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subject:"Risikomaß"
type_genre:"Working Paper"
~institution:"International Center for Financial Asset Management and Engineering"
~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~language:"eng"
~type_genre:"Book review"
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Search: subject_exact:"Risk management"
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Risikomaß
Risikomanagement
4
Risk management
4
Risk measure
3
Estimation
2
Measurement
2
Messung
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risk
2
Schätzung
2
Aktienindex
1
Ausreißer
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Credit risk
1
Extremal Index
1
Immobilienfonds
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Independence
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Index
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Index number
1
Kreditrisiko
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Outliers
1
Pension fund
1
Pensionskasse
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Real estate fund
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Risk measures
1
Schweiz
1
Sensitivity analysis
1
Sensitivitätsanalyse
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Statistical distribution
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Statistical test
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Statistische Verteilung
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Statistischer Test
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Stock index
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Switzerland
1
Theorie
1
Theory
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VaR Backtesting
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Working Paper
Book review
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Graue Literatur
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Non-commercial literature
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English
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Bücher, Axel
1
Fermanian, Jean-David
1
Klüppelberg, Claudia
1
Posch, Peter N.
1
Scaillet, Olivier
1
Schmidtke, Philipp
1
Seifert, Miriam
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International Center for Financial Asset Management and Engineering
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
Center for Economic Research <Tilburg>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Trinity College Dublin / Department of Economics
1
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
FAME research paper series
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ECONIS (ZBW)
3
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012035248
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2
Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011921089
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
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