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subject:"Credit risk"
subject:"Derivat <Wertpapier>"
~person:"Scaillet, Olivier"
~subject:"Risikomanagement"
~type_genre:"Working Paper"
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Credit risk
Derivat <Wertpapier>
Risikomanagement
Risk management
9
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Sensitivity analysis
5
Sensitivitätsanalyse
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Nichtlineare Optimierung
4
Nonlinear programming
4
Kreditrisiko
3
Risikomaß
3
Risk measure
3
Statistical distribution
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Statistische Verteilung
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Portfolio-Management
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Scaillet, Olivier
Schuermann, Til
23
McAleer, Michael
17
Pelizzon, Loriana
17
Broll, Udo
16
Kunreuther, Howard
15
Stulz, René M.
15
Vries, Casper G. de
15
Dionne, Georges
14
Acharya, Viral V.
13
Daníelsson, Jón
13
Engle, Robert F.
13
Rochet, Jean-Charles
11
Härdle, Wolfgang
10
Manganelli, Simone
10
Cole, Shawn
8
Lucas, André
8
Michel-Kerjan, Erwann
8
Ongena, Steven
8
Stoja, Evarist
8
Tayan, Brian
8
Adam-Müller, Axel F. A.
7
Farkas, Walter
7
Franke, Günter
7
Giné, Xavier
7
Giudici, Paolo
7
Jung, Hyeyoon
7
Larcker, David F.
7
Merton, Robert C.
7
Mikes, Anette
7
Pesaran, M. Hashem
7
Stroebel, Johannes
7
Bai, Xiwen
6
Bannier, Christina E.
6
Baumgärtner, Stefan
6
Billio, Monica
6
Christoffersen, Peter F.
6
Csóka, Péter
6
Fernández-Villaverde, Jesús
6
Getmansky, Mila
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International Center for Financial Asset Management and Engineering
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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ECONIS (ZBW)
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1
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
Saved in:
2
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
Saved in:
3
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:
4
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003120225
Saved in:
5
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003120541
Saved in:
6
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:
7
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:
8
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
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