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~isPartOf:"Journal of risk"
~person:"Muromachi, Yukio"
~person:"Olschewsky, Michael"
~subject:"Estimation"
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Bericht der AG2: Risikomanagem...
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Muromachi, Yukio
Olschewsky, Michael
Poddig, Thorsten
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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
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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
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