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subject:"Risikomaß"
type_genre:"Working Paper"
~isPartOf:"Application of operations research to financial markets"
~type_genre:"Aufsatzsammlung"
~type_genre:"Book section"
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Risikomaß
Portfolio selection
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Portfolio-Management
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Risk measure
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Theorie
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Co-monotone coherent risk measures
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Generalized deviation measures
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Limitedness
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Maximum drawdown
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Boyd, Stephen P.
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Lindström, Erik
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Nystrup, Peter
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Application of operations research to financial markets
Discussion paper / Tinbergen Institute
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Research paper series / Swiss Finance Institute
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Handbuch ökonomisches Kapitel
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SFB 649 discussion paper
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Risk management : challenge and opportunity ; with 125 tables
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The VaR implementation handbook
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Carlo Alberto notebooks
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Commercial banking risk management : regulation in the wake of the financial crisis
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DEM working paper series
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Developments in forecast combination and portfolio choice
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / The Pensions Institute, Cass Business School, City University
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Handbook of heavy tailed distributions in finance
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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
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LSF research working paper series
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La crise des subprimes : rapport
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Multi-period portfolio selection with drawdown control
Nystrup, Peter
;
Boyd, Stephen P.
;
Lindström, Erik
; …
- In:
Application of operations research to financial markets
,
(pp. 245-271)
.
2019
Persistent link: https://www.econbiz.de/10012157466
Saved in:
2
A composition between risk and deviation measures
Righi, Marcelo Brutti
- In:
Application of operations research to financial markets
,
(pp. 299-313)
.
2019
Persistent link: https://www.econbiz.de/10012159991
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