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~person:"Albrecht, Peter"
~person:"Vanduffel, Steven"
~type_genre:"Graue Literatur"
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TWO-COMPONENT EXTREME VALUE DI...
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Albrecht, Peter
Vanduffel, Steven
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Theoretische Grundlagen des Minimum-Value at Risk-Hedges
Albrecht, Peter
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2010
Persistent link: https://www.econbiz.de/10008903635
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Safety first-Investoren : Separation, Performancemessung und Kapitalmarktgleichgewicht
Albrecht, Peter
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2010
Persistent link: https://www.econbiz.de/10008903640
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3
A note on optimal lower bound approximations for risk measures of sums of lognormals
Vanduffel, Steven
;
Chen, X.
;
Dhaene, Jan
;
Goovaerts, Marc J.
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2006
Persistent link: https://www.econbiz.de/10003610847
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Quantile maximizing safety-first investors : separation, performance measurement and capital market equilibrium
Albrecht, Peter
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2012
Persistent link: https://www.econbiz.de/10009578723
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Safety first-Portfoliooptimierung bei Beschränkung des Conditional Value at Risk
Albrecht, Peter
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2012
Persistent link: https://www.econbiz.de/10009578725
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Can a coherent risk measure be too subadditive?
Dhaene, Jan
;
Laeven, R. J. A.
;
Vanduffel, Steven
; …
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2004
Persistent link: https://www.econbiz.de/10002263701
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Conditional value at risk-minimale future hedges
Albrecht, Peter
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2012
Persistent link: https://www.econbiz.de/10009742092
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VaR- and CVaR-minimal futures hedging strategies : an analytical approach
Albrecht, Peter
;
Huggenberger, Markus
;
Pekelis, Alexandr
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2011
Persistent link: https://www.econbiz.de/10009316225
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9
Optimal capital allocation principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano
; …
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2009
Persistent link: https://www.econbiz.de/10009126885
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Tail risk managed investment strategies
Rickenberg, Lars
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2020
Persistent link: https://www.econbiz.de/10012483347
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