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~subject:"Portfolio selection"
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Portfolio selection
Theorie
62
Theory
62
Optionspreistheorie
29
Option pricing theory
28
Portfolio-Management
18
Risikomanagement
14
Volatility
14
Volatilität
14
Monte Carlo simulation
13
Risk management
13
Monte-Carlo-Simulation
11
USA
11
United States
11
Credit risk
10
Financial market
10
Finanzmarkt
10
Kreditrisiko
10
Network
9
Netzwerk
9
Derivat
8
Derivative
8
Risiko
8
Risikomaß
8
Risk
8
Risk measure
8
Ansteckungseffekt
7
Bank risk
7
Bankrisiko
7
Contagion effect
7
Forecasting model
7
Prognoseverfahren
7
Stochastic process
7
Stochastischer Prozess
7
Bank
6
Financial crisis
6
Financial market regulation
6
Finanzmarktregulierung
6
Simulation
6
Basel Accord
5
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5
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4
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Article
12
Book / Working Paper
6
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Article in journal
10
Aufsatz in Zeitschrift
10
Aufsatz im Buch
2
Book section
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
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1
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Language
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English
18
Author
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Glasserman, Paul
17
Shahabuddin, Perwez
3
Xu, Xingbo
3
Capponi, Agostino
2
Heidelberger, Philip
2
Kang, Wanmo
2
Weber, Marko
2
Chen, Zhiyong
1
Ghamami, Samim
1
Merener, Nicolas
1
Neuberg, Richard
1
Steglich, Maria Eugenia
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Annual review of financial economics
1
Finance and stochastics
1
Financial engineering
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research
1
Paine Webber working paper series in money, economics and finance
1
Quantitative finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The professional risk managers' guide to finance theory and application
1
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1
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ECONIS (ZBW)
18
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Output value risk for commodity producers : the uncertain benefits of diversification
Merener, Nicolas
;
Steglich, Maria Eugenia
- In:
World development : the multi-disciplinary …
101
(
2018
),
pp. 322-333
Persistent link: https://www.econbiz.de/10011976114
Saved in:
2
Portfolio mathematics
Glasserman, Paul
- In:
The professional risk managers' guide to finance theory …
,
(pp. 55-102)
.
2008
Persistent link: https://www.econbiz.de/10003677812
Saved in:
3
Calculating portfolio credit risk
Glasserman, Paul
- In:
Financial engineering
,
(pp. 437-470)
.
2008
Persistent link: https://www.econbiz.de/10003567702
Saved in:
4
Risk horizon and rebalancing horizon in portfolio risk measurement
Glasserman, Paul
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 214-249
Persistent link: https://www.econbiz.de/10009613204
Saved in:
5
Tail approximations for portfolio credit risk
Glasserman, Paul
- In:
The journal of derivatives : the official publication …
12
(
2004
)
2
,
pp. 24-42
Persistent link: https://www.econbiz.de/10002535960
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6
Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Chen, Zhiyong
;
Glasserman, Paul
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 507-540
Persistent link: https://www.econbiz.de/10003899268
Saved in:
7
Design of risk weights
Glasserman, Paul
;
Kang, Wanmo
- In:
Operations research
62
(
2014
)
6
,
pp. 1204-1220
Persistent link: https://www.econbiz.de/10010471872
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8
Large deviations in multifactor portfolio credit risk
Glasserman, Paul
;
Kang, Wanmo
;
Shahabuddin, Perwez
- In:
Mathematical finance : an international journal of …
17
(
2007
)
3
,
pp. 345-379
Persistent link: https://www.econbiz.de/10003626548
Saved in:
9
Portfolio value-at-risk with heavy-tailed risk factors
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
Mathematical finance : an international journal of …
12
(
2002
)
3
,
pp. 239-269
Persistent link: https://www.econbiz.de/10001686394
Saved in:
10
Portfolio value-at-risk with heavy-tailed risk factors
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
-
2000
Persistent link: https://www.econbiz.de/10001496087
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