//--> //--> //-->
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:"Journal of empirical finance"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Kelly, Bryan T."
~person:"Kraft, Holger"
~person:"Scaillet, Olivier"
~subject:"Estimation"
~subject:"Risikomanagement"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Risikomanagement
Risk management
3
Sensitivity analysis
3
Sensitivitätsanalyse
3
Core
2
Estimation theory
2
Portfolio selection
2
Portfolio-Management
2
Schätztheorie
2
Theorie
2
Theory
2
Credit risk
1
Kreditrisiko
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Risikomaß
1
Risk measure
1
Statistical distribution
1
Statistische Verteilung
1
more ...
less ...
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Amtsdruckschrift
2
Arbeitspapier
2
Government document
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Article in journal
1
Aufsatz in Zeitschrift
1
more ...
less ...
Language
All
English
3
Author
All
Kelly, Bryan T.
Kraft, Holger
Scaillet, Olivier
Gouriéroux, Christian
4
Koedijk, Kees
3
Laurent, Jean-Paul
2
Martens, Martin
2
Moor, Lieven de
2
Sercu, Piet
2
Wang, Yudong
2
Aboulamer, Anas
1
Adcock, Christopher
1
Allen, David
1
Almeida, Helena Tenório Veiga de
1
Antell, Jan
1
Aretz, Kevin
1
Bernardi, Mauro
1
Bessler, Wolfgang
1
Blitz, David
1
Bonato, Matteo
1
Borup, Daniel
1
Brockman, Paul
1
Bruno, Salvatore
1
Brøgger, Søren Bundgaard
1
Cai, Jun
1
Calluzzo, Paul
1
Canta, Chiara
1
Caporin, Massimiliano
1
Cejnek, Georg
1
Cerrato, Mario
1
Cesarone, Francesco
1
Changchien, Chang-Cheng
1
Chen Zhou
1
Chincarini, Ludwig Boris
1
Christoffersen, Peter F.
1
Conlon, Thomas
1
Crosby, John
1
Daehwan, Kim
1
Darolles, Serge
1
Deelstra, Griselda
1
Desjardins, Denise
1
Diao, Xundi
1
more ...
less ...
Published in...
All
Journal of empirical finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
Working Paper
5
Arbeitspapiere
3
FAME research paper series
3
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
3
Journal of financial economics
3
SAFE working paper
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
Discussion papers / CEPR
2
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
2
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
2
Journal of banking & finance
2
NBER working paper series
2
Research paper series / Swiss Finance Institute
2
CESifo working papers
1
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Chicago Booth Research Paper
1
Discussion paper
1
EFA 2008 Athens Meetings Paper
1
Essays on empirical asset pricing and consumption-portfolio choice
1
Finance and stochastics
1
HEC Paris research paper series
1
Insurance / Mathematics & economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER Working Paper
1
Swiss Finance Institute Research Paper
1
The review of financial studies
1
Université Genève - Section des Hautes Etudes Commerciales - Recherches & Publications
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
1
Yale ICF Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
2
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
3
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->