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"
~person:"Boffey, R. R."
~person:"Satchell, Stephen"
~subject:"Risikomaß"
~subject:"Risk measure"
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
The ultimate trade-off
Similar by person
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Risk measure
Estimation
1
Estimation theory
1
Multivariate Verteilung
1
Multivariate distribution
1
Portfolio optimisation
1
Portfolio selection
1
Portfolio-Management
1
Risikomanagement
1
Risk management
1
Schätztheorie
1
Schätzung
1
Skewed-t copula
1
Tail-risk
1
VAR model
1
VAR-Modell
1
VaR
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Boffey, R. R.
Satchell, Stephen
Allen, David
1
Lizieri, Colin
1
Published in...
All
Journal of empirical finance
School of Accounting, Finance and Economics & FEMARC working paper series
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
