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subject:"Risikomaß"
type_genre:"Arbeitspapier"
~person:"Fermanian, Jean-David"
~person:"Oordt, Maarten van"
~subject:"Bank"
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Risikomaß
Bank
Risikomanagement
7
Risk management
7
Risk measure
6
Credit risk
4
Kreditrisiko
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Sensitivity analysis
3
Sensitivitätsanalyse
3
Statistical distribution
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Statistische Verteilung
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Ausreißer
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Portfolio selection
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Portfolio-Management
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extreme value theory
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risk management
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Arbeitspapier
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Fermanian, Jean-David
Oordt, Maarten van
McAleer, Michael
10
Stoja, Evarist
8
Vries, Casper G. de
8
Broll, Udo
6
Allen, David E.
5
Daníelsson, Jón
5
Farkas, Walter
5
Pelizzon, Loriana
5
Pérez Amaral, Teodosio
5
Stulz, René M.
5
Bannier, Christina E.
4
Billio, Monica
4
Chen Zhou
4
Curti, Filippo
4
Daouia, Abdelaati
4
Fortin, Ines
4
Frattarolo, Lorenzo
4
Girard, Stéphane
4
Giudici, Paolo
4
Härdle, Wolfgang
4
Mihov, Atanas
4
Mikes, Anette
4
Polanski, Arnold
4
Blüm, Jürg M.
3
Caporin, Massimiliano
3
Cañón, Carlos Iván
3
Dell'Ariccia, Giovanni
3
Engle, Robert F.
3
Frame, W. Scott
3
Gerba, Eddie
3
Hall, Maximilian
3
Manganelli, Simone
3
Ongena, Steven
3
Pambira, Alberto
3
Pesaran, M. Hashem
3
Peydró, José-Luis
3
Polo, Andrea
3
Scaillet, Olivier
3
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International Center for Financial Asset Management and Engineering
1
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DNB working paper
3
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
FAME research paper series
1
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1
Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
7
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1
On agricultural commodities' extreme price risk
Oordt, Maarten van
;
Stork, Philip
;
Vries, Casper G. de
-
2013
Persistent link: https://www.econbiz.de/10010225579
Saved in:
2
Systematic tail risk
Oordt, Maarten van
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010225580
Saved in:
3
Multi-factor granularity adjustments for market and counterparty risks
Fermanian, Jean-David
;
Florentin, Clément
-
2016
Persistent link: https://www.econbiz.de/10012196291
Saved in:
4
Systemic risk and bank business models
Oordt, Maarten van
;
Chen Zhou
-
2014
Persistent link: https://www.econbiz.de/10010415448
Saved in:
5
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
6
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
7
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
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