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~isPartOf:"FAME research paper series"
~person:"Bianchi, Michele Leonardo"
~person:"Scaillet, Olivier"
~subject:"Kreditrisiko"
~subject:"Pensionskasse"
~subject:"Statistical distribution"
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Kreditrisiko
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Statistical distribution
Nichtparametrisches Verfahren
4
Nonparametric statistics
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Portfolio selection
4
Portfolio-Management
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Risikomanagement
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Bianchi, Michele Leonardo
Scaillet, Olivier
Menoncin, Francesco
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Fermanian, Jean-David
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FAME research paper series
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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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
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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2
Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
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3
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
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