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~subject:"Risikomanagement"
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Risikomanagement
Risikomaß
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Risk measure
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Portfolio selection
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Portfolio-Management
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Forecasting model
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Prognoseverfahren
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Statistical test
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1999-2009
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Aktienindex
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Ziggel, Daniel
7
Bissantz, Nicolai
4
Steinorth, Verena
3
Berens, Tobias
2
Weiß, Gregor
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Wied, Dominik
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Bissantz, Kathrin
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
AStA Wirtschafts- und Sozialstatistisches Archiv
1
Journal of banking & finance
1
The journal of asset management
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Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft
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ECONIS (ZBW)
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1
An innovative risk management methodology for trading equity indices based on change points
Gösmann, Josua
;
Ziggel, Daniel
- In:
The journal of asset management
19
(
2018
)
2
,
pp. 99-109
Persistent link: https://www.econbiz.de/10011847695
Saved in:
2
A new set of improved value-at-risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
-
2013
Persistent link: https://www.econbiz.de/10009793506
Saved in:
3
Stabilität von Diversifikationseffekten im Markowitz-Modell
Bissantz, Nicolai
;
Steinorth, Verena
;
Ziggel, Daniel
-
2010
Persistent link: https://www.econbiz.de/10008839862
Saved in:
4
Diversification effects between stock indices
Bissantz, Kathrin
;
Bissantz, Nicolai
;
Ziggel, Daniel
-
2010
Persistent link: https://www.econbiz.de/10008840762
Saved in:
5
A new set of improved Value-at-Risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of banking & finance
48
(
2014
),
pp. 29-41
Persistent link: https://www.econbiz.de/10010506942
Saved in:
6
Stabilität von Diversifikationseffekten im Markowitz-Modell
Bissantz, Nicolai
;
Steinorth, Verena
;
Ziggel, Daniel
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
5
(
2011
)
2
,
pp. 145-157
Persistent link: https://www.econbiz.de/10009299459
Saved in:
7
Stabilität von Diversifikationseffekten im Markowitz-Modell
Bissantz, Nicolai
;
Steinorth, Verena
;
Ziggel, Daniel
- In:
AStA Wirtschafts- und Sozialstatistisches Archiv
5
(
2011
)
2
,
pp. 145-157
Persistent link: https://www.econbiz.de/10009324609
Saved in:
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