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~source:"econis"
~subject:"Estimation theory"
~subject:"Risikomaß"
~subject:"Risk"
~type_genre:"Aufsatz im Buch"
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Estimation theory
Risikomaß
Risk
Risk measure
401
Theorie
196
Theory
196
Portfolio selection
119
Portfolio-Management
119
Risikomanagement
107
Risk management
107
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65
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55
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55
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54
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54
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43
Kreditrisiko
43
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36
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36
Estimation
36
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36
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27
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25
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24
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15
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Aufsatz im Buch
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4,483
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4,483
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1,108
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1,108
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1,033
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1,033
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402
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218
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162
Collection of articles of several authors
53
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53
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37
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Locarek-Junge, Hermann
7
Dowd, Kevin
5
Huschens, Stefan
5
Straßberger, Mario
5
Härdle, Wolfgang
4
Stahl, Gerhard
4
Theiler, Ursula
4
Eufinger, Christian
3
Hommel, Ulrich
3
Johanning, Lutz
3
Prinzler, Ralf
3
Richter, Björn
3
Songsak Sriboonchitta
3
Albrecht, Peter
2
Bakiev, Djamshid
2
Berens, Tobias
2
Broll, Udo
2
Brunnermeier, Markus Konrad
2
Bühler, Wolfgang
2
Caillault, Cyril
2
Chen, Shi
2
Chiou, Wan-jiun Paul
2
Christoffersen, Peter F.
2
Culp, Christopher L.
2
El Karoui, Nicole
2
Entrop, Oliver
2
Fabozzi, Frank J.
2
Fantazzini, Dean
2
Gaumert, Uwe
2
Gleißner, Werner
2
Greguš, Michal
2
Holtorf, Claudia
2
Hübner, Georges
2
Jajuga, Krzysztof
2
Janabi, Mazin A. M. al
2
Kaltofen, Daniel
2
Kao, Tzu-Chuan
2
Klüppelberg, Claudia
2
Knobloch, Alois Paul
2
Krokhmal, Pavlo A.
2
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The VaR implementation handbook
18
Applied quantitative finance
10
Handbuch ökonomisches Kapitel
7
Risk management : challenge and opportunity ; with 125 tables
7
Stock market volatility
7
Brennpunkt Risikomanagement und Regulierung
6
Marktrisikoregulierung im Umbruch
6
Quantitative fund management
5
Soft computing for risk evaluation and management : applications in technology, environment and finance
5
Basel III, Risikomanagement und neue Bankenaufsicht
4
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
4
Risk management approaches in engineering applications
4
Risk tolerance in financial decision making
4
Application of operations research to financial markets
3
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
3
Econometrics of risk
3
Emerging markets and the global economy
3
Financial econometrics and empirical market microstructure
3
Handbook of heavy tailed distributions in finance
3
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
3
Operations research models in banking management
3
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
3
Risk assessment and financial regulation in emerging markets' banking : trends and prospects
3
Risk management : a modern perspective
3
Risk management : challenge and opportunity : with 37 figures and 46 tables
3
Risk manangement post financial crisis : a period of monetary easing
3
Robustness in econometrics
3
Valuation, financial modeling, and quantitative tools
3
Advanced mathematical methods for finance
2
Advances of OR in commodities and financial modeling
2
Applied optimization and data mining : dedicated to Dr. Panos Pardalos on the occasion of his 60th birthday
2
Commercial banking risk management : regulation in the wake of the financial crisis
2
Computational methods in financial engineering : essays in honour of Manfred Gilli
2
Corporate risk management
2
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
2
Decision making and risk/return optimization in financial economics
2
Developments in forecast combination and portfolio choice
2
Econometric measures of financial risk in high dimensions
2
Essays on financial intermediation
2
Finance and sustainability : towards a new paradigm? ; a post-crisis agenda
2
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ECONIS (ZBW)
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1
Systemic risk : the impact of COVID-19 on the dual banking system in Indonesia
Nugroho, Muh. Rudi
;
Kurnia, Akhmad Syakir
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 83-92)
.
2024
Persistent link: https://www.econbiz.de/10014458483
Saved in:
2
Advancement of optimal portfolio models with short sales and transaction costs : methodology and effectiveness
Chiou, Wan-jiun Paul
;
Yu, Jing-Rung
-
2024
Persistent link: https://www.econbiz.de/10015050077
Saved in:
3
Realized diversification benefits of risk portfolio models
Chiou, Wan-jiun Paul
;
Lee, Wen-Yi
;
Yu, Jing-Rung
-
2024
Persistent link: https://www.econbiz.de/10015045546
Saved in:
4
Analysis and forecast of CPI in China based on LSTM and VAR model
Feng, Hengxiang
- In:
Internet finance and digital economy : advances in …
,
(pp. 339-357)
.
2024
Persistent link: https://www.econbiz.de/10014534119
Saved in:
5
Volatility risk measures and banks' leverage
Anselmi, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015046722
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6
VaR model for managing market risk of portfolio
Pribadi, Firman
;
Surwanti, Arni
;
Shih, Wen-Chung
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 165-172)
.
2023
Persistent link: https://www.econbiz.de/10014462381
Saved in:
7
Got crypto? : evidence from Markowitz, Kataoka, and conditional
value-at-risk
models
Du, Lanqing
;
Lee, Jinwook
;
Kim, Namjong
;
Choi, Paul Moon Sub
- In:
Fintech, pandemic, and the financial system : …
,
(pp. 113-143)
.
2023
Persistent link: https://www.econbiz.de/10014245458
Saved in:
8
A market crash or tail risk? : heavy tails and asymmetry of returns in the Chinese stock market
Xing, Zeyu
;
Ibragimov, Rustam Ju.
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 181-205)
.
2023
Persistent link: https://www.econbiz.de/10014315307
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9
Using E from ESG in systemic risk measurement
Dziwok, Ewa
;
Karaś, Marta Anita
;
Stachura, Michał
- In:
Creating value and improving financial performance : …
,
(pp. 85-118)
.
2023
Persistent link: https://www.econbiz.de/10014320786
Saved in:
10
Macroprudential policy to manage systemic risk deriving from financial institutions in Mongolia
Natsagdorj, Narantuya
- In:
Challenges in Fiscal and Monetary Policies in Mongolia
,
(pp. 147-180)
.
2023
Persistent link: https://www.econbiz.de/10014228190
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