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~subject:"Portfolio selection"
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Portfolio selection
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Huschens, Stefan
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Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
2
Applied quantitative finance
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
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Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
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ECONIS (ZBW)
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1
Model risk as multiplicative risk factor
Huschens, Stefan
;
Stahl, Gerhard
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 247-267)
.
2022
Persistent link: https://www.econbiz.de/10013336238
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2
Granularität dominiert Korrelation
Huschens, Stefan
-
2004
Persistent link: https://www.econbiz.de/10013441128
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3
Confidence intervals for the value-at-risk
Huschens, Stefan
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 233-244)
.
1998
Persistent link: https://www.econbiz.de/10001305346
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4
Konfidenzintervalle für den Value-at-Risk
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000961723
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5
Verfahren zur Value-at-Risk-Berechnung
Huschens, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001425947
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6
Value-at-Risk-Berechnung durch historische Simulation
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001558047
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7
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
;
Huschens, Stefan
- In:
Operations research proceedings 2010 : selected papers …
,
(pp. 111-116)
.
2011
Persistent link: https://www.econbiz.de/10009270870
Saved in:
8
Stochastic orders and non-Gaussian risk factor models
Höse, Steffi
;
Huschens, Stefan
- In:
Review of managerial science
7
(
2013
)
2
,
pp. 99-140
Persistent link: https://www.econbiz.de/10009717183
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9
Sensitivities and worst-case correlations for hitting probabilities of portfolio tranches
Huschens, Stefan
;
Lehmann, Christoph
;
Tillich, Daniel
- In:
The journal of risk model validation
4
(
2010/11
)
1
,
pp. 49-69
Persistent link: https://www.econbiz.de/10003971975
Saved in:
10
Rating migrations
Höse, Steffi
;
Huschens, Stefan
;
Wania, Robert
- In:
Applied quantitative finance
,
(pp. 105-123)
.
2009
Persistent link: https://www.econbiz.de/10003746005
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