Effiziente Value-at-Risk-Berechnung für Rentenportfolios
Year of publication: |
1997
|
---|---|
Authors: | Zagst, Rudi |
Published in: |
Finanzmarkt und Portfolio-Management. - Luzern, ISSN 1555-4961, ZDB-ID 635879-2. - Vol. 11.1997, 2, p. 165-178
|
Subject: | Risiko | Risk | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Institutioneller Investor | Institutional investor | Anleihe | Bond | Theorie | Theory |
-
The Impact of CoCo Bonds on Systemic Risk Considering Liquidity Risk
Li, Ping, (2020)
-
Gewald, Stefan, (1996)
-
Benchmark-based investment optimization in fixed-income markets
Schmidt, Christian, (2008)
- More ...
-
Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation
Kolbe, Andreas, (2009)
-
Portfolio Optimization Under Credit Risk
Zagst, Rudi, (2003)
-
A General Structural Approach For Credit Modeling Under Stochastic Volatility
Escobar, Marcos, (2011)
- More ...