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~isPartOf:"FAME research paper series"
~person:"Bianchi, Michele Leonardo"
~person:"Scaillet, Olivier"
~subject:"Investmentfonds"
~subject:"Kreditrisiko"
~subject:"Statistical distribution"
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Nichtparametrisches Verfahren
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
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contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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False discoveries in mutual fund performance : measuring luck in estimated alphas
Barras, Laurent
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contributor
);
Scaillet, Olivier
(
contributor
)
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2005
Persistent link: https://www.econbiz.de/10003287288
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