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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - In: Journal of empirical finance 7 (2000) 3/4, pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
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Structural positions and risk budgeting : quantifiying the impact of structural positions and deriving implications for active portfolio management
Herold, Ulf; Maurer, Raimond - In: The journal of asset management 9 (2008/09) 2, pp. 149-157
Persistent link: https://www.econbiz.de/10003745641
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Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa; Hurlin, Christophe; Leymarie, … - In: Management science : journal of the Institute for … 67 (2021) 9, pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
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Integrated risk management for defined benefit pensions : models and metrics
Maurer, Raimond - In: Journal of pension economics and finance 14 (2015) 2, pp. 151-160
Persistent link: https://www.econbiz.de/10011338297
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Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David; Scaillet, Olivier - In: Journal of banking & finance 29 (2005) 4, pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
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Risk measurement performance of alternative distribution functions
Bali, Turan G.; Theodossiou, Panayiotis - In: The journal of risk and insurance : the journal of the … 75 (2008) 2, pp. 411-437
Persistent link: https://www.econbiz.de/10003713595
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A new look at hedging with derivatives : will firms reduce market risk exposure?
Bali, Turan G.; Hume, Susan R.; Martell, Terrence F. - In: The journal of futures markets 27 (2007) 11, pp. 1053-1083
Persistent link: https://www.econbiz.de/10003627056
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Diversifikationspotential und Inflationshedge-Eigenschaften deutscher Immobilienaktiengesellschaften
Martin, Stephan - In: Grundstücksmarkt und Grundstückswert : GuG ; … 8 (1997) 6, pp. 350-354
Persistent link: https://www.econbiz.de/10001232804
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Ertrag und Risiko rollierender Wertsicherungsstrategien mit Optionen
Albrecht, Peter - In: Die Bank (1995), pp. 238-241
Persistent link: https://www.econbiz.de/10001180386
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Multi-Faktorenmodelle : Grundlagen und Einsatz im Management von Aktien-Portefeuilles
Albrecht, Peter - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 48 (1996) 1, pp. 3-29
Persistent link: https://www.econbiz.de/10001192218