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~isPartOf:"Staff working papers / Bank of England"
~language:"eng"
~person:"Harris, Richard D. F."
~person:"Härdle, Wolfgang"
~person:"Scaillet, Olivier"
~subject:"Portfolio-Management"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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Harris, Richard D. F.
Härdle, Wolfgang
Scaillet, Olivier
Stoja, Evarist
5
Cenedese, Gino
2
Polanski, Arnold
2
Aldasoro, Iñaki
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Nguyen, Linh H.
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Systematic tail risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
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2016
Persistent link: https://www.econbiz.de/10011581609
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The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.
;
Stoja, Evarist
;
Tan, Linzhi
-
2016
Persistent link: https://www.econbiz.de/10011480647
Saved in:
3
Extreme downside risk and financial crises
Harris, Richard D. F.
;
Nguyen, Linh H.
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402719
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