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Fabozzi, Frank J.
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Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
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ECONIS (ZBW)
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1
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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2
Evaluating portfolio performance : LPM-based
risk
measures and the mean-equivalence approach
Mishra, Banikanta
;
Rahman, Mahmud
-
2008
Persistent link: https://www.econbiz.de/10003764510
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3
Yield curve
risk
measures
Fabozzi, Frank J.
;
Mann, Steven V.
-
2008
Persistent link: https://www.econbiz.de/10003765477
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4
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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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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6
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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7
Properties and calculation of multivariate
risk
measures : MVaR and MCVaR
Lee, Jinwook
;
Prékopa, András
- In:
Including special section: behavioral considerations in …
,
(pp. 225-254)
.
2013
Persistent link: https://www.econbiz.de/10010232544
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8
Uncertainty in historical value-at-
risk
: an alternative quantile-based
risk
measure
Guégan, Dominique
;
Hassani, Bertrand
;
Li, Kehan
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 119-128)
.
2017
Persistent link: https://www.econbiz.de/10012098775
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9
Efficiency evaluation of fuzzy portfolio in different
risk
measures via DEA
Chen, Wei
;
Gai, Yuxi
;
Gupta, Pankaj
- In:
Recent advances in optimization theory and applications
,
(pp. 103-127)
.
2018
Persistent link: https://www.econbiz.de/10011943426
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10
Enhanced indexing using weighted conditional value at
risk
Sehgal, Ruchika
;
Mehra, Aparna
-
2019
Persistent link: https://www.econbiz.de/10012116217
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