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From variance to value at risk : a unified perspective on standardized risk measures
Brachinger, Hans Wolfgang - 1998
Persistent link: https://www.econbiz.de/10000679355
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Measuring and modelling financial risk
Alexander, Carol (contributor) - 1998
Persistent link: https://www.econbiz.de/10000680099
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Portfolio selection auf der Grundlage symmetrischer und asymmetrischer Risikomaße
Serf, Bernd - 1995
Persistent link: https://www.econbiz.de/10000541122
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Performancemessung bei Wertpapier-Investmentfonds
Egner, Thomas - 1998
Persistent link: https://www.econbiz.de/10000658765
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Fuzzy Mathematik als Methodenbaustein der Risikoquantifizierung : eine konzeptionelle Analyse der Einsatzmöglichkeiten
Theileis, Ulrich - 2008
Persistent link: https://www.econbiz.de/10003729370
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Concentration risk in credit portfolios : with 19 tables
Lütkebohmert-Holtz, Eva; Lütkebohmert, Eva - 2009
Persistent link: https://www.econbiz.de/10003752832
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Stable allocations of risk
Csóka, Péter; Herings, Peter Jean-Jacques; Kóczy, … - 2007
Persistent link: https://www.econbiz.de/10003647641
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Risk measures and portfolio selection
Račev, Svetlozar T.; Menn, Christian; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765462
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How should the cost of joint risk capital be allocated for performance measurement?
Homburg, Carsten; Scherpereel, Peter - In: European journal of operational research : EJOR 187 (2008) 1, pp. 208-227
Persistent link: https://www.econbiz.de/10003769183