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FRM Financial Risk Meter
Althof, Michael - 2022
Persistent link: https://www.econbiz.de/10013390868
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Applied asset and risk management : a guide to modern portfolio management and behavior-driven markets
Schulmerich, Marcus; Leporcher, Yves-Michel; Eu, Ching-Hwa - 2015 - Aufl. 2015
Persistent link: https://www.econbiz.de/10010429724
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Selection of the right risk measures for portfolio allocation
Nguyen, Thanh - In: International journal of monetary economics and finance 7 (2014) 2, pp. 135-156
Persistent link: https://www.econbiz.de/10010531305
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Optimal expected-shortfall portfolio selection with copula-induced dependence
Gijbels, Irène; Herrmann, Klaus - In: Applied mathematical finance 25 (2018) 1/2, pp. 66-106
Persistent link: https://www.econbiz.de/10011959117
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Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables
Fairbrother, Jamie; Turner, Amanda; Wallace, Stein W. - In: INFORMS journal on computing : JOC 30 (2018) 3, pp. 472-491
Persistent link: https://www.econbiz.de/10011948065
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Mathematical methods for the efficient assessment of market and credit risk
Reiß, Oliver (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001820960
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Schätzrisiken in der Portfoliotheorie : Auswirkungen und Möglichkeiten der Reduktion
Memmel, Christoph - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002477202
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Performance Messung von Kundenportfolios im Private Banking
Baedorf, Katrin - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003973803
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Data-driven distributionally robust CVaR portfolio optimization under a regime-switching ambiguity set
Pun, Chi Seng; Wang, Tianyu; Yan, Zhenzhen - In: Manufacturing & service operations management : M & SOM 25 (2023) 5, pp. 1779-1795
Persistent link: https://www.econbiz.de/10014383458
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Tail risk and robust portfolio decisions
Jin, Xing; Luo, Dan; Zeng, Xudong - In: Management science : journal of the Institute for … 67 (2021) 5, pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376