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~isPartOf:"The analytics of risk model validation"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz im Buch"
~type_genre:"Mehrbändiges Werk"
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The analytics of risk model validation
Investment management and financial management
14
Applied quantitative finance
13
Handbook of economic forecasting ; Vol. 1
13
Valuation, financial modeling, and quantitative tools
11
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
10
Optimizing optimization : the next generation of optimization applications and theory
10
The handbook of fixed income securities
9
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
8
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
8
Quantitative fund management
8
The Oxford handbook of economic forecasting
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Advanced bond portfolio management : best practices in modeling and strategies
7
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
7
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
7
Handbook of heavy tailed distributions in finance
7
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
7
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
7
Risk management for central bank foreign reserves
7
Advances in risk management
6
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
6
Decision making and risk/return optimization in financial economics
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Econometrics of risk
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Economic forecasting
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Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
6
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
6
Managerial multiple objective optimization
6
Multi-moment asset allocation and pricing models
6
Multiple criteria decision making in finance, insurance and investment
6
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
6
Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
6
Risk management decisions and value under uncertainty
6
Advances of OR in commodities and financial modeling
5
Application of operations research to financial markets
5
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
5
Finance
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Forecasting expected returns in the financial markets
5
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
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Validation of stress testing models
Breeden, Joseph L.
- In:
The analytics of risk model validation
,
(pp. 13-25)
.
2008
Persistent link: https://www.econbiz.de/10003868666
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2
The validity of credit risk model validation methods
Christodoulakis, George A.
;
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 27-43)
.
2008
Persistent link: https://www.econbiz.de/10003868675
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3
A moments-based procedure for evaluating risk forecasting models
Dowd, Kevin
- In:
The analytics of risk model validation
,
(pp. 45-58)
.
2008
Persistent link: https://www.econbiz.de/10003868676
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4
Measuring concentration risk in credit portfolios
Duellmann, Klaus
- In:
The analytics of risk model validation
,
(pp. 59-78)
.
2008
Persistent link: https://www.econbiz.de/10003868686
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5
Of the credibility of mapping and benchmarking credit risk estimates for internal rating systems
Oung, Vichett
- In:
The analytics of risk model validation
,
(pp. 91-111)
.
2008
Persistent link: https://www.econbiz.de/10003868689
Saved in:
6
The validation of equity portfolio risk models
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 135-148)
.
2008
Persistent link: https://www.econbiz.de/10003868695
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