//--> //--> //-->
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
isPartOf:"CFS Working Paper Series"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Caccioli, Fabio"
~person:"Rutkowski, Marek"
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:"Value at risk"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
3
Risk measure
3
Credit risk
2
Kreditrisiko
2
Portfolio selection
2
Portfolio-Management
2
Theorie
2
Theory
2
Basel Accord
1
Basler Akkord
1
Estimation theory
1
Financial services
1
Finanzdienstleistung
1
Markovian model
1
Multivariate Verteilung
1
Multivariate distribution
1
Portfolio optimization
1
Risikomanagement
1
Risk management
1
Schätztheorie
1
Student’s t copula
1
Systemic risk
1
Systemrisiko
1
asymptotic single risk factor (ASRF) model
1
counterparty risk
1
credit value adjustment
1
credit value-at-risk (VaR)
1
estimation error
1
expected shortfall
1
internal ratings-based (IRB) approach
1
margin agreement
1
one-factor Gaussian copula
1
regulatory capital
1
systemic risk
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Caccioli, Fabio
Rutkowski, Marek
Mittnik, Stefan
7
Hartz, Christoph
4
Hautsch, Nikolaus
4
Paolella, Marc S.
4
Račev, Svetlozar T.
3
Schienle, Melanie
3
Betz, Frank
2
Chen, Yanhong
2
D'Addona, Stefano
2
Doganoglu, Toker
2
Fabozzi, Frank J.
2
Hu, Yijun
2
Marinelli, Carlo
2
Peltonen, Tuomas A.
2
Rosazza Gianin, Emanuela
2
Rudloff, Birgit
2
Amini, Hamed
1
Angelidis, Timotheos
1
Ané, Thierry
1
Ararat, Çağin
1
Auer, Benjamin R.
1
Benedetti, Giuseppe
1
Bianchi, Michele Leonardo
1
Brummelhuis, Raymond
1
Centrone, Francesca
1
Chekhlov, Alexei
1
Chen, Tzu-ying
1
Cheridito, Patrick
1
Cont, Rama
1
Cordóba, Antonio
1
Durand, Cyril
1
Framstad, Nils Chr.
1
Frittelli, Marco
1
Galichon, Alfred
1
Gatheral, Jim
1
Gouriéroux, Christian
1
Grandits, Peter
1
Gremm, Martin
1
more ...
less ...
Published in...
All
CFS Working Paper Series
International journal of theoretical and applied finance
Journal of economic dynamics & control
1
Journal of financial regulation and compliance : an international journal
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Liquidity risk and instabilities in portfolio optimization
Caccioli, Fabio
;
Kondor, Imre
;
Marsili, Matteo
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011524891
Saved in:
2
Regulatory capital modeling for credit risk
Rutkowski, Marek
;
Tarca, Silvio
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403880
Saved in:
3
CVA under alternative settlement conventions and with systemic risk
Durand, Cyril
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-40
Persistent link: https://www.econbiz.de/10010233319
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->