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~isPartOf:"FAME research paper series"
~person:"Ivanov, Dmitry"
~person:"Kelly, Bryan T."
~person:"Kraft, Holger"
~person:"Scaillet, Olivier"
~subject:"Estimation"
~subject:"Risikomanagement"
~subject:"Statistischer Test"
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Estimation
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Ivanov, Dmitry
Kelly, Bryan T.
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Scaillet, Olivier
Hoesli, Martin
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A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
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2005
Persistent link: https://www.econbiz.de/10002634905
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A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
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contributor
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2005
Persistent link: https://www.econbiz.de/10003074160
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3
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
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Scaillet, Olivier
(
contributor
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2005
Persistent link: https://www.econbiz.de/10003287288
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