//--> //--> //-->
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:"Scaillet, Olivier"
~subject:"Statistical distribution"
~subject:"risk management"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Statistical distribution
risk management
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Portfolio selection
4
Portfolio-Management
4
Risikomanagement
3
Risk management
3
Theorie
3
Theory
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 test
1
Statistische Verteilung
1
Statistischer Test
1
Verlust
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Scaillet, Olivier
Fermanian, Jean-David
1
Institution
All
International Center for Financial Asset Management and Engineering
1
Published in...
All
FAME research paper series
Working Paper
5
Arbeitspapiere
3
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
3
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
3
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Université Genève - Section des Hautes Etudes Commerciales - Recherches & Publications
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->