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source:"econis"
~person:"Hübner, Georges"
~person:"Stahl, Gerhard"
~type_genre:"Book section"
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Risikomaß
6
Risk measure
6
Theorie
4
Theory
4
Analysis of variance
3
Statistical test
3
Statistischer Test
3
Varianzanalyse
3
Credit risk
2
Kreditrisiko
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Actuarial mathematics
1
Black-Scholes model
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Black-Scholes-Modell
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Hübner, Georges
Stahl, Gerhard
Locarek-Junge, Hermann
7
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5
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5
Straßberger, Mario
5
Härdle, Wolfgang
4
Theiler, Ursula
4
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Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
2
Stock market volatility
2
Die Folgen der Finanzkrise für Regulierung und Eigenkapital - Evolution oder Revolution in der Versicherungsbranche?
1
Measuring risk in complex stochastic systems
1
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ECONIS (ZBW)
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Black-Scholes, marktkonsistente Bewertung und Risikomaße
Knispel, Thomas
;
Stahl, Gerhard
;
Weber, Stefan
- In:
Die Folgen der Finanzkrise für Regulierung und …
,
(pp. 15-60)
.
2012
Persistent link: https://www.econbiz.de/10009514989
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2
Mean-variance versus mean-VaR and mean-utility spanning
Bodson, Laurent
;
Hübner, Georges
- In:
Stock market volatility
,
(pp. 181-193)
.
2009
Persistent link: https://www.econbiz.de/10003830421
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3
Alternative to the mean-variance asset allocation analysis : a scenario methodology for portfolio selection
Schyns, Michael
;
Hübner, Georges
;
Crama, Yves
- In:
Stock market volatility
,
(pp. 231-253)
.
2009
Persistent link: https://www.econbiz.de/10003830435
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4
Backtesting von Kreditrisikomodellen
Bühler, Wolfgang
;
Engel, Christoph
;
Korn, Olaf
;
Stahl, …
- In:
Kreditrisikomanagement : Kernbereiche, Aufsicht und …
,
(pp. 181-217)
.
2002
Persistent link: https://www.econbiz.de/10001720337
Saved in:
5
Backtesting in Action
Stahl, Gerhard
;
Traber, Uwe
;
Dietz, Thomas
- In:
Kreditrisikomanagement : Kernbereiche, Aufsicht und …
,
(pp. 219-241)
.
2002
Persistent link: https://www.econbiz.de/10001720339
Saved in:
6
Backtesting beyond VaR
Härdle, Wolfgang
;
Stahl, Gerhard
- In:
Measuring risk in complex stochastic systems
,
(pp. 119-130)
.
2000
Persistent link: https://www.econbiz.de/10001579728
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