Similar Search Results

Forecasting corporate defaults in the German stock market

Mertens, Richard Lennart; Poddig, Thorsten; Fieberg, … - In: Journal of risk 20 (2017/2018) 6, pp. 29-54

Persistent link: https://www.econbiz.de/10011962407

Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision

Muromachi, Yukio - In: Journal of risk 17 (2014/2015) 5, pp. 1-27

Persistent link: https://www.econbiz.de/10011438902

Asymmetric Cost Behavior : Implications for the Credit and Financial Risk of a Firm

Reimer, Kristina - 2019

The thesis of Kristina Reimer provides a comprehensive analysis of asymmetric cost behavior (also known as cost stickiness) by discussing its origin and development in the theoretical and empirical research from the 1920s of the past century up until today. Further, using an empirical approach,...

Persistent link: https://www.econbiz.de/10012395868

Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach

Zhu, Shushang; Cui, Xueting; Sun, Xiaoling; Li, Duan - In: Journal of risk 14 (2011/12) 2, pp. 51-89

Persistent link: https://www.econbiz.de/10009422361

Copula parameter estimation : numerical considerations and implications for risk management

Weiß, Gregor - In: Journal of risk 13 (2010/11) 1, pp. 17-53

Persistent link: https://www.econbiz.de/10008699157

Finite difference methods for estimating marginal risk contributions in asset management

Olschewsky, Michael; Lüdemann, Stefan; Poddig, Thorsten - In: Journal of risk 18 (2016) 5, pp. 63-99

Persistent link: https://www.econbiz.de/10011598391

Estimation risk for value-at-risk and expected shortfall

Kabaila, Paul; Mainzer, Rheanna - In: Journal of risk 20 (2017/2018) 3, pp. 29-47

Persistent link: https://www.econbiz.de/10011847463

Impact of D-Vine structure on risk estimation

Bolancé, Catalina; Alemany, Ramon; Padilla Barreto, … - In: Journal of risk 20 (2017/2018) 5, pp. 1-32

Persistent link: https://www.econbiz.de/10011914672

Multivariate Modellierung operationeller Risiken in Kreditinstituten

Bayer, Verena - 2012

Schadenspotential und stellen eine große Herausforderung für das Risikomanagement der Banken dar. Verena Bayer untersucht Ansätze zur …

Persistent link: https://www.econbiz.de/10014016438

Portfolio Insurance reloaded : Erfolge der Constant-Proportion-Portfolio-Insurance

Hohmann, Ralf - 2018

Dieses essential gibt einen Überblick zu aktuellen Erscheinungsformen der Portfolio Insurance sowie zur Anwendbarkeit der Constant-Proportion-Portfolio-Insurance mit vielfältigen Finanztiteln auf unterschiedlichen Geld- und Kapitalmärkten. Die empirische Untersuchung mit historischen Daten...

Persistent link: https://www.econbiz.de/10014019896