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The properties of downside risk measures
Breitmeyer, Carsten; Hakenes, Hendrik; Pfingsten, Andreas - 2001
Persistent link: https://www.econbiz.de/10001647293
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On the compatibility of value at risk, other risk concepts, and expected utility maximization
Guthoff, Anja; Pfingsten, Andreas; Wolf, Juliane - 1997
Persistent link: https://www.econbiz.de/10000992251
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An empirical investigation of the rank correlation between different risk measures
Hahn, Carsten; Pfingsten, Andreas; Wagner, Peter - 2002
Persistent link: https://www.econbiz.de/10001739513
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The properties of downside risk measures
Breitmeyer, Carsten; Hakenes, Hendrik; Pfingsten, Andreas - 2001
Persistent link: https://www.econbiz.de/10001585283
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Alternativen zum Value at risk : ein empirischer Vergleich von Risikomaßen
Hahn, Carsten; Pfingsten, Andreas; Wagner, Peter - In: Die Bank (2002) 10, pp. 688-693
Persistent link: https://www.econbiz.de/10001700055
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Eine empirische Analyse der Rangkorrelationen zwischen verschiedenen Risikomaßen
Pfingsten, Andreas; Wagner, Peter; Wolferink, Carsten - In: Finanzwirtschaftliche Information, Anreizgestaltung und …, (pp. 79-103). 2004
Persistent link: https://www.econbiz.de/10002222384
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Assessing the risk of trading books empirically : does the choice of a risk measure matter?
Hahn, Carsten; Pfingsten, Andreas; Wagner, Peter - In: e-Finance : innovative Problemlösungen für …, (pp. 275-294). 2001
Persistent link: https://www.econbiz.de/10001615203
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Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob; Hesse, Frederik; Boeve, Rolf; Pfingsten, … - In: Journal of risk 18 (2016) 5, pp. 101-136
Persistent link: https://www.econbiz.de/10011598393