//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Risk measure"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The hidden dangers of historic...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk measure
Theorie
12
Theory
12
Portfolio selection
7
Portfolio-Management
7
Risk
7
Risikomaß
4
Simulation
4
Estimation theory
3
Finanzkrise
3
Imperfect competition
3
Interbank market
3
Schätztheorie
3
USA
3
United States
3
Unvollkommener Wettbewerb
3
Anleihe
2
Asymmetric information
2
Asymmetrische Information
2
Bankenaufsicht
2
Banking supervision
2
Bond
2
Börsengang
2
Börsenkurs
2
CAPM
2
Capital income
2
Econometric models
2
Emissionskurs
2
Financial crisis
2
Financial economics
2
Financial market
2
Finanzmarkt
2
Geldpolitik
2
Hedging
2
Initial public offering
2
Kapitaleinkommen
2
Kapitalmarkttheorie
2
Offering price
2
Rational expectations
2
Rationale Erwartung
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
2
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
4
Author
All
Pritsker, Matthew
4
Gibson, Michael S.
2
Published in...
All
Finance and economics discussion series
2
Innovations in risk management : seminal papers from the Journal of Risk
1
Journal of banking & finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The hidden dangers of historial simulation
Pritsker, Matthew
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 561-582
Persistent link: https://www.econbiz.de/10003291321
Saved in:
2
The hidden dangers of historical simulation
Pritsker, Matthew
-
2001
Persistent link: https://www.econbiz.de/10001607147
Saved in:
3
Improving grid-based methods for estimating value-at-risk of fixed-income portfolios
Gibson, Michael S.
;
Pritsker, Matthew
- In:
Innovations in risk management : seminal papers from …
,
(pp. 149-177)
.
2004
Persistent link: https://www.econbiz.de/10002600263
Saved in:
4
Improving grid-based methods for estimating value at risk of fixed-income portfolios
Gibson, Michael S.
;
Pritsker, Matthew
-
2000
Persistent link: https://www.econbiz.de/10001486259
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->