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Risikomanagement im Lichte des KonTraG
Holst, Jonny - 1998
Persistent link: https://www.econbiz.de/10000676448
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Value at risk under dependence and heavy tariledness : models with comon shocks
Ibragimov, Rustam Ju. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003712614
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Hedge fund portfolio selection with modified expected shortfall
Boudt, Kris; Peterson, B. G.; Carl, P. - In: Computational finance and its applications III : …, (pp. 99-107). 2008
Persistent link: https://www.econbiz.de/10003713274
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Computation and asymptotic properties of estimated coherent risk measures
Miller, D. J.; Kim, M. - In: Computational finance and its applications III : …, (pp. 175-184). 2008
Persistent link: https://www.econbiz.de/10003713310
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Value at risk, outliers and chaotic dynamics
Kyrtsou, Catherine; Terraza, V. - In: Computational finance and its applications III : …, (pp. 197-205). 2008
Persistent link: https://www.econbiz.de/10003713320
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Can a coherent risk measure be too subadditive?
Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - In: The journal of risk and insurance : the journal of the … 75 (2008) 2, pp. 365-386
Persistent link: https://www.econbiz.de/10003713544
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Risk measurement performance of alternative distribution functions
Bali, Turan G.; Theodossiou, Panayiotis - In: The journal of risk and insurance : the journal of the … 75 (2008) 2, pp. 411-437
Persistent link: https://www.econbiz.de/10003713595
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Empirical analayses of industry stock index return distributions for the Taiwan Stock Exchange
Račev, Svetlozar T.; Emeritus; Stoyanov, Stoyan V.; … - In: Annals of economics and finance 8 (2007) 1, pp. 21-31
Persistent link: https://www.econbiz.de/10003714369
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Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation
Daníelsson, Jón; Jorgensen, Bjorn N.; Vries, Casper G. de - In: Annals of finance 4 (2008) 3, pp. 345-367
Persistent link: https://www.econbiz.de/10003714674
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The link between default and recovery rates : theory, empirical evidence, and implications
Altman, Edward I.; Brady, Brooks; Resti, Andrea; … - In: Credit risk : models, derivatives, and management, (pp. 211-234). 2008
Persistent link: https://www.econbiz.de/10003718478