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~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~institution:"Universität Mannheim"
~subject:"Portfolio selection"
~subject:"Risk measure"
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Portfolio selection
Risk measure
Risikomaß
5
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3
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3
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Albrecht, Peter
3
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Huggenberger, Markus
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
Universität Mannheim
National Bureau of Economic Research
13
Springer Fachmedien Wiesbaden
7
Basel Committee on Banking Supervision
6
HAL
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
3
Friedrich-Schiller-Universität Jena
3
Pensions Institute
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Springer-Verlag GmbH
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Federal Reserve Bank of San Francisco
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Instituto Valenciano de Investigaciones Económicas
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Instituto sobre Desarrollo Empresarial (INDEM), Universidad Carlos III de Madrid
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International Center for Financial Asset Management and Engineering
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Universität Konstanz
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Tail risk managed investment strategies
Rickenberg, Lars
-
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
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
Quantilbasierte Wertsicherungsstrategien mit Futures
Pekelis, Alexandr
-
2018
Persistent link: https://www.econbiz.de/10012002196
Saved in:
5
Quantifizierung und Analyse des Kapitalbedarfs für Marktpreisrisiken
Huggenberger, Markus
-
2016
Persistent link: https://www.econbiz.de/10011525434
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