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Measurement of extreme market risk : insights from a comprehensive literature review
Chakraborty, Gourab; Chandrashekhar, G. R.; … - In: Cogent economics & finance 9 (2021) 1, pp. 1-24
evaluation of the methodological and empirical advances in the measurement of the extreme market risk. This paper argues that a …
Persistent link: https://www.econbiz.de/10013183970
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Portfolio selection auf der Grundlage symmetrischer und asymmetrischer Risikomaße
Serf, Bernd - 1995
Persistent link: https://www.econbiz.de/10000541122
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Investmentfonds
Breit, Harald - 1989
Persistent link: https://www.econbiz.de/10000419142
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Methoden und Probleme der Performance-Messung von Aktienportefeuilles
Roßbach, Peter - 1991
Persistent link: https://www.econbiz.de/10000082198
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Das Management von Zinsänderungsrisiken : theoretische Ansätze und ihre empirische Überprüfung für den deutschen Rentenmarkt
Bußmann, Johannes - 1988
Persistent link: https://www.econbiz.de/10000083337
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Options positions : risk measurement and capital requirements
Estrella, Arturo (contributor) - 1994
Persistent link: https://www.econbiz.de/10000905447
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A new framework for measuring the credit risk of a portfolio : "ExVaR" model
Oda, Nobuyuki; Muranaga, Jun - 1997
Persistent link: https://www.econbiz.de/10000955719
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The ordered mean difference as a portfolio performance measure
Bowden, Roger J. - 1997
Persistent link: https://www.econbiz.de/10000978396
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Measuring value-at-risk for mortgage backed securities
Jakobsen, Svend - 1995
Persistent link: https://www.econbiz.de/10000922088