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~subject:"Financial services"
~subject:"Risikomaß"
~subject:"Weight Estimation"
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Financial services
Risikomaß
Weight Estimation
Estimation risk
41
estimation risk
37
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29
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28
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25
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23
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23
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20
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17
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Chávez-Bedoya, Luis
3
Francq, Christian
3
Kempf, Alexander
3
Memmel, Christoph
3
Zakoïan, Jean-Michel
3
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2
Pliszka, Kamil
2
Rosales, Francisco
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Mills, Ebenezer Atta
1
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1
Sibbertsen, Philipp
1
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1
Stahl, Gerhard
1
Wang, Zheqi
1
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1
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1
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Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
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Journal of risk
2
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1
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1
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European journal of operational research : EJOR
1
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1
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1
Journal of business economics and management
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Journal of commodity markets
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ECONIS (ZBW)
15
RePEc
2
EconStor
1
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1
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
2
A Bayesian perspective on commodity style integration
Fuertes, Ana María
;
Zhao, Nan
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014426739
Saved in:
3
The measure of model risk in credit capital requirements
Baviera, Roberto
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494868
Saved in:
4
Orthogonal portfolios to assess
estimation
risk
Chávez-Bedoya, Luis
;
Rosales, Francisco
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 906-937
Persistent link: https://www.econbiz.de/10013342794
Saved in:
5
Model and
estimation
risk
in credit risk stress tests
Grundke, Peter
;
Pliszka, Kamil
;
Tuchscherer, Michael
-
2019
probabilities are less exposed to model and
estimation
risk
. In addition, the risk horizon over which the stress default …
Persistent link: https://www.econbiz.de/10011981523
Saved in:
6
Reduction of
estimation
risk
in optimal portfolio choice using redundant constraints
Chávez-Bedoya, Luis
;
Rosales, Francisco
- In:
International review of financial analysis
78
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013255695
Saved in:
7
Model and
estimation
risk
in credit risk stress tests
Grundke, Peter
;
Pliszka, Kamil
;
Tuchscherer, Michael
- In:
Review of quantitative finance and accounting
55
(
2020
)
1
,
pp. 163-199
Persistent link: https://www.econbiz.de/10012233223
Saved in:
8
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
9
Reducing
estimation
risk
using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
Saved in:
10
Estimation
risk
for value-at-risk and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Saved in:
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