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Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Portfolio selection
4
Portfolio-Management
4
Theorie
4
Theory
4
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3
Bootstrap-Verfahren
3
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Scaillet, Olivier
17
Fermanian, Jean-David
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Menoncin, Francesco
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Barras, Laurent
1
Battocchio, Paolo
1
Cheng, Peng
1
Cosma, Antonio
1
Denuit, Michel
1
Galluccio, Stefano
1
Goderniaux, Anne-Cécile
1
Hagmann, Matthias
1
Huang, Zhijhang
1
Huber, Philippe
1
Ly, Jean-Michel
1
Medvedev, Alexey
1
Renault, Olivier
1
Sachs, Rainer von
1
Topaloglou, Nikolas
1
Victoria-Feser, Maria-Pia
1
Wermers, Russ
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International Center for Financial Asset Management and Engineering
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FAME research paper series
Research paper series / Swiss Finance Institute
54
Working Paper
53
Swiss Finance Institute Research Paper
36
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
26
FAME Research Paper Series
23
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
22
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
21
Journal of econometrics
19
Swiss Finance Institute Research Paper Series
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
FINRISK Working Paper Series
13
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
12
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
11
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of economic dynamics & control
9
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
9
The review of financial studies
9
Working papers on finance
8
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International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
6
Journal of Econometrics
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Journal of empirical finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Research paper / International Center for Financial Asset Management and Engineering
6
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance and stochastics
5
Journal of financial econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
5
Journal of the American Statistical Association : JASA
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Universität Zürich - Institut für schweizerisches Bankwesen
5
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ECONIS (ZBW)
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A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
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2
Kernel based goodness-of-fit tests for copulas with fixed foxed smoothing parameters
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003074267
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3
Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
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4
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001863914
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5
A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864584
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6
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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7
On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
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8
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
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9
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
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10
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
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