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CAPM
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Nichtparametrisches Verfahren
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Scaillet, Olivier
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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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2005
Persistent link: https://www.econbiz.de/10003074160
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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