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Visible reserves in banks _ determinants of initial creation, usage and contribution to bank stability
Bornemann, Sven; Homölle, Susanne; Hubensack, Carsten; … - In: Journal of business finance & accounting : JBFA 41 (2014) 5/6, pp. 507-544
Persistent link: https://www.econbiz.de/10010404085
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From poverty measurement to the measurement of downside risk
Breitmeyer, Carsten; Hakenes, Hendrik; Pfingsten, Andreas - In: Mathematical social sciences 47 (2004) 3, pp. 327-348
Persistent link: https://www.econbiz.de/10001994558
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Aggregation von drei Dimensionen des Downside-Risikos durch einen modifizierten Sen-Index
Eggers, Frank; Pfingsten, Andreas; Rieso, Sven - In: Operations research proceedings 1999 : selected papers …, (pp. 311-316). 2000
Persistent link: https://www.econbiz.de/10001481282
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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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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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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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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
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The properties of downside risk measures
Breitmeyer, Carsten; Hakenes, Hendrik; Pfingsten, Andreas - 2001
Persistent link: https://www.econbiz.de/10001585283