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Bericht der AG2: Risikomanagem...
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Estimation
Outliers
Risikomanagement
76
Risk management
76
Portfolio selection
40
Portfolio-Management
40
Risikomaß
40
Risk measure
40
Theorie
32
Theory
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risk management
23
Risiko
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Risk
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value-at-risk (VaR)
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Multivariate Verteilung
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Multivariate distribution
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Statistical distribution
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Statistische Verteilung
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Ausreißer
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Value-at-risk (VAR)
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Poddig, Thorsten
2
Alemany, Ramon
1
Auer, Benjamin R.
1
Belles-Sampera, James
1
Bolancé, Catalina
1
Börner, Christoph J.
1
Chen, Jiusheng
1
Cui, Xueting
1
Deege, Matthias
1
Desmettre, Sascha
1
Fieberg, Christian
1
Guillén, Montserrat
1
Hoffmann, Ingo
1
Kabaila, Paul
1
Kellner, Ralf
1
Li, Duan
1
Lüdemann, Stefan
1
Mainzer, Rheanna
1
Mertens, Richard Lennart
1
Muromachi, Yukio
1
Olschewsky, Michael
1
Padilla Barreto, Alemar E.
1
Rösch, Daniel
1
Santolino, Miguel
1
Sarabia Alzaga, José Maria
1
Scheule, Harald
1
Sun, Xiaoling
1
Weiß, Gregor
1
Zhu, Shushang
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Journal of risk
Journal of air transport management
15
Economic modelling
14
Insurance / Mathematics & economics
14
Journal of banking & finance
14
Working paper / National Bureau of Economic Research, Inc.
14
Energy economics
13
International review of financial analysis
12
Applied economics
11
Finance research letters
11
Risks : open access journal
11
NBER working paper series
10
The journal of operational risk
10
NBER Working Paper
9
Discussion paper / Centre for Economic Policy Research
8
Journal of empirical finance
8
SpringerLink / Bücher
8
The North American journal of economics and finance : a journal of financial economics studies
8
Working papers
7
Discussion paper / Tinbergen Institute
6
Gabler Edition Wissenschaft
6
International journal of finance & economics : IJFE
6
Journal of international financial markets, institutions & money
6
Quantitative finance
6
Transportation research / E : an international journal
6
International review of economics & finance : IREF
5
Journal of econometrics
5
Journal of financial stability
5
Journal of mathematical finance
5
Pacific-Basin finance journal
5
SFB 649 discussion paper
5
Economics letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic dynamics & control
4
Journal of financial econometrics
4
Journal of financial economics
4
Journal of risk and financial management : JRFM
4
Journal of risk management in financial institutions
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Schriftenreihe Finanzmanagement
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ECONIS (ZBW)
13
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1
Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
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2
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
Saved in:
3
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
4
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
Saved in:
5
Extreme value theory, asset ranking and threshold choice : a practical note on VaR estimation
Auer, Benjamin R.
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10013262944
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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