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subject:"Portfolio-Management"
subject:"Theorie"
~isPartOf:"Finance and stochastics"
~person:"Farkas, Walter"
~person:"Höing, Andrea"
~subject:"Mathematical finance"
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Portfolio-Management
Theorie
Mathematical finance
Risikomanagement
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Farkas, Walter
Höing, Andrea
Embrechts, Paul
2
Højgaard, Bjarne
2
Taksar, Michael I.
2
Wang, Ruodu
2
Asmussen, Søren
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Bernard, Carole
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Constantinescu, Corina
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Kevkhishvili, Rusudan
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Finance and stochastics
Research paper series / Swiss Finance Institute
5
Swiss Finance Institute Research Paper
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Insurance / Mathematics & economics
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The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
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Beyond cash-additive risk measures : when changing the numéraire fails
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 145-173
Persistent link: https://www.econbiz.de/10010235455
Saved in:
2
Using copulae to bound the Value-at-Risk for functions of dependent risks
Embrechts, Paul
;
Höing, Andrea
;
Juri, Alessandro
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 145-167
Persistent link: https://www.econbiz.de/10001762730
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