EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Magnitude of Loss Function"
Narrow search

Narrow search

Year of publication
Subject
All
Alpha Error 2 Backtesting 2 Beta Error 2 Censored Distribution 2 Expected Shortfall 2 Gauss-Test 2 Jarque-Bera 2 Kolmogorov-Smirnov 2 Kuiper 2 Likelihood Ratio 2 Magnitude of Loss Function 2 Market Risk 2 Markow-Test 2 Proportion of Failure 2 Regression 2 Rosenblatt 2 Simulation 2 Time Until First Failure 2 Traffic Light Approach 2 Truncated Distribution 2 Validation 2 Value at Risk 2
more ... less ...
Online availability
All
Free 2
Type of publication
All
Book / Working Paper 2
Type of publication (narrower categories)
All
Working Paper 1
Language
All
German 1 Undetermined 1
Author
All
Cremers, Heinz 2 Mehmke, Fabian 2 Packham, Natalie 2
Institution
All
Frankfurt School of Finance and Management 1
Published in...
All
Frankfurt School - Working Paper Series 2
Source
All
EconStor 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall
Mehmke, Fabian; Cremers, Heinz; Packham, Natalie - 2012
Market risk management is one of the key factors to success in managing financial institutions. Underestimated risk can have desastrous consequences for individual companies and even whole economies, not least as could be seen during the recent crises. Overestimated risk, on the other side, may...
Persistent link: https://www.econbiz.de/10010309829
Saved in:
Cover Image
Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall
Mehmke, Fabian; Cremers, Heinz; Packham, Natalie - Frankfurt School of Finance and Management - 2012
Market risk management is one of the key factors to success in managing financial institutions. Underestimated risk can have desastrous consequences for individual companies and even whole economies, not least as could be seen during the recent crises. Overestimated risk, on the other side, may...
Persistent link: https://www.econbiz.de/10010957485
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...