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~isPartOf:"FAME research paper series"
~person:"Scaillet, Olivier"
~person:"Vries, Casper G. de"
~subject:"Statistical distribution"
~subject:"Theory"
~subject:"risk management"
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Statistical distribution
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Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Portfolio selection
4
Portfolio-Management
4
Risikomanagement
3
Risk management
3
Theorie
3
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Risk measure
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Scaillet, Olivier
Vries, Casper G. de
Ehling, Paul
2
Jondeau, Eric
2
Menoncin, Francesco
2
Ramos, Sofia B.
2
Rockinger, Michael
2
Barras, Laurent
1
Battocchio, Paolo
1
Berk, Jonathan B.
1
Demchuk, Andriy
1
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1
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FAME research paper series
Discussion paper / Tinbergen Institute
16
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4
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3
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
3
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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2
Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
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3
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:
4
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
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