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Model risk
Dowd, Kevin - 2008
Persistent link: https://www.econbiz.de/10003765457
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Back-testing market risk models
Dowd, Kevin - 2008
Persistent link: https://www.econbiz.de/10003765458
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Risk measures for portfolio vectors and allocation of risks
Rüschendorf, Ludger - In: Risk assessment : decisions in banking and finance, (pp. 153-164). 2008
Persistent link: https://www.econbiz.de/10003781638
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Ex post risk attribution in a value-at-risk framework
Puschkarski, Eugen - In: Risk management for central bank foreign reserves, (pp. 233-241). 2004
Persistent link: https://www.econbiz.de/10002111516
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Einführung in die Theorie und Praxis statischer Risikomaße
Bäuerle, Nicole; Mundt, André - In: Risikomanagement, (pp. 67-99). 2005
Persistent link: https://www.econbiz.de/10003339291
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Portfolio optimization under the value-at-risk constraint
Pirvu, Traian A. - In: Quantitative fund management, (pp. 17-41). 2009
Persistent link: https://www.econbiz.de/10003796936
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Higher moment coherent risk measures
Krokhmal, Pavlo A. - In: Quantitative fund management, (pp. 271-298). 2009
Persistent link: https://www.econbiz.de/10003796963
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On the feasibility of portfolio optimization under expected shortfall
Ciliberti, Stefano; Kondor, Imre; Mézard, Marc - In: Quantitative fund management, (pp. 299-313). 2009
Persistent link: https://www.econbiz.de/10003796964
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Optimal portfolios under bounded shortfall risk and partial information
Wunderlich, Ralf; Sass, Jörn; Gabih, Abdelali - In: Operations research proceedings 2006 : selected papers …, (pp. 581-586). 2007
Persistent link: https://www.econbiz.de/10003472251
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Dynamisches Risikomanagement in der Energiewirtschaft
Eichhorn, Andreas; Römisch, Werner - In: Innovative Modellierung und Optimierung von Energiesystemen, (pp. 255-271). 2009
Persistent link: https://www.econbiz.de/10003920738