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~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~institution:"Universität Mannheim"
~subject:"Extremal Index"
~subject:"Portfolio-Management"
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Extremal Index
Portfolio-Management
Risikomaß
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
Universität Mannheim
National Bureau of Economic Research
4
Basel Committee on Banking Supervision
3
Friedrich-Schiller-Universität Jena
3
University of Canterbury / Dept. of Economics and Finance
2
Columbia University / Graduate School of Business
1
Edward Elgar Publishing
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Technische Universität Chemnitz
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University of York / Department of Economics and Related Studies
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Universität Heidelberg / Wirtschaftswissenschaftliche Fakultät
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Universität Kaiserslautern / Fachbereich Mathematik
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Université de Lausanne / Institut de gestion bancaire et financière
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Verlag Wissenschaft & Praxis Dr. Brauner GmbH
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Walter de Gruyter GmbH & Co. KG
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Tail risk managed investment strategies
Rickenberg, Lars
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2020
Persistent link: https://www.econbiz.de/10012483347
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2
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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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
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4
Quantilbasierte Wertsicherungsstrategien mit Futures
Pekelis, Alexandr
-
2018
Persistent link: https://www.econbiz.de/10012002196
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