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subject:"Portfolio-Management"
~isPartOf:"Journal of risk"
~person:"Boeve, Rolf"
~person:"Kellner, Ralf"
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Boeve, Rolf
Kellner, Ralf
Guillén, Montserrat
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Journal of risk
Journal of economic dynamics & control
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ECONIS (ZBW)
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The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
2
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
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