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~person:"Huschens, Stefan"
~person:"Mao, Tiantian"
~subject:"Credit risk"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Credit risk
Risikomaß
37
Risk measure
37
Theorie
31
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Risiko
19
Risk
19
Portfolio selection
17
Portfolio-Management
17
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11
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Kreditrisiko
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Huschens, Stefan
Mao, Tiantian
Allen, David E.
19
Powell, Robert
12
Fermanian, Jean-David
9
Rösch, Daniel
7
Scaillet, Olivier
7
Düllmann, Klaus
6
Farkas, Walter
6
McAleer, Michael
6
Scheule, Harald
6
Adrian, Tobias
5
Altman, Edward I.
5
Bernard, Carole
5
De Jonghe, Olivier
5
Duellmann, Klaus
5
Fischer, Matthias
5
Gouriéroux, Christian
5
Grundke, Peter
5
Koch Medina, Pablo
5
Kupiec, Paul H.
5
Rüschendorf, Ludger
5
Shin, Hyun Song
5
Singh, Abhay Kumar
5
Sironi, Andrea
5
Vanduffel, Steven
5
Brady, Brooks
4
Chang, Chia-Lin
4
Härdle, Wolfgang
4
Höse, Steffi
4
Lee, Yong Woong
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Lucas, André
4
Munari, Cosimo
4
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Resti, Andrea
4
Roszbach, Kasper
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Röth, Stefan
4
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Dresdner Beiträge zu quantitativen Verfahren
4
Dresdner Beiträge zur Betriebswirtschaftslehre
1
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
1
Kreditrisikomanagement : Portfoliomodelle und Derivate
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
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ECONIS (ZBW)
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1
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
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2
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
3
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
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
-
2009
Persistent link: https://www.econbiz.de/10013441199
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
Konzeptionelle und statistische Grundlagen der portfolioorientierten Kreditrisikomessung
Huschens, Stefan
;
Locarek-Junge, Hermann
- In:
Kreditrisikomanagement : Portfoliomodelle und Derivate
,
(pp. 25-49)
.
2000
Persistent link: https://www.econbiz.de/10001491328
Saved in:
7
Konzeptionelle und statistische Grundlagen der portfolioorientierten Kreditrisikomessung
Huschens, Stefan
;
Locarek-Junge, Hermann
-
2000
Persistent link: https://www.econbiz.de/10001467735
Saved in:
8
Von der Markt- zur Kreditrisikomessung
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10013440957
Saved in:
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