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~isPartOf:"FAME research paper series"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Bianchi, Michele Leonardo"
~person:"Scaillet, Olivier"
~subject:"Kreditrisiko"
~subject:"Statistical distribution"
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Kreditrisiko
Statistical distribution
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Portfolio selection
5
Portfolio-Management
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Risikomanagement
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Bianchi, Michele Leonardo
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
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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
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