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~isPartOf:"Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops"
~isPartOf:"Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen"
~isPartOf:"Risk management approaches in engineering applications"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
Risk management approaches in engineering applications
The VaR implementation handbook
18
Applied quantitative finance
10
Handbuch ökonomisches Kapitel
7
Risk management : challenge and opportunity ; with 125 tables
7
Stock market volatility
7
Brennpunkt Risikomanagement und Regulierung
6
Marktrisikoregulierung im Umbruch
6
Quantitative fund management
5
Soft computing for risk evaluation and management : applications in technology, environment and finance
5
Basel III, Risikomanagement und neue Bankenaufsicht
4
Risk tolerance in financial decision making
4
Application of operations research to financial markets
3
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
3
Econometrics of risk
3
Emerging markets and the global economy
3
Financial econometrics and empirical market microstructure
3
Handbook of heavy tailed distributions in finance
3
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
3
Operations research models in banking management
3
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
3
Risk assessment and financial regulation in emerging markets' banking : trends and prospects
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Risk management : a modern perspective
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Risk management : challenge and opportunity : with 37 figures and 46 tables
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Risk manangement post financial crisis : a period of monetary easing
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Robustness in econometrics
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Advances of OR in commodities and financial modeling
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Applied optimization and data mining : dedicated to Dr. Panos Pardalos on the occasion of his 60th birthday
2
Commercial banking risk management : regulation in the wake of the financial crisis
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Computational methods in financial engineering : essays in honour of Manfred Gilli
2
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Decision making and risk/return optimization in financial economics
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Developments in forecast combination and portfolio choice
2
Econometric measures of financial risk in high dimensions
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Essays on financial intermediation
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Finance and sustainability : towards a new paradigm? ; a post-crisis agenda
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ECONIS (ZBW)
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1
Superquantile/CVaR risk measures : second-order theory
Rockafellar, Ralph Tyrrell
;
Royset, Johannes O.
- In:
Risk management approaches in engineering applications
,
(pp. 3-28)
.
2018
Persistent link: https://www.econbiz.de/10011869984
Saved in:
2
On the dual representation of coherent risk measures
Ang, Marcus
;
Sun, Jie
;
Yao, Qiang
- In:
Risk management approaches in engineering applications
,
(pp. 29-46)
.
2018
Persistent link: https://www.econbiz.de/10011869997
Saved in:
3
When is tail mean estimation more efficient than tail median? : answers and implications for quantitative risk management
Barnard, Roger W.
;
Pearce, Kent
;
Trindade, A. Alexandre
- In:
Risk management approaches in engineering applications
,
(pp. 47-65)
.
2018
Persistent link: https://www.econbiz.de/10011869998
Saved in:
4
A fair division approach to humanitarian logistics inspired by conditional value-at-risk
Chapman, Amy Givler
;
Mitchell, John E.
- In:
Risk management approaches in engineering applications
,
(pp. 133-151)
.
2018
Persistent link: https://www.econbiz.de/10011870007
Saved in:
5
Konzeptionelle und statistische Grundlagen der portfolioorientierten Kreditrisikomessung
Huschens, Stefan
;
Locarek-Junge, Hermann
- In:
Kreditrisikomanagement : Kernbereiche, Aufsicht und …
,
(pp. 89-114)
.
2002
Persistent link: https://www.econbiz.de/10001720334
Saved in:
6
Backtesting von Kreditrisikomodellen
Bühler, Wolfgang
;
Engel, Christoph
;
Korn, Olaf
;
Stahl, …
- In:
Kreditrisikomanagement : Kernbereiche, Aufsicht und …
,
(pp. 181-217)
.
2002
Persistent link: https://www.econbiz.de/10001720337
Saved in:
7
Backtesting in Action
Stahl, Gerhard
;
Traber, Uwe
;
Dietz, Thomas
- In:
Kreditrisikomanagement : Kernbereiche, Aufsicht und …
,
(pp. 219-241)
.
2002
Persistent link: https://www.econbiz.de/10001720339
Saved in:
8
Institutseigene Risikomodelle unter aufsichtsrechtlichen Aspekten
Dürselen, Karl E.
- In:
Kreditrisikomanagement : Kernbereiche, Aufsicht und …
,
(pp. 243-278)
.
2002
Persistent link: https://www.econbiz.de/10001720343
Saved in:
9
Anmerkungen zur Value-at-Risk-Definition
Huschens, Stefan
- In:
Datamining und computational finance : Ergebnisse des …
,
(pp. 29-41)
.
2000
Persistent link: https://www.econbiz.de/10001484225
Saved in:
10
A new framework for the evaluation of market and credit risk
Kokic, Philip
;
Breckling, Jens
;
Eberlein, Ernst
- In:
Datamining und computational finance : Ergebnisse des …
,
(pp. 51-67)
.
2000
Persistent link: https://www.econbiz.de/10001484266
Saved in:
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