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Essays on dual risk measures and the asymptotic term structure
Schulze, Klaas (contributor) - 2009
Persistent link: https://www.econbiz.de/10003872174
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On dynamic coherent and convex risk measures : risk optimal behavior and information gains
Engelage, Daniel (contributor) - 2009
Persistent link: https://www.econbiz.de/10003872175
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A probability metrics approach to financial risk measures
Račev, Svetlozar T.; Stoyanov, Stoyan V.; Fabozzi, Frank J. - 2011
Persistent link: https://www.econbiz.de/10008824237
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Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures
Račev, Svetlozar T.; Stoyanov, Stoyan V.; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003583006
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Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009152690
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Risk measurement and management of operational risk, reputation risk and inflation risk in the insurance industry
Kolb, Andreas - 2015
Persistent link: https://www.econbiz.de/10011299283
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Downside risk analysis of returns on the Karachi Stock Exchange
Rashid, Abdul; Hamid, Faiza - In: Managerial finance 41 (2015) 9, pp. 940-957
Persistent link: https://www.econbiz.de/10011337156
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Valuation and risk measurement in traditional and innovative life insurance
Bohnert, Alexander - 2013
Persistent link: https://www.econbiz.de/10009786646
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CPPI strategies and the problem of long-term guarantees
Tsai, Yi-Ting - 2016
Verschiedene Portfolio Insurance Strategien weisen eine unvollständige Absicherung gegenüber dem Downside-Risiko auf. Hier wird die Constant Proportion Portfolio Insurance-(CPPI-)Strategie untersucht, vor allem im Hinblick auf das resultierende Risiko für die Emittenten, das aus nicht...
Persistent link: https://www.econbiz.de/10011552556
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Quantifying executive threats : shareholder litigation
Banasiewicz, Andrew D. - In: International journal of business competition and … 4 (2015) 1/2, pp. 98-114
Persistent link: https://www.econbiz.de/10011518669