//--> //--> //-->
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:"Pesaran, M. Hashem"
~person:"Embrechts, Paul"
~subject:"Dependence uncertainty"
~type_genre:"Article in journal"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Dependence uncertainty
Risikomanagement
14
Risk management
14
Risikomaß
11
Risk measure
11
Theorie
11
Theory
11
Basel Accord
5
Basler Akkord
5
Risiko
5
Risk
5
Bank risk
4
Bankrisiko
4
Portfolio selection
4
Portfolio-Management
4
robustness
4
Multivariate Verteilung
3
Multivariate distribution
3
expected shortfall
3
Credit risk
2
Kreditrisiko
2
Measurement
2
Messung
2
Operational risk
2
Operationelles Risiko
2
Risk aggregation
2
Statistical distribution
2
Statistische Verteilung
2
value-at-risk
2
ARCH model
1
ARCH-Modell
1
Aggregation
1
Aggregation-robustness
1
Arrow-Debreu equilibrium
1
Ausreißer
1
Basel 3.5
1
Basel Committee
1
Basel III
1
Copula
1
Estimation
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Pesaran, M. Hashem
Embrechts, Paul
Rüschendorf, Ludger
3
Wang, Ruodu
2
Bernard, Carole
1
Bignozzi, Valeria
1
Puccetti, Giovanni
1
Vanduffel, Steven
1
Wang, Bin
1
more ...
less ...
Published in...
All
Finance and stochastics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->