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:"The analytics of risk model validation"
~subject:"Portfolio selection"
~type_genre:"Aufsatz im Buch"
~type_genre:"Mehrbändiges Werk"
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
Contract adjustment under unce...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
6
Theory
6
Portfolio-Management
5
Forecasting model
4
Prognoseverfahren
4
Credit risk
3
Kreditrisiko
3
Bootstrap approach
1
Bootstrap-Verfahren
1
Capital income
1
Internal control
1
Internes Kontrollsystem
1
Kapitaleinkommen
1
Method of moments
1
Momentenmethode
1
Probability theory
1
Risiko
1
Risk
1
Statistical test
1
Statistischer Test
1
VAR model
1
VAR-Modell
1
Wahrscheinlichkeitsrechnung
1
credibility theory
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Aufsatz im Buch
Mehrbändiges Werk
Book section
5
Language
All
English
5
Author
All
Satchell, Stephen
2
Breeden, Joseph L.
1
Christodoulakis, George A.
1
Duellmann, Klaus
1
Oung, Vichett
1
Published in...
All
The analytics of risk model validation
Investment management and financial management
13
Valuation, financial modeling, and quantitative tools
11
Applied quantitative finance
10
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Optimizing optimization : the next generation of optimization applications and theory
10
The handbook of fixed income securities
9
Quantitative fund management
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
Risk management for central bank foreign reserves
7
Advances in risk management
6
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]
6
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]
6
Handbook of heavy tailed distributions in finance
6
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
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 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
6
Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
6
Advances of OR in commodities and financial modeling
5
Application of operations research to financial markets
5
Decision making and risk/return optimization in financial economics
5
Finance
5
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
5
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
5
Household portfolios : [papers presented at the Conference on Household Portfolios, held in Florence, Italy, December 17 - 18, 1999]
5
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
5
Mathematical modeling and numerical methods in finance : special volume
5
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]
5
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
5
Stochastic optimization: theory and applications
5
The credit derivatives handbook : global perspectives, innovations, and market drivers
5
Theory and methodology
5
Analytical models for financial modeling and risk management
4
Artificial intelligence and big data for financial risk management : intelligent applications
4
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
4
CreditRisk+ in the banking industry
4
Econometrics of risk
4
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
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
Saved in:
3
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
Saved in:
4
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:
5
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
