//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"FAME research paper series"
~person:"Ivanov, Dmitry"
~person:"Kelly, Bryan T."
~person:"Kraft, Holger"
~person:"Scaillet, Olivier"
~subject:"Estimation"
~subject:"Risikomanagement"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Time-Consistent Mean-Variance...
Similar by subject
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Risikomanagement
Theory
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Portfolio selection
4
Portfolio-Management
4
Risk management
3
Theorie
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Mortality
2
Nichtlineare Optimierung
2
Nonlinear programming
2
Pension fund
2
Pensionskasse
2
Sterblichkeit
2
Core
1
Credit risk
1
Financial investment
1
Investment Fund
1
Investmentfonds
1
Kapitalanlage
1
Kreditrisiko
1
Loss
1
Performance measurement
1
Performance-Messung
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Sensitivity analysis
1
Sensitivitätsanalyse
1
Statistical distribution
1
Statistical test
1
Statistische Verteilung
1
Statistischer Test
1
Verlust
1
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
6
Author
All
Ivanov, Dmitry
Kelly, Bryan T.
Kraft, Holger
Scaillet, Olivier
Ehling, Paul
2
Hoesli, Martin
2
Jondeau, Eric
2
Menoncin, Francesco
2
Ramos, Sofia B.
2
Rockinger, Michael
2
Adjaoute, Kpate
1
Barras, Laurent
1
Battocchio, Paolo
1
Berk, Jonathan B.
1
Danthine, Jean-Pierre
1
Demchuk, Andriy
1
Denuit, Michel
1
Fermanian, Jean-David
1
Goderniaux, Anne-Cécile
1
Green, Richard C.
1
Hamelink, Foort
1
Isakov, Dušan
1
Lekander, Jon
1
Schellhorn, Henry
1
Witkiewicz, Witold
1
more ...
less ...
Institution
All
International Center for Financial Asset Management and Engineering
3
Published in...
All
FAME research paper series
International journal of production research
23
Research paper series / Swiss Finance Institute
9
Swiss Finance Institute Research Paper
7
SAFE working paper
6
International journal of integrated supply management : IJISM
5
International journal of production economics
5
Transportation research / E : an international journal
5
Working Paper
5
Omega : the international journal of management science
4
Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
4
Arbeitspapiere
3
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
Discussion papers / CEPR
3
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
3
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
3
Journal of banking & finance
3
Journal of economic dynamics & control
3
Journal of financial economics
3
NBER working paper series
3
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
3
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
European journal of operational research : EJOR
2
Finance and stochastics
2
IEEE transactions on engineering management : EM
2
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
2
International Series in Operations Research & Management Science
2
International journal of theoretical and applied finance
2
International series in operations research & management science
2
International transactions in operational research : a journal of the International Federation of Operational Research Societies
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematical methods of operations research
2
NBER Working Paper
2
SAFE Working Paper
2
Springer eBook Collection
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Working paper series / University of Zurich, Department of Economics
2
Application of operations research (OR) in disaster relief operations (DRO), part I and part II
1
CESifo working papers
1
CFS working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
Saved in:
2
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
Saved in:
3
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
Saved in:
4
Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
Saved in:
5
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
Saved in:
6
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->