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~person:"Dowd, Kevin"
~person:"Huschens, Stefan"
~subject:"Bank risk"
~subject:"Estimation theory"
~subject:"Risk management"
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Bank risk
Estimation theory
Risk management
Risikomaß
47
Risk measure
47
Theorie
37
Theory
37
Risiko
15
Risk
15
Portfolio selection
10
Portfolio-Management
10
Risikomanagement
10
Value at Risk
10
Kreditrisiko
9
Messung
9
Credit risk
8
Measurement
8
Schätztheorie
8
Bankrisiko
5
Marktrisiko
4
Analysis of variance
3
Expected Shortfall
3
Financial Futures
3
Maßzahl
3
Simulation
3
Spectral risk measures
3
Statistical distribution
3
Statistical measures
3
Statistical method
3
Statistische Methode
3
Statistische Verteilung
3
Varianzanalyse
3
Agriculture
2
Asset-liability management
2
Ausreißer
2
Bilanzstrukturmanagement
2
Definition
2
Factor analysis
2
Faktorenanalyse
2
Landwirtschaft
2
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1
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Book / Working Paper
11
Article
7
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Arbeitspapier
7
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7
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7
Working Paper
7
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4
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4
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3
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1
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Language
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English
13
German
5
Author
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Dowd, Kevin
Huschens, Stefan
Stoja, Evarist
28
McAleer, Michael
26
Polanski, Arnold
20
Wang, Ruodu
20
Embrechts, Paul
16
Härdle, Wolfgang
15
Hammoudeh, Shawkat
14
Mao, Tiantian
14
Escanciano, Juan Carlos
12
Ardia, David
11
Farkas, Walter
11
Broll, Udo
10
Righi, Marcelo Brutti
10
Allen, David E.
9
Christoffersen, Peter F.
9
Daníelsson, Jón
9
Kratz, Marie
9
Lönnbark, Carl
9
Manganelli, Simone
9
Cai, Jun
8
Ceretta, Paulo Sergio
8
Diebold, Francis X.
8
Dionne, Georges
8
Fabozzi, Frank J.
8
Francq, Christian
8
Giudici, Paolo
8
Gouriéroux, Christian
8
Janabi, Mazin A. M. al
8
Liu, Haiyan
8
Olson, David L.
8
Puccetti, Giovanni
8
Pérez Amaral, Teodosio
8
Rüschendorf, Ludger
8
Schienle, Melanie
8
Stulz, René M.
8
Tan, Ken Seng
8
Urga, Giovanni
8
Vanduffel, Steven
8
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Institution
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
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Dresdner Beiträge zu quantitativen Verfahren
7
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Journal of agricultural economics
1
Journal of financial services research : JFSR
1
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
1
Review of managerial science
1
The real life guide to accounting research : a behind the scenes view of using qualitative research methods
1
Valuation, financial modeling, and quantitative tools
1
Wiley frontiers in finance
1
Wiley series in frontiers in finance
1
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ECONIS (ZBW)
18
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1
"Spectral risk measures: properties and limitations" : comment on Dowd, Cotter, and Sorwar
Brandtner, Mario
- In:
Journal of financial services research : JFSR
49
(
2016
)
1
,
pp. 121-131
Persistent link: https://www.econbiz.de/10011591964
Saved in:
2
Extreme Measures of Agricultural Financial Risk
Cotter, John
-
2009
agricultural financial risk for corn and soybean production in the US:
Value
at
Risk
(VaR), Expected Shortfall (ES) and Spectral …
Persistent link: https://www.econbiz.de/10013153385
Saved in:
3
Stochastic orders and non-Gaussian risk factor models
Höse, Steffi
;
Huschens, Stefan
- In:
Review of managerial science
7
(
2013
)
2
,
pp. 99-140
Persistent link: https://www.econbiz.de/10009717183
Saved in:
4
Extreme measures of agricultural financial risk
Morgan, C. W.
;
Cotter, John
;
Dowd, Kevin
- In:
Journal of agricultural economics
63
(
2012
)
1
,
pp. 65-82
Persistent link: https://www.econbiz.de/10009504666
Saved in:
5
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
;
Huschens, Stefan
- In:
Operations research proceedings 2010 : selected papers …
,
(pp. 111-116)
.
2011
Persistent link: https://www.econbiz.de/10009270870
Saved in:
6
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
7
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
Saved in:
8
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
9
Model risk
Dowd, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003765457
Saved in:
10
Qualitative dimensions in finance and risk management research
Dowd, Kevin
- In:
The real life guide to accounting research : a behind …
,
(pp. 509-523)
.
2008
Persistent link: https://www.econbiz.de/10003848951
Saved in:
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