//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Society for Computational Economics - SCE"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Expected Shortfall"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Value-at-Risk
2
APARCH
1
Applied Numerical Analysis
1
Expected Shortfall
1
Expected short-fall
1
Quadratic Portfolios of Equities
1
Skewed Student distribution
1
short trading
1
more ...
less ...
Type of publication
All
Book / Working Paper
2
Language
All
Undetermined
2
Author
All
Giot, Pierre
1
KAMDEM, Jules SADEFO
1
S»bastien Laurent
1
Institution
All
Society for Computational Economics - SCE
National Bureau of Economic Research
13
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
12
Basel Committee on Banking Supervision
7
Springer Fachmedien Wiesbaden
7
HAL
6
Business School, University of Sydney
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Friedrich-Schiller-Universität Jena
3
Geary Institute, University College Dublin
3
Pensions Institute
3
Springer-Verlag GmbH
3
Swiss Finance Institute
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Tinbergen Instituut
3
Universität Mannheim
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
CESifo
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Deutsche Bundesbank
2
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
2
Federal Reserve Bank of San Francisco
2
Instituto Valenciano de Investigaciones Económicas
2
International Center for Financial Asset Management and Engineering
2
School of Economics and Finance, Tasmanian School of Business and Economics
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Universität Konstanz
2
Verlag Dr. Kovač
2
Banco Central do Brasil
1
Banco de la Republica de Colombia
1
Bank of Japan
1
Bank-Verlag GmbH
1
Bergische Universität Wuppertal
1
Berliner Wissenschafts-Verlag
1
Books on Demand GmbH <Norderstedt>
1
Boston College / Department of Economics
1
Center for Applied Economics and Policy Research (CAEPR), Department of Economics
1
more ...
less ...
Published in...
All
Computing in Economics and Finance 2001
1
Computing in Economics and Finance 2004
1
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Value-at-Risk and
Expected
Shortfall
for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors
KAMDEM, Jules SADEFO
-
Society for Computational Economics - SCE
-
2004
the
expected
shortfall
and Value-at-Risk of a quadratic portfolio of securities (i.e equities) without the Delta and Gamma …
Persistent link: https://www.econbiz.de/10005706570
Saved in:
2
VALUE-AT-RISK FOR LONG AND SHORT TRADING POSITIONS
Giot, Pierre
;
S»bastien Laurent
-
Society for Computational Economics - SCE
-
2001
, NASDAQ, NIKKEI and SMI stock indexes. We also compute the
expected
short-fall
and the average multiple of tail event to risk …
Persistent link: https://www.econbiz.de/10005132864
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->