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~subject:"Messung"
~type_genre:"Amtsdruckschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference paper"
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Search: subject_exact:"Expected tail loss"
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Messung
Risikomaß
79
Risk measure
79
Risikomanagement
30
Theorie
29
Theory
29
Risk management
27
Portfolio selection
25
Portfolio-Management
25
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16
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15
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13
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13
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12
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11
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11
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10
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Estimation
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Amtsdruckschrift
Collection of articles of several authors
Conference paper
Article in journal
730
Aufsatz in Zeitschrift
730
Graue Literatur
98
Non-commercial literature
98
Arbeitspapier
90
Working Paper
90
Aufsatz im Buch
53
Book section
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Hochschulschrift
21
Thesis
15
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8
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5
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Diebold, Francis X.
2
Bayer, Sebastian
1
Birkmann, Jörn
1
Brandtner, Mario
1
Chen, Wei
1
Delage, Erick
1
Gai, Yuxi
1
Gupta, Pankaj
1
Guégan, Dominique
1
Hassani, Bertrand
1
Hegedüs, Csaba
1
Kosztyán, Zsolt Tibor
1
Li, Jonathan Yu-Meng
1
Li, Kehan
1
Manap, Turkhan Ali Abdul
1
Marzban, Saeed
1
Paraschiv, Florentina
1
Pichler, Alois
1
Reese, Stine Marie
1
Schlotter, Ruben
1
Skjelstad, Margrethe Ringkjøb
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Yılmaz, Kamil
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Friedrich-Schiller-Universität Jena
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International Risk Management Conference <5, 2012, Rom>
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Quantitative finance
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Computational management science
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Financial markets, institutions & instruments
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Islamic finance, risk-sharing and macroeconomic stability
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Journal of econometrics
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
Recent advances in optimization theory and applications
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Research in the decision sciences for global business : best papers from the 2013 annual conference
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ECONIS (ZBW)
13
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1
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
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2
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
3
Three essays on improving financial risk estimation, forecasting and backtesting
Bayer, Sebastian
-
2018
Persistent link: https://www.econbiz.de/10012174014
Saved in:
4
Portfolio stress testing applied to commodity futures
Paraschiv, Florentina
;
Reese, Stine Marie
;
Skjelstad, …
- In:
Computational management science
17
(
2020
)
2
,
pp. 203-240
Persistent link: https://www.econbiz.de/10012272062
Saved in:
5
Measuring systemic risk in dual banking system : the case of Malaysia
Manap, Turkhan Ali Abdul
- In:
Islamic finance, risk-sharing and macroeconomic stability
,
(pp. 151-170)
.
2019
Persistent link: https://www.econbiz.de/10012098473
Saved in:
6
Efficiency evaluation of fuzzy portfolio in different risk measures via DEA
Chen, Wei
;
Gai, Yuxi
;
Gupta, Pankaj
- In:
Recent advances in optimization theory and applications
,
(pp. 103-127)
.
2018
Persistent link: https://www.econbiz.de/10011943426
Saved in:
7
Uncertainty in historical value-at-risk : an alternative quantile-based risk measure
Guégan, Dominique
;
Hassani, Bertrand
;
Li, Kehan
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 119-128)
.
2017
Persistent link: https://www.econbiz.de/10012098775
Saved in:
8
Decision making under risk with spectral risk measures : concepts and applications in financial theory
Brandtner, Mario
-
2016
Persistent link: https://www.econbiz.de/10011525409
Saved in:
9
Development of risk-based control charts considering measurement uncertainty
Hegedüs, Csaba
;
Kosztyán, Zsolt Tibor
- In:
Research in the decision sciences for global business : …
,
(pp. 239-248)
.
2015
Persistent link: https://www.econbiz.de/10011896850
Saved in:
10
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
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