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Multivariate Modellierung der Renditen von Asset-Klassen auf Basis von Copulas mit Anwendungen im Risikomanagement

Jensen, Sören - 2012

Persistent link: https://www.econbiz.de/10013360909

Die Messung des Marktrisikos von Portefeuilles aus Aktien und Aktienoptionen

Locarek-Junge, Hermann; Prinzler, Ralf; Straßberger, Mario - 2001

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Risikoberichterstattung mit Cash-Flow at Risk-Modellen : ökonomische Analyse einer Risikoquantifizierung im Risikobericht

Duch, Jan - 2005

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Cost-Average-Strategie versus Einmalanlage : Shortfallrisiken und Probable Minimum Wealth

Albrecht, Peter; Dus, Ivica; Maurer, Raimond - In: Finanzintermediation : theoretische, …, (pp. 49-67). 2004

Persistent link: https://www.econbiz.de/10002078239

Market and accounting measures of risk : the case of the Frankfurt stock exchange

Rutkowska-Ziarko, Anna - In: Risks : open access journal 10 (2022) 1, pp. 1-17

The main purpose of this study was to explore the relationship between market and accounting measures of risk and the … coefficients as a systematic risk measure. The research considered classical and downside risk measures. The profitability of a … company was expressed as ROA and ROE. When determining the downside risk, two approaches were employed: the approach by Bawa …

Persistent link: https://www.econbiz.de/10012805424