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subject:"Credit risk"
subject:"Derivat <Wertpapier>"
~institution:"International Center for Financial Asset Management and Engineering"
~subject:"Risikomanagement"
~type_genre:"Conference proceedings"
~type_genre:"Working Paper"
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Credit risk
Derivat <Wertpapier>
Risikomanagement
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Nichtparametrisches Verfahren
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Fermanian, Jean-David
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International Center for Financial Asset Management and Engineering
International Association for the Study of Insurance Economics
22
National Bureau of Economic Research
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Center for Economic Research <Tilburg>
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Roundtable on Safety Management Systems <2017, Paris>
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Weltbank
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Institute of Finance and Accounting <London>
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Bundesverband Credit Management
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Iowa State University / Center for Agricultural and Rural Development
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Bank für Internationalen Zahlungsausgleich
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Conference on ESRB at 1 <1, 2011, Berlin>
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of Atlanta
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Federal Reserve Bank of Chicago
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Foerder Institute for Economic Research <Tēl-Āvîv>
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Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
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Institut der Wirtschaftsprüfer in Deutschland
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International Monetary Fund
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Mesago Messe Frankfurt
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Münsteraner Gesprächskreis Rechnungslegung und Prüfung
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Robert Schuman Centre for Advanced Studies
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Trinity College Dublin / Department of Economics
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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
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2
The maximum drawdown as a risk measure : the role of real estate in the optimal portfolio revisited
Hamelink, Foort
(
contributor
);
Hoesli, Martin
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791461
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