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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Applied quantitative finance"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference proceedings"
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Estimation
Public choice
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Theorie
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Theory
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Overbeck, Ludger
4
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Härdle, Wolfgang
2
Chen, R.B.
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Fengler, Matthias
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Applied quantitative finance
The encyclopedia of public choice ; Vol. 1
15
Investment management and financial management
14
The Oxford handbook of public choice ; volume 1
12
Valuation, financial modeling, and quantitative tools
11
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Optimizing optimization : the next generation of optimization applications and theory
10
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
10
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
9
Handbook of social choice and welfare ; Vol. 2
9
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
9
Perspectives on public choice : a handbook
9
Public choice
9
The handbook of fixed income securities
9
(1996). - XVI, 247 S. : graph. Darst. - Enth. 8 Beitr.
8
Institutions and political choice : on the limits of rationality
8
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
8
Quantitative fund management
8
The Oxford handbook of public choice ; volume 2
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Advanced bond portfolio management : best practices in modeling and strategies
7
Advances in political economy : institutions, modelling and empirical analysis
7
Advances in risk management
7
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
7
Handbook of heavy tailed distributions in finance
7
Handbook of social choice and welfare ; Vol. 1
7
Method and morals in constitutional economics : essays in honor of James M. Buchanan
7
Multiple criteria decision making in finance, insurance and investment
7
Research handbook on public choice and public law
7
Risk management for central bank foreign reserves
7
The Oxford handbook of the economics of peace and conflict
7
The political economy of reform
7
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
6
Decision making and risk/return optimization in financial economics
6
Financial markets : imperfect information and risk management
6
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
6
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
6
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
6
Managerial multiple objective optimization
6
Modelling techniques for financial markets and bank management
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ECONIS (ZBW)
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1
Multivariate volatility models
Fengler, Matthias
;
Herwartz, Helmut
;
Raters, F. H. C.
- In:
Applied quantitative finance
,
(pp. 25-37)
.
2017
Persistent link: https://www.econbiz.de/10011794951
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2
Portfolio selection with spectral risk measures
Huang, S.F.
;
Lin, H.C.
;
Lin, T.Y.
- In:
Applied quantitative finance
,
(pp. 39-56)
.
2017
Persistent link: https://www.econbiz.de/10011794952
Saved in:
3
Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo
Duan, Jin-Chuan
;
Wang, W.-T.
- In:
Applied quantitative finance
,
(pp. 73-91)
.
2017
Persistent link: https://www.econbiz.de/10011794954
Saved in:
4
Risk measurement with spectral capital allocation
Overbeck, Ludger
;
Sokolova, M.
- In:
Applied quantitative finance
,
(pp. 93-111)
.
2017
Persistent link: https://www.econbiz.de/10011794955
Saved in:
5
Market based credit rating and its applications
Tsay, Ruey S.
;
Zhu, H.
- In:
Applied quantitative finance
,
(pp. 113-128)
.
2017
Persistent link: https://www.econbiz.de/10011794956
Saved in:
6
Using public information to predict corporate default risk
Peng, C.N.
;
Lin, J.L.
- In:
Applied quantitative finance
,
(pp. 129-151)
.
2017
Persistent link: https://www.econbiz.de/10011794957
Saved in:
7
Stress testing in credit portfolio models
Kalkbrener, M.
;
Overbeck, Ludger
- In:
Applied quantitative finance
,
(pp. 153-176)
.
2017
Persistent link: https://www.econbiz.de/10011794959
Saved in:
8
Penalized independent factor
Chen, Y.
;
Chen, R.B.
;
Qiang, He
- In:
Applied quantitative finance
,
(pp. 177-206)
.
2017
Persistent link: https://www.econbiz.de/10011794960
Saved in:
9
Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger
;
Wagner, Christoph
- In:
Applied quantitative finance
,
(pp. 207-221)
.
2017
Persistent link: https://www.econbiz.de/10011794963
Saved in:
10
Modeling dependencies with copulae
Härdle, Wolfgang
;
Okhrin, Ostap
;
Okhrin, Yarema
- In:
Applied quantitative finance
,
(pp. 3-36)
.
2009
Persistent link: https://www.econbiz.de/10003745932
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