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Schätzrisiken in der Portfoliotheorie : Auswirkungen und Möglichkeiten der Reduktion
Memmel, Christoph - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002477202
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A note on optimal estimation from a risk-management perspective under possibly misspecified tail behavior
Lucas, André - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 31-39
Persistent link: https://www.econbiz.de/10001441592
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Die Bestimmung des Portefeuillerisikos bei nichtlinearer Wirkung der Risikofaktoren
Locarek-Junge, Hermann - 1998
Persistent link: https://www.econbiz.de/10000983805
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Value-at-Risk-Schätzung mit Mixture Density Networks
Locarek-Junge, Hermann; Prinzler, Ralf - 1997
Persistent link: https://www.econbiz.de/10000983807
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Die Beurteilung von Marktrisiken mit künstlichen neuronalen Netzen
Locarek-Junge, Hermann - In: Betriebswirtschaftliche Anwendungen des Soft Computing …, (pp. 127-144). 1998
Persistent link: https://www.econbiz.de/10001303748
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Estimating value-at-risk using neural networks
Locarek-Junge, Hermann - In: Informationssysteme in der Finanzwirtschaft : mit 35 …, (pp. 385-397). 1998
Persistent link: https://www.econbiz.de/10001303892
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On the accuracy of VaR estimates based on the variance-covariance approach
Dave, Rakhal D. - In: Risk measurement, econometrics and neural networks : …, (pp. 189-232). 1998
Persistent link: https://www.econbiz.de/10001305354
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Portfolio analysis based on the shortfall concept
Matthes, Rainer - In: Risk measurement, econometrics and neural networks : …, (pp. 147-160). 1998
Persistent link: https://www.econbiz.de/10001305356
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Confidence regions for the mean-variance efficient set : an alternative approach to estimation risk
Jobson, J. D. - In: Review of quantitative finance and accounting 1 (1991) 3, pp. 235-257
Persistent link: https://www.econbiz.de/10001109916