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~person:"Embrechts, Paul"
~person:"Scaillet, Olivier"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
~subject:"Statistischer Test"
~subject:"Theorie"
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Time-Consistent Mean-Variance...
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Risikomaß
Statistische Verteilung
Statistischer Test
Theorie
Risikomanagement
49
Risk management
41
Theory
39
Portfolio selection
32
Portfolio-Management
32
Risk measure
23
Nichtparametrisches Verfahren
17
Nonparametric statistics
15
risk management
14
Risiko
12
Risk
12
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8
Bankrisiko
8
Estimation theory
8
Pensionskasse
8
Schätztheorie
8
Basel Accord
7
Basler Akkord
7
Kreditrisiko
7
Sensitivity analysis
7
Sensitivitätsanalyse
7
Statistical distribution
7
Statistical test
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Sterblichkeit
7
Credit risk
6
Measurement
6
Messung
6
Mortality
6
Multivariate Verteilung
6
Multivariate distribution
6
Pension fund
6
Core
5
Financial services
5
Finanzdienstleistung
5
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5
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5
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19
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31
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22
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23
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23
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20
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2
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2
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English
53
Author
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Embrechts, Paul
Scaillet, Olivier
Sethi, Suresh
160
Fabozzi, Frank J.
148
Maurer, Raimond
80
McAleer, Michael
76
Gollier, Christian
63
Platen, Eckhard
56
Broll, Udo
51
Lucas, André
49
Post, Thierry
49
Guidolin, Massimo
48
Mitchell, Olivia S.
48
Uppal, Raman
48
Ang, Andrew
47
Korn, Ralf
46
Dionne, Georges
42
Li, Duan
42
Härdle, Wolfgang
41
Muhle-Karbe, Johannes
41
Kraft, Holger
40
Satchell, Stephen
40
Vanduffel, Steven
39
Bodie, Zvi
38
Campbell, John Y.
38
Lo, Andrew W.
38
Markowitz, Harry
38
Schenk-Hoppé, Klaus Reiner
38
Prigent, Jean-Luc
37
Vries, Casper G. de
37
Zhou, Guofu
37
Madan, Dilip B.
36
Račev, Svetlozar T.
36
Wong, Hoi Ying
36
Wang, Ruodu
35
Wong, Wing Keung
35
Escobar, Marcos
34
Levy, Haim
34
Zagst, Rudi
34
Gouriéroux, Christian
33
Stoja, Evarist
33
Bernard, Carole
32
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International Center for Financial Asset Management and Engineering
3
Institut für Schweizerisches Bankwesen <Zürich>
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
1
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Research paper series / Swiss Finance Institute
8
FAME research paper series
5
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4
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
Finance and stochastics
3
Journal of banking & finance
3
Operations research
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
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1
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1
HEC Paris research paper series
1
Handbook of heavy tailed distributions in finance
1
IRES discussion papers
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Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
1
Princeton series in finance
1
Risks : open access journal
1
The European journal of finance
1
The Geneva risk and insurance review
1
The journal of finance : the journal of the American Finance Association
1
The journal of investing : JOI
1
The journal of operational risk
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Working Paper
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Working paper / Centre for Financial Research
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ECONIS (ZBW)
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41
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001974801
Saved in:
42
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Battocchio, Paolo
;
Menoncin, Francesco
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001741680
Saved in:
43
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
Saved in:
44
Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
Saved in:
45
False discoveries in mutual fund performance : measuring luck in estimated alphas
Barras, Laurent
;
Scaillet, Olivier
;
Wermers, Russ
- In:
The journal of finance : the journal of the American …
65
(
2010
)
1
,
pp. 179-216
Persistent link: https://www.econbiz.de/10003923940
Saved in:
46
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743681
Saved in:
47
False discoveries in mutual fund performance : measuring luck in estimated alphas
Barras, Laurent
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003287288
Saved in:
48
False discoveries in mutual fund performance : measuring luck in estimated alphas
Barras, Laurent
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003214332
Saved in:
49
Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
Saved in:
50
Spanning tests for Markowitz stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10012482763
Saved in:
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