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On the compatibility of value at risk, other risk concepts, and expected utility maximization
Guthoff, Anja - In: Geld, Finanzwirtschaft, Banken und Versicherungen : …, (pp. 591-614). 1997
Persistent link: https://www.econbiz.de/10001299011
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Der Einfluß einer Begrenzung des Value at Risk oder des Lower Partial Moment One auf die Risikoübernahmen
Guthoff, Anja - In: Credit Risk und Value-at-Risk Alternativen : …, (pp. 111-153). 1998
Persistent link: https://www.econbiz.de/10001304874
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The properties of downside risk measures
Breitmeyer, Carsten; Hakenes, Hendrik; Pfingsten, Andreas - 2001
Persistent link: https://www.econbiz.de/10001647293
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An empirical investigation of the rank correlation between different risk measures
Hahn, Carsten; Pfingsten, Andreas; Wagner, Peter - 2002
Persistent link: https://www.econbiz.de/10001739513
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Measuring inter-industry trade : an axiomatic approach
Chakravarty, Satya R.; Pfingsten, Andreas; Silber, Jacques - In: Keio economic studies 39 (2002) 2, pp. 99-110
Persistent link: https://www.econbiz.de/10001773091
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From poverty measurement to the measurement of downside risk
Breitmeyer, Carsten; Hakenes, Hendrik; Pfingsten, Andreas - In: Mathematical social sciences 47 (2004) 3, pp. 327-348
Persistent link: https://www.econbiz.de/10001994558
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Ansätze zur Ermittlung des Gesamtbankrisikos
Böve, Rolf; Hubensack, Carsten; Pfingsten, Andreas - In: Zeitschrift für das gesamte Kreditwesen : Pflichtblatt … 59 (2006) 13, pp. 667-673
Persistent link: https://www.econbiz.de/10003344481
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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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The properties of downside risk measures
Breitmeyer, Carsten; Hakenes, Hendrik; Pfingsten, Andreas - 2001
Persistent link: https://www.econbiz.de/10001585283
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The measurement of tax progression
Pfingsten, Andreas - 1986
Persistent link: https://www.econbiz.de/10004619364