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~subject:"Korrelation"
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Korrelation
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Vanduffel, Steven
5
Boudt, Kris
2
Denuit, Michel
2
Dhaene, Jan
2
Algaba, Andres
1
Bernard, Carole
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AFI
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Insurance / Mathematics & economics
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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ECONIS (ZBW)
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Correlation order, merging and diversification
Dhaene, Jan
;
Denuit, Michel
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 325-332
Persistent link: https://www.econbiz.de/10009517561
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2
Asset correlations: shifting tides
Chernih, Andrew
(
contributor
);
Vanduffel, Steven
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003611637
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3
The variance implied conditional correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
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4
Beta-adjusted covariance estimation
Boudt, Kris
;
Dragun, Kirill
;
Sauri, Orimar
;
Vanduffel, …
-
2021
Persistent link: https://www.econbiz.de/10012432948
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5
The impact of correlation on (Range) Value-at-Risk
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 531-564
Persistent link: https://www.econbiz.de/10014383858
Saved in:
6
Simple characterizations of Fréchet bounds by extremal correlations
Denuit, Michel
;
Dhaene, Jan
-
2003
Persistent link: https://www.econbiz.de/10001747998
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