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~person:"Scaillet, Olivier"
~person:"Vanduffel, Steven"
~subject:"Pensionskasse"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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Pensionskasse
Risikomaß
Statistische Verteilung
Portfolio selection
69
Portfolio-Management
69
Theorie
56
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56
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30
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English
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Scaillet, Olivier
Vanduffel, Steven
McAleer, Michael
57
Blake, David
34
Broeders, Dirk
32
Fabozzi, Frank J.
31
Stoja, Evarist
30
Wang, Ruodu
30
Hammoudeh, Shawkat
25
Mitchell, Olivia S.
25
Vries, Casper G. de
24
Pérez Amaral, Teodosio
23
Härdle, Wolfgang
22
Chen, An
20
Polanski, Arnold
20
Rosazza Gianin, Emanuela
20
Embrechts, Paul
19
Allen, David E.
18
Mao, Tiantian
18
Račev, Svetlozar T.
18
Rüschendorf, Ludger
18
Paolella, Marc S.
17
Bikker, Jacob A.
16
Dowd, Kevin
16
Jiménez-Martín, Juan-Ángel
16
Menoncin, Francesco
16
Brandtner, Mario
15
Chang, Chia-Lin
15
Lucas, André
15
Righi, Marcelo Brutti
15
Bucciol, Alessandro
14
Daníelsson, Jón
14
Timmermann, Allan
14
Cai, Jun
13
Fortin, Ines
13
Kim, Young Shin
13
Nguyen, Duc Khuong
13
Stoyanov, Stoyan V.
13
Bernard, Carole
12
Blake, David P.
12
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International Center for Financial Asset Management and Engineering
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2
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ECONIS (ZBW)
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
12
Can a coherent risk measure be too subadditive?
Dhaene, Jan
;
Laeven, R. J. A.
;
Vanduffel, Steven
; …
-
2004
Persistent link: https://www.econbiz.de/10002263701
Saved in:
13
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
14
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
Saved in:
15
Can a coherent risk measure be too subadditive?
Dhaene, Jan
;
Laeven, R. J. A.
;
Vanduffel, Steven
; …
-
2006
Persistent link: https://www.econbiz.de/10003329677
Saved in:
16
Value-at-risk bounds with variance constraints
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 923-959
Persistent link: https://www.econbiz.de/10011749149
Saved in:
17
Upper bounds for strictly concave distortion risk measures on moment spaces
Cornilly, D.
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011929851
Saved in:
18
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases /Paolo Battocchio, Francesco Menoncin, Olivier Scaillet
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906837
Saved in:
19
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001974801
Saved in:
20
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:
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