
Persistent link: https://www.econbiz.de/10003765477
Saved in:
54
Risk measures for portfolio vectors and allocation of risks
Rüschendorf, Ludger
- In:
Risk assessment : decisions in banking and finance
,
(pp. 153-164)
.
2008
Persistent link: https://www.econbiz.de/10003781638
Saved in:
55
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
Saved in:
56
Bounds for concave distortion risk measures for sums of risks
Campana, Antonella
;
Ferretti, Paola
- In:
Mathematical and statistical methods in insurance and …
,
(pp. 43-51)
.
2008
Persistent link: https://www.econbiz.de/10003837114
Saved in:
57
Characterization of convex premium principles
Cardin, Marta
;
Pacelli, Graziella
- In:
Mathematical and statistical methods in insurance and …
,
(pp. 53-60)
.
2008
Persistent link: https://www.econbiz.de/10003837115
Saved in:
58
Econometric modeling of
value-at-risk
Angelidis, Timotheos
;
Degiannakis, Stavros
- In:
New econometric modelling research
,
(pp. 9-60)
.
2008
Persistent link: https://www.econbiz.de/10003693968
Saved in:
59
Markt- und Kreditrisikomanagement vor dem Hintergrund des IFRS 7
Bendeler, Maximilian
- In:
Finance transformation : Strategien, Konzepte und …
,
(pp. 145-156)
.
2008
Persistent link: https://www.econbiz.de/10003601496
Saved in:
60
Enterprise Risk Management : financial and accounting perspectives
Wu, Desheng Dash
;
Olson, David L.
- In:
New frontiers in enterprise risk management
,
(pp. 25-38)
.
2008
Persistent link: https://www.econbiz.de/10003708993
Saved in:
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