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:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Scaillet, Olivier"
~subject:"Risikomanagement"
~subject:"Risikomaß"
~subject:"Risk measure"
~subject:"Statistische Verteilung"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risikomanagement
Risikomaß
Risk measure
Statistische Verteilung
Risk management
2
Sensitivity analysis
2
Sensitivitätsanalyse
2
Core
1
Credit risk
1
Estimation theory
1
Kreditrisiko
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Portfolio selection
1
Portfolio-Management
1
Schätztheorie
1
Statistical distribution
1
Theorie
1
Theory
1
more ...
less ...
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Amtsdruckschrift
2
Arbeitspapier
2
Government document
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Scaillet, Olivier
Gouriéroux, Christian
6
Fermanian, Jean-David
2
Gagliardini, Patrick
2
Liu, Wei
2
Bertail, Patrice
1
Darolles, Serge
1
Deelstra, Griselda
1
Grasselli, Martino
1
Heam, J.-C.
1
Häfke, Christian
1
Koehl, Pierre-François
1
Laurent, Jean-Paul
1
Politis, Dimitris N.
1
White, Halbert
1
more ...
less ...
Published in...
All
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
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
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Discussion paper
1
Journal of banking & finance
1
Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Université Genève - Section des Hautes Etudes Commerciales - Recherches & Publications
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
2
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...
