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~person:"Dowd, Kevin"
~person:"Fabozzi, Frank J."
~person:"Scaillet, Olivier"
~subject:"Mathematische Optimierung"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
~type_genre:"Book section"
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Mathematische Optimierung
Risikomaß
Statistische Verteilung
Portfolio selection
36
Portfolio-Management
36
Theorie
25
Theory
25
Risikomanagement
12
Risk management
12
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9
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11
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Dowd, Kevin
Fabozzi, Frank J.
Scaillet, Olivier
Račev, Svetlozar T.
7
Straßberger, Mario
5
Locarek-Junge, Hermann
4
Zenios, Stauros Andrea
4
Bertocchi, Marida
3
Consigli, Giorgio
3
Gilli, Manfred
3
Moriggia, Vittorio
3
Prinzler, Ralf
3
Rustem, Berç
3
Settergren, Reuben
3
Songsak Sriboonchitta
3
Zopounidis, Constantin
3
Ben Abdelaziz, Fouad
2
Caillault, Cyril
2
Chen, Zhiping
2
Dupačová, Jitka
2
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2
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2
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2
Gulpinar, Nalan
2
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2
Hasham, Rishma
2
Hassapis, Christis
2
Ho, Ho
2
Hommel, Ulrich
2
Janabi, Mazin A. M. al
2
Jones, Dylan F.
2
Kaltofen, Daniel
2
Kim, Jang Ho
2
Kim, Woo Chang
2
Kittawit Autchariyapanitkul
2
Knobloch, Alois Paul
2
Lee, Jinwook
2
León, Carlos
2
Liagkouras, K.
2
Liern, Vicente
2
Liu, Jia
2
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Valuation, financial modeling, and quantitative tools
4
Analytical models for financial modeling and risk management
1
Investment management and financial management
1
Operations research models in banking management
1
Optimizing optimization : the next generation of optimization applications and theory
1
Quantitative fund management
1
Risk management decisions and value under uncertainty
1
The real life guide to accounting research : a behind the scenes view of using qualitative research methods
1
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ECONIS (ZBW)
11
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1
Model risk
Dowd, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003765457
Saved in:
2
Yield curve risk measures
Fabozzi, Frank J.
;
Mann, Steven V.
-
2008
Persistent link: https://www.econbiz.de/10003765477
Saved in:
3
Qualitative dimensions in finance and risk management research
Dowd, Kevin
- In:
The real life guide to accounting research : a behind …
,
(pp. 509-523)
.
2008
Persistent link: https://www.econbiz.de/10003848951
Saved in:
4
Recent advancements in robust optimization for investment management
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Analytical models for financial modeling and risk management
,
(pp. 183-198)
.
2018
Persistent link: https://www.econbiz.de/10011897168
Saved in:
5
Stable distributions in the Black-Litterman approach to asset allocation
Giacometti, Rosella
;
Bertocchi, Marida
;
Račev, Svetlozar T.
- In:
Quantitative fund management
,
(pp. 359-375)
.
2009
Persistent link: https://www.econbiz.de/10003797016
Saved in:
6
Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
Persistent link: https://www.econbiz.de/10003939075
Saved in:
7
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Operations research models in banking management
,
(pp. 169-187)
.
2013
Persistent link: https://www.econbiz.de/10009739300
Saved in:
8
Portfolio selection
Fabozzi, Frank J.
;
Markowitz, Harry
;
Gupta, Francis
-
2008
Persistent link: https://www.econbiz.de/10003764397
Saved in:
9
Back-testing market risk models
Dowd, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003765458
Saved in:
10
Principles of optimization for portfolio selection
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765845
Saved in:
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