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~person:"Albrecht, Peter"
~person:"Giot, Pierre"
~subject:"Germany"
~subject:"Hedging"
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Albrecht, Peter
Giot, Pierre
Härdle, Wolfgang
6
Ahelegbey, Daniel Felix
5
Kang, Sang Hoon
5
Mensi, Walid
5
Prinzler, Ralf
5
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Giudici, Paolo
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Hammoudeh, Shawkat
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3
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3
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Marzban, Saeed
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3
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3
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Mannheimer Manuskripte zu Risikotheorie, Portfolio Management und Versicherungswirtschaft
4
Asian Finance Association (AsianFA) 2015 Conference Paper
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finanzintermediation : theoretische, wirtschaftspolitische und praktische Aspekte aktueller Entwicklungen im Bank- und Börsenwesen : Festschrift für Professor Dr. Wolfgang Gerke zum sechzigsten Geburtstag
1
Journal of applied econometrics
1
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1
Risk management : challenge and opportunity ; with 125 tables
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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ECONIS (ZBW)
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1
Tail Risk Hedging and Regime Switching
Huggenberger, Markus
-
2016
We analyze hedging strategies that minimize tail risk measured by
Value-at-Risk
(VaR) or Conditional-
Value-at-Risk
…
Persistent link: https://www.econbiz.de/10013008471
Saved in:
2
Quantilbasierte Wertsicherungsstrategien mit Futures
Pekelis, Alexandr
-
2018
Persistent link: https://www.econbiz.de/10012002196
Saved in:
3
Safety first-Portfoliooptimierung bei Beschränkung des Conditional
Value
at
Risk
Albrecht, Peter
-
2012
Persistent link: https://www.econbiz.de/10009578725
Saved in:
4
Conditional
value
at
risk
-minimale future hedges
Albrecht, Peter
-
2012
Persistent link: https://www.econbiz.de/10009742092
Saved in:
5
VaR- and CVaR-minimal futures hedging strategies : an analytical approach
Albrecht, Peter
;
Huggenberger, Markus
;
Pekelis, Alexandr
-
2011
Persistent link: https://www.econbiz.de/10009316225
Saved in:
6
Theoretische Grundlagen des Minimum-
Value
at
Risk
-Hedges
Albrecht, Peter
-
2010
Persistent link: https://www.econbiz.de/10008903635
Saved in:
7
Zur Theorie des
Value
at
Risk
-minimalen Hedges
Albrecht, Peter
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
63
(
2011
)
1
,
pp. 2-18
Persistent link: https://www.econbiz.de/10008841087
Saved in:
8
Value-at-risk
for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001596369
Saved in:
9
Asset/liability management of German life insurance companies: a
value-at-risk
approach in the presence of interest rate guarantees
Albrecht, Peter
;
Weber, Carsten
- In:
Risk management : challenge and opportunity ; with 125 …
,
(pp. 407-419)
.
2005
Persistent link: https://www.econbiz.de/10002448077
Saved in:
10
How large is liquidity risk in an automated auction market?
Giot, Pierre
;
Grammig, Joachim
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 867-887
Persistent link: https://www.econbiz.de/10003233768
Saved in:
1
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