//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Koedijk, Kees"
subject:"Portfolio-Management"
~person:"Daouia, Abdelaati"
~subject:"Theorie"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
Portfolio selection
5
Risikomanagement
5
Risk management
5
Ausreißer
4
Extrapolation
4
Heavy tails
4
Outliers
4
Risikomaß
4
Risk measure
4
Statistical distribution
4
Statistische Verteilung
4
Risiko
3
Risk
3
Asymmetric least squares
2
Coherent risk measures
2
Estimation theory
2
Expected shortfall
2
Expectile
2
Expectiles
2
Extreme values
2
Extremes
2
Measurement
2
Messung
2
Schätztheorie
2
Tail index
2
Theory
2
Asymmetric squared loss
1
Asymptotic normality
1
Capital income
1
Coherency
1
Dependent observations
1
Financial investment
1
Forecasting model
1
Kapitalanlage
1
Kapitaleinkommen
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Lp optimization
1
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
5
Graue Literatur
5
Working Paper
5
Article in journal
4
Aufsatz in Zeitschrift
4
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
5
Author
All
Koedijk, Kees
Daouia, Abdelaati
Broll, Udo
16
Daníelsson, Jón
11
Pelizzon, Loriana
9
Rochet, Jean-Charles
9
Vries, Casper G. de
8
McAleer, Michael
7
Adam-Müller, Axel F. A.
6
Lucas, André
6
Bannier, Christina E.
5
Biais, Bruno
5
Billio, Monica
5
Dionne, Georges
5
Farkas, Walter
5
Härdle, Wolfgang
5
Kit, Pong Wong
5
Manganelli, Simone
5
Pesaran, M. Hashem
5
Schmeiser, Hato
5
Schuermann, Til
5
Wahl, Jack E.
5
Bos, Charles S.
4
Cabrales, Antonio
4
Christoffersen, Peter F.
4
Csóka, Péter
4
Diebold, Francis X.
4
Dijk, Herman K. van
4
Engle, Robert F.
4
Ewerhart, Christian
4
Frattarolo, Lorenzo
4
Girard, Stéphane
4
Gottardi, Piero
4
Jonen, Andreas
4
Krueger, Dirk
4
Lingnau, Volker
4
Mahieu, Ronald J.
4
Pérez Amaral, Teodosio
4
Schlütter, Sebastian
4
Uhlig, Harald
4
Vega-Redondo, Fernando
4
more ...
less ...
Published in...
All
Working papers / TSE : WP
4
Discussion paper / Centre for Economic Policy Research
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
2
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
3
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
4
Assessing coherent value-at-risk and expected shortfall with extreme expectiles
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2015
Persistent link: https://www.econbiz.de/10011302290
Saved in:
5
Selecting copulas for risk management
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
-
2006
Persistent link: https://www.econbiz.de/10003322651
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->