//--> //--> //-->
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
type_genre:"Thesis"
~isPartOf:"Risikomanagement und Finanzcontrolling"
~isPartOf:"Tinbergen Institute research series"
~subject:"Auction theory"
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
Auction theory
Risikomanagement
10
Risk management
9
Theorie
9
Theory
9
Risikomaß
4
Risk measure
4
Deutschland
3
Germany
3
Betriebliche Finanzwirtschaft
2
Credit rating
2
Credit risk
2
Estimation
2
Exchange rate risk
2
Kreditgeschäft
2
Kreditrisiko
2
Kreditwürdigkeit
2
Managerial finance
2
Portfolio selection
2
Portfolio-Management
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Unternehmen
2
Währungsrisiko
2
1981-1995
1
Asymmetric information
1
Asymmetrische Information
1
Auktionstheorie
1
Ausfallrisiko
1
Bank
1
Bank lending
1
Bank risk
1
Bankrisiko
1
CAPM
1
Capital requirements
1
Commodity derivative
1
Commodity price
1
Controlling
1
Derivat
1
more ...
less ...
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Thesis
Hochschulschrift
1
Language
All
English
1
Author
All
Caserta, Silvia
1
Published in...
All
Risikomanagement und Finanzcontrolling
Tinbergen Institute research series
Berichte aus der Volkswirtschaft
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Extreme values in auctions and risk analysis
Caserta, Silvia
-
2002
Persistent link: https://www.econbiz.de/10013265211
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->