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subject:"Risikomanagement"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of banking & finance"
~person:"Dias, Alexandra"
~person:"Melenberg, Bertrand"
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Search: subject_exact:"Risk management"
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Risikomanagement
Risk management
9
Theorie
6
Theory
6
Risikomaß
5
Risk measure
5
Portfolio selection
3
Portfolio-Management
3
Basel Accord
2
Basler Akkord
2
Risiko
2
Risk
2
Statistical distribution
2
Statistische Verteilung
2
Value-at-Risk
2
Ausreißer
1
Capital income
1
Capital requirements
1
Capitalism
1
Conditional Value-at-Risk
1
Derivat
1
Derivative
1
Estimation
1
Financial crises
1
Financial crisis
1
Finanzkrise
1
Kapitalbedarf
1
Kapitaleinkommen
1
Kapitalismus
1
Market capitalization
1
Multi-asset portfolios
1
Multivariate extreme value theory
1
Option pricing theory
1
Optionspreistheorie
1
Outliers
1
Portfolio tail probability
1
Probability theory
1
Quantitative risk management
1
Schätzung
1
Statistical test
1
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English
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Dias, Alexandra
Melenberg, Bertrand
Breuer, Thomas
4
Embrechts, Paul
3
Fernando, Chitru S.
3
Fiordelisi, Franco
3
Kerkhof, Jeroen
3
McNeil, Alexander J.
3
Pérignon, Christophe
3
Schumacher, Hans
3
Smith, Stephen Drew
3
Summer, Martin
3
Vanini, Paolo
3
Weiß, Gregor
3
Adam, Tim
2
Alexander, Gordon J.
2
Armstrong, John
2
Baptista, Alexandre M.
2
Barakat, Ahmed
2
Bernard, Carole
2
Brigo, Damiano
2
Callen, Jeffrey L.
2
Chen, Ren-Raw
2
Chen, Tsung-Kang
2
Csóka, Péter
2
Cummins, John David
2
Daníelsson, Jón
2
Dionne, Georges
2
Eckles, David L.
2
Einmahl, John H. J.
2
Gatzert, Nadine
2
Herings, Peter Jean-Jacques
2
Hoyt, Robert E.
2
Hunter, William Curt
2
Hurlin, Christophe
2
Jandačka, Martin
2
Júdice, Pedro
2
Kerkhof, Franciscus Lambertus Johannes
2
Lehar, Alfred
2
Leippold, Markus
2
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Center for Economic Research <Tilburg>
3
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Discussion paper / Center for Economic Research, Tilburg University
Journal of banking & finance
The European journal of finance
2
CentER Discussion Paper Series
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
International Journal for Re-Views in Empirical Economics : IREE
1
Netspar Discussion Paper
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
9
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1
The economic value of controlling for large losses in portfolio selection
Dias, Alexandra
- In:
Journal of banking & finance
72
(
2016
),
pp. 81-91
Persistent link: https://www.econbiz.de/10011637057
Saved in:
2
Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra
- In:
Journal of banking & finance
49
(
2014
),
pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
Saved in:
3
Market capitalization and Value-at-Risk
Dias, Alexandra
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5248-5260
Persistent link: https://www.econbiz.de/10010343742
Saved in:
4
Testing expected shortfall models for derivative positions
Kerkhof, Jeroen
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773733
Saved in:
5
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
Saved in:
6
Backtesting for risk-based regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733005
Saved in:
7
Model risk and capital reserves
Kerkhof, Franciscus Lambertus Johannes
;
Melenberg, Bertrand
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 267-279
Persistent link: https://www.econbiz.de/10003906302
Saved in:
8
Testing for mean-coherent regular risk spanning
Melenberg, Bertrand
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003096956
Saved in:
9
Backtesting for risk-based regulatory capital
Kerkhof, Franciscus Lambertus Johannes
;
Melenberg, Bertrand
- In:
Journal of banking & finance
28
(
2004
)
8
,
pp. 1845-1865
Persistent link: https://www.econbiz.de/10002118324
Saved in:
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