Similar Search Results - EconBiz

Operational risk : a guide to Basel II capital requirements, models, and analysis

Chernobai, Anna S.; Račev, Svetlozar T.; Fabozzi, Frank J. - 2007

Persistent link: https://www.econbiz.de/10003427487

Robust portfolio optimization and management

Fabozzi, Frank J.; Kolm, Petter N.; Pachamanova, … - 2007

Persistent link: https://www.econbiz.de/10003555153

The theory and practice of investment management : asset allocation, valuation, portfolio construction, and strategies

Fabozzi, Frank J. (contributor); Markowitz, H. (contributor) - 2011 - 2nd ed (Online-Ausg.)

"An updated guide to the theory and practice of investment management Many books focus on the theory of investment management and leave the details of the implementation of the theory up to you. This book illustrates how theory is applied in practice while stressing the importance of the...

Persistent link: https://www.econbiz.de/10012683193

A Kolmogorov-Smirnov type test for positive quadrant dependence

Scaillet, Olivier (contributor) - 2005

Persistent link: https://www.econbiz.de/10002634905

A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives

Denuit, Michel (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003074160

Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements

Fermanian, Jean-David (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001791460

The proper use of risk measures in portfolio theory

Ortobelli, Sergio; Račev, Svetlozar T.; Stoyanov, Stoyan; … - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1107-1133

Persistent link: https://www.econbiz.de/10003280039

False discoveries in mutual fund performance : measuring luck in estimated alphas

Barras, Laurent (contributor); Scaillet, Olivier (contributor) - 2005

Persistent link: https://www.econbiz.de/10003287288

Desirable properties of an ideal risk measure in portfolio theory

Račev, Svetlozar T.; Ortobelli, Sergio; Stoyanov, Stoyan; … - In: International journal of theoretical and applied finance 11 (2008) 1, pp. 19-54

Persistent link: https://www.econbiz.de/10003692723

On some inconsistencies in modeling credit portfolio products

Fabozzi, Frank J.; Tunaru, Radu - In: International journal of theoretical and applied finance 10 (2007) 8, pp. 1305-1321

Persistent link: https://www.econbiz.de/10003632081

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