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~institution:"International Monetary Fund"
~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
~institution:"The Wharton Financial Institutions Center"
~institution:"University of Cambridge / Faculty of Economics"
~type_genre:"Graue Literatur"
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Portfolio Optimization in Corp...
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Konfidenzintervalle für den Value-at-Risk
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000961723
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2
Die Bestimmung des Portefeuillerisikos bei nichtlinearer Wirkung der Risikofaktoren
Locarek-Junge, Hermann
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1998
Persistent link: https://www.econbiz.de/10000983805
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Value-at-Risk-Schätzung mit Mixture Density Networks
Locarek-Junge, Hermann
;
Prinzler, Ralf
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1997
Persistent link: https://www.econbiz.de/10000983807
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A loss aversion performance measure
Farah, Nathalie
(
contributor
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Satchell, Stephen
(
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-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777903
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The tail that wags the dog : integrating credit risk in asset portfolios
Jobst, Norbert
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contributor
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657314
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Extending credit risk (pricing) models for the simulation of portfolios of interest rate and credit risk sensitive securities
Jobst, Norbert J.
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contributor
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657320
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7
Continuous cumulative prospects theory and individual asset allocation
Davies, Greg B.
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contributor
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Satchell, Stephen
(
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)
-
2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002457755
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Changing correlation and portfolio diversification failure in the presence of large market losses
Sancetta, Alessio
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001764558
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9
Imitative learning, endogenous asset correlation and market crashes
Yang, J.-H. Steffi
(
contributor
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-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766053
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10
Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida
(
contributor
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
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