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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~isPartOf:"Finance and stochastics"
~subject:"Estimation theory"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Estimation theory
Stochastischer Prozess
Risikomaß
44
Risk measure
44
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39
Theory
39
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24
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24
Portfolio selection
23
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Huschens, Stefan
5
Höse, Steffi
4
Ararat, Çağın
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Chong, Wing Fung
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Embrechts, Paul
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Emmer, Susanne
1
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Hu, Ying
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Dresdner Beiträge zu quantitativen Verfahren
Finance and stochastics
Insurance / Mathematics & economics
42
European journal of operational research : EJOR
34
Journal of risk
22
Journal of econometrics
17
International journal of theoretical and applied finance
14
Risks : open access journal
13
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11
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Finance research letters
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INFORMS journal on computing : JOC
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International journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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Computers & operations research : and their applications to problems of world concern ; an international journal
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SFB 649 discussion paper
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ECONIS (ZBW)
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1
Set-valued risk measures as backward stochastic difference inclusions and equations
Ararat, Çağın
;
Feinstein, Zachary
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10012433511
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2
An ergodic BSDE approach to forward entropic risk measures : representation and large-maturity behavior
Chong, Wing Fung
;
Hu, Ying
;
Liang, Gechun
; …
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 239-273
Persistent link: https://www.econbiz.de/10012023715
Saved in:
3
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
4
Stochastic orders and non-Gaussian risk factor models
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441203
Saved in:
5
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
Saved in:
6
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
7
Bounds for functions of dependent risks
Embrechts, Paul
;
Puccetti, Giovanni
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 341-352
Persistent link: https://www.econbiz.de/10003380013
Saved in:
8
Optimal portfolios when stock prices follow an exponential Lévy process
Emmer, Susanne
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 17-44
Persistent link: https://www.econbiz.de/10001910678
Saved in:
9
Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
-
1998
-
2. Ausg
Persistent link: https://www.econbiz.de/10000996150
Saved in:
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