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~person:"Scaillet, Olivier"
~person:"Weidner, Martin"
~subject:"Nonparametric statistics"
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Search: subject:"Sensitivity Analysis"
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Nonparametric statistics
Sensitivity analysis
14
Sensitivitätsanalyse
14
robustness
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sensitivity analysis
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Estimation theory
10
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latent variables
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empirical Bayes
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posterior conditioning
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Scaillet, Olivier
Weidner, Martin
Poirier, Alexandre
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Fermanian, Jean-David
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Masten, Matthew A.
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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:
2
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:
3
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:
4
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:
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