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~subject:"Risikomaß"
~subject:"Weight Estimation"
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Search: subject:"Estimation risk"
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Risikomaß
Weight Estimation
Estimation risk
41
estimation risk
37
Portfolio selection
29
Portfolio-Management
28
Risiko
25
Risk
23
Theorie
23
Theory
20
Schätzung
18
Estimation
17
Schätztheorie
14
Estimation theory
13
Estimation Risk
12
Risk measure
12
Risikomanagement
9
Capital income
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Kapitaleinkommen
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Risk management
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CAPM
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Bank risk
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Bankrisiko
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Kreditrisiko
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Modellierung
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Portfolio optimization
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Scientific modelling
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Statistical distribution
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Statistische Verteilung
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Änderungsrisiko
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Basel multiplication factor
4
Bayes-Statistik
4
Bayesian inference
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Credit risk
4
Financial services
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Finanzdienstleistung
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GARCH
4
Markov Chain Monte Carlo
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Option pricing theory
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English
13
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Chávez-Bedoya, Luis
3
Francq, Christian
3
Kempf, Alexander
3
Memmel, Christoph
3
Zakoïan, Jean-Michel
3
Rosales, Francisco
2
Baviera, Roberto
1
Bertram, Philip
1
Birge, John R.
1
Cantin, Loïc
1
Fuertes, Ana María
1
Hurlin, Christophe
1
Kabaila, Paul
1
Laurent, Sébastien
1
Mainzer, Rheanna
1
Mills, Ebenezer Atta
1
Quaedvlieg, Rogier
1
Sibbertsen, Philipp
1
Smeekes, Stephan
1
Stahl, Gerhard
1
Yu, Bo
1
Yu, Jie
1
Zhao, Nan
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Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
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Journal of risk
2
Annals of economics and statistics
1
CFR Working Paper
1
CFR Working Papers
1
Finance research letters
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business economics and management
1
Journal of commodity markets
1
Journal of econometrics
1
Schmalenbach Business Review (sbr)
1
The journal of asset management
1
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ECONIS (ZBW)
12
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
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:
6
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:
7
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:
8
Scaled and stable mean-variance-EVaR portfolio selection strategy with proportional transaction costs
Mills, Ebenezer Atta
;
Yu, Bo
;
Yu, Jie
- In:
Journal of business economics and management
18
(
2017
)
4
,
pp. 561-584
Persistent link: https://www.econbiz.de/10011780733
Saved in:
9
Risk measure inference
Hurlin, Christophe
;
Laurent, Sébastien
;
Quaedvlieg, Rogier
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 499-512
Persistent link: https://www.econbiz.de/10011893687
Saved in:
10
Looking for efficient QML estimation of conditional VaRs at multiple risk levels
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 9-28
Persistent link: https://www.econbiz.de/10011592728
Saved in:
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