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type_genre:"Graue Literatur"
person:"Caballero, Ricardo J."
~person:"Scaillet, Olivier"
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Risikomanagement
14
Risk management
14
Nichtparametrisches Verfahren
7
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7
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Caballero, Ricardo J.
Scaillet, Olivier
Schuermann, Til
21
McAleer, Michael
17
Broll, Udo
16
Kunreuther, Howard
15
Pelizzon, Loriana
15
Vries, Casper G. de
14
Daníelsson, Jón
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Engle, Robert F.
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Stulz, René M.
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Acharya, Viral V.
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Dionne, Georges
12
Rochet, Jean-Charles
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Manganelli, Simone
9
Cole, Shawn
8
Golnaraghi, Maryam
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Härdle, Wolfgang
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Jonen, Andreas
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Lucas, André
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Merton, Robert C.
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Michel-Kerjan, Erwann
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Ongena, Steven
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Stoja, Evarist
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Tayan, Brian
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Eling, Martin
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Farkas, Walter
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Franke, Günter
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Giné, Xavier
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Giudici, Paolo
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Gründl, Helmut
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Jung, Hyeyoon
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Larcker, David F.
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Pesaran, M. Hashem
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Adam-Müller, Axel F. A.
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Adrian, Tobias
6
Antón, Jesús
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Bai, Xiwen
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Flight to quality and bailouts : policy remarks and a literature review
Caballero, Ricardo J.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003785556
Saved in:
2
Collective risk management in a flight to quality episode
Caballero, Ricardo J.
;
Krishnamurthy, Arvind
-
2007
Persistent link: https://www.econbiz.de/10003426429
Saved in:
3
Collective risk management in a flight to quality episode
Caballero, Ricardo J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003459950
Saved in:
4
Flight to quality and collective risk management
Caballero, Ricardo J.
;
Krishnamurthy, Arvind
-
2006
Persistent link: https://www.econbiz.de/10003309327
Saved in:
5
Flight to quality and collective risk management
Caballero, Ricardo J.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003430734
Saved in:
6
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
Saved in:
7
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
Saved in:
8
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:
9
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003120225
Saved in:
10
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003120541
Saved in:
11
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:
12
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:
13
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
14
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
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