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subject:"Risikomaß"
type_genre:"Working Paper"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~isPartOf:"LSF research working paper series"
~subject:"Welt"
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Risikomaß
Welt
Risikomanagement
12
Risk management
12
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1
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1
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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CORE discussion paper : DP
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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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
Saved in:
2
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
Jin, Xisong
;
Lehnert, Thorsten
-
2017
Persistent link: https://www.econbiz.de/10011817658
Saved in:
3
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:
4
A new set of improved value-at-risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
-
2013
Persistent link: https://www.econbiz.de/10009793506
Saved in:
5
Diversification effects between stock indices
Bissantz, Kathrin
;
Bissantz, Nicolai
;
Ziggel, Daniel
-
2010
Persistent link: https://www.econbiz.de/10008840762
Saved in:
6
Volatility concepts and risk management tools
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
-
2015
Persistent link: https://www.econbiz.de/10011547074
Saved in:
7
Modeling international financial returns with a multivariate regime switching copula
Chollete, Loran
;
Heinen, Andréas
;
Valdesogo, Alfonso
-
2008
Persistent link: https://www.econbiz.de/10003702731
Saved in:
8
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
-
2003
Persistent link: https://www.econbiz.de/10001791292
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