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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~subject:"Estimation theory"
~subject:"Simulation"
~subject:"Stochastischer Prozess"
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Estimation theory
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Portfolio selection
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Huschens, Stefan
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Höse, Steffi
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Dresdner Beiträge zu quantitativen Verfahren
Insurance / Mathematics & economics
43
European journal of operational research : EJOR
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28
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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Computational Management Science : CMS
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International journal of production research
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Journal of empirical finance
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ECONIS (ZBW)
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Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
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2011
Persistent link: https://www.econbiz.de/10013441202
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2
Stochastic orders and non-Gaussian risk factor models
Höse, Steffi
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2011
Persistent link: https://www.econbiz.de/10013441203
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3
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
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2010
Persistent link: https://www.econbiz.de/10013441191
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4
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
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2009
Persistent link: https://www.econbiz.de/10013441199
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5
Value-at-Risk-Berechnung durch historische Simulation
Huschens, Stefan
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2000
Persistent link: https://www.econbiz.de/10001558047
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6
Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
-
1998
-
2. Ausg
Persistent link: https://www.econbiz.de/10000996150
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