Similar Search Results

International welfare spillovers of national pension schemes

Staveley-O'Carroll, James; Staveley-O'Carroll, Olena M. - In: The B.E. journal of macroeconomics 21 (2021) 1, pp. 363-397

Persistent link: https://www.econbiz.de/10012437732

New perspective on investment models

Koedijk, Kees; Slager, Alfred - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 15-23

Persistent link: https://www.econbiz.de/10012503358

Extremes of multidimensional stationary diffusion processes and applications in finance

Kunz, Andreas (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001763100

Modelling dynamic portfolio risk using risk drivers of elliptical processes

Schmidt, Rafael; Schmieder, Christian - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 229-244

Persistent link: https://www.econbiz.de/10009517641

Modelling dynamic portfolio risk using risk drivers of elliptical processes

Schmidt, Rafael (contributor); … - 2007

The situation of a limited availability of historical data is frequently encountered in portfolio risk estimation, especially in credit risk estimation. This makes it, for example, difficult to find temporal structures with statistical significance in the data on the single asset level. By...