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The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation
Memmel, Christoph; Wehn, Carsten - 2005
The Value at Risk of a portfolio differs from the sum of the Values at Risk of the portfolio's components. In this … paper, we analyze the problem of how a single economic risk figure for the Value at Risk of a hypothetical portfolio … portfolio. We assume a reduced-form model and neglect the effects of a potential bankruptcy of one of the banks. We analyze …
Persistent link: https://www.econbiz.de/10010295895
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Bringing small firms to the shareholder
Shirreff, David; Field, Michael - In: Euromoney (1984), pp. 73-75
Persistent link: https://www.econbiz.de/10003547395
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Do lenders make less-informed investments in high-growth housing markets?
Chen, Sophia; Ratnovski, Lev; Sun, Yangfan - 2021
nonlocal lenders, which may reflect a risk-return tradeoff in their portfolio strategy …
Persistent link: https://www.econbiz.de/10012612342
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Prediction of open market share repurchases and portfolio returns : evidence from France, Germany and the UK
Andriosopoulos, Dimitris; Gaganis, Chrysovalantis; … - In: Review of quantitative finance and accounting 46 (2016) 2, pp. 387-416
Persistent link: https://www.econbiz.de/10011588384
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Modellanalyse der Prozessindustrie zur Gestaltung kundennaher Produktionssysteme : eine empirische Untersuchung
Keck, Ernst W. - 1994
Persistent link: https://www.econbiz.de/10000892643