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~person:"Huschens, Stefan"
~subject:"Bank risk"
~subject:"Estimation theory"
~subject:"Risikomaß"
~subject:"Risk management"
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Bank risk
Estimation theory
Risikomaß
Risk management
Theorie
21
Theory
21
Risk measure
20
Kreditrisiko
9
Credit risk
8
Schätztheorie
8
Portfolio selection
7
Portfolio-Management
7
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5
Risiko
5
Risk
5
Value at Risk
5
Analysis of variance
3
Maßzahl
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Simulation
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Statistical method
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Asset-liability management
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German
14
English
8
Author
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Huschens, Stefan
McAleer, Michael
107
Allen, David E.
44
Wang, Ruodu
43
Härdle, Wolfgang
39
Stoja, Evarist
37
Fabozzi, Frank J.
32
Pérez Amaral, Teodosio
32
Chang, Chia-Lin
31
Hammoudeh, Shawkat
31
Daníelsson, Jón
29
Dowd, Kevin
28
Polanski, Arnold
27
Vanduffel, Steven
27
Vries, Casper G. de
27
Jiménez-Martín, Juan-Ángel
24
Powell, Robert
24
Righi, Marcelo Brutti
24
Rosazza Gianin, Emanuela
23
Embrechts, Paul
22
Račev, Svetlozar T.
22
Rüschendorf, Ludger
22
Caporin, Massimiliano
21
Dhaene, Jan
20
Giot, Pierre
20
Paolella, Marc S.
20
Wied, Dominik
20
Stoyanov, Stoyan V.
19
Albrecht, Peter
18
Bernard, Carole
18
Brandtner, Mario
18
Dionne, Georges
18
Lucas, André
17
Mao, Tiantian
17
Schienle, Melanie
17
Tsanakas, Andreas
17
Boonen, Tim J.
16
Gouriéroux, Christian
16
Kratz, Marie
16
Mittnik, Stefan
16
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
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Dresdner Beiträge zu quantitativen Verfahren
15
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
Dresdner Beiträge zur Betriebswirtschaftslehre
1
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
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
Review of managerial science
1
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ECONIS (ZBW)
22
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1
Risikomaße
Huschens, Stefan
-
2017
Persistent link: https://www.econbiz.de/10013441255
Saved in:
2
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:
3
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:
4
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
5
Stochastic orders and non-Gaussian risk factor models
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441203
Saved in:
6
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
Saved in:
7
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
8
Von der Markt- zur Kreditrisikomessung
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10013440957
Saved in:
9
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:
10
Measuring risk in
value-at-risk
in the presence of infinite variance
Huschens, Stefan
-
1998
Persistent link: https://www.econbiz.de/10013440918
Saved in:
1
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