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~person:"Scaillet, Olivier"
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Search: subject:"Risikomanagement"
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Risikomanagement
21
Risk management
12
Nichtparametrisches Verfahren
10
risk management
10
Nonparametric statistics
8
Sensitivity analysis
7
Sensitivitätsanalyse
7
Risikomaß
5
Risk measure
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Credit risk
4
Kreditrisiko
4
Nichtlineare Optimierung
4
Nonlinear programming
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
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3
Estimation theory
3
Portfolio selection
3
Portfolio-Management
3
Schätztheorie
3
Hedging
2
Incomplete markets
2
Multivariate Analyse
2
Schwache Konvergenz
2
Unvollkommener Markt
2
Verlustverteilung
2
Weak convergence
2
Abhängigkeit
1
Bank risk
1
Bankrisiko
1
Copulas
1
Defizit
1
Einkommensverteilung
1
Financial crisis
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Financial services
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Book / Working Paper
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Graue Literatur
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3
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English
21
Author
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Scaillet, Olivier
Gleißner, Werner
98
Broll, Udo
64
Romeike, Frank
62
Ivanov, Dmitry
60
Schuermann, Til
52
Dionne, Georges
49
Fabozzi, Frank J.
49
Eller, Roland
43
Gatzert, Nadine
43
McAleer, Michael
42
Stulz, René M.
42
Kunreuther, Howard
39
Chorafas, Dimitris N.
38
Härdle, Wolfgang
36
Acharya, Viral V.
35
Saunders, Anthony
34
Kersten, Wolfgang
33
Wiedemann, Arnd
33
Rudolph, Bernd
32
Wu, Desheng Dash
31
Olson, David L.
30
Sherris, Michael
30
Engle, Robert F.
29
Eling, Martin
28
Embrechts, Paul
28
Wahl, Jack E.
28
Daníelsson, Jón
27
Mußhoff, Oliver
27
Wagner, Stephan M.
27
Hillson, David
26
Wang, Ruodu
26
Giudici, Paolo
25
Kaiser, Thomas
25
Schöning, Stephan
25
Stoja, Evarist
25
Andersen, Torben Juul
24
Becker, Axel
24
Diebold, Francis X.
24
Dolgui, Alexandre
24
Henke, Michael
24
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Institut für Schweizerisches Bankwesen <Zürich>
5
National Centre of Competence in Research North South <Bern>
3
International Center for Financial Asset Management and Engineering
1
Université <Genève> / Section des Hautes Etudes Commerciales
1
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Working Paper
5
Arbeitspapiere
3
FAME research paper series
3
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
3
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
3
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Discussion paper
1
Journal of banking & finance
1
Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Université Genève - Section des Hautes Etudes Commerciales - Recherches & Publications
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ECONIS (ZBW)
12
USB Cologne (business full texts)
9
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1
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
2
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
Saved in:
3
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
Saved in:
4
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
5
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
Saved in:
6
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003120225
Saved in:
7
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003120541
Saved in:
8
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
9
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
10
Weak Convergence of Hedging Strategies of Contingent Claims
Prigent, Jean-Luc
;
Scaillet, Olivier
-
2002
This paper publishes results on the convergence for hedging strategies in the setting of incomplete financial markets.
Persistent link: https://www.econbiz.de/10005843299
Saved in:
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