//--> //--> //-->
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
~subject:"Value-at-Risk"
~person:"Zhu, Wenhao"
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:"Tail dependence"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Value-at-Risk
Ausreißer
1
Estimation theory
1
Multivariate Verteilung
1
Multivariate distribution
1
Outliers
1
Portfolio selection
1
Portfolio-Management
1
Risikomaß
1
Risk measure
1
Schätztheorie
1
Statistical distribution
1
Statistische Verteilung
1
asymptotic diversification ratio
1
asymptotic subadditivity/superadditivity
1
copula
1
marginal region
1
tail concave order
1
tail dependence function
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Zhu, Wenhao
Betz, Frank
6
Hautsch, Nikolaus
6
Schienle, Melanie
6
Peltonen, Tuomas A.
3
Peltonen, Tuomo
3
Chen, Cathy Yi-Hsuan
2
Chen, Xiaohong
2
Nasekin, Sergey
2
Siburg, Karl Friedrich
2
Stoimenov, Pavel
2
Wu, Wei Biao
2
Yi, Yanping
2
D'ADDONA, STEFANO
1
D'Addona, Stefano
1
Fei, Fei
1
Fuertes, Ana María
1
Han, Xuyuan
1
Kalotychou, Elena
1
Li, Lujun
1
Liu, Zhenya
1
MARINELLI, CARLO
1
Marinelli, Carlo
1
RACHEV, SVETLOZAR T.
1
Račev, Svetlozar T.
1
Sun, Liulei
1
Wang, Shixuan
1
Weiß, Gregor
1
Weiß, Gregor N.F.
1
Xie, Jiehua
1
Yang, Jingping
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Asymptotic subadditivity/superadditivity of Value-at-Risk under
tail
dependence
Zhu, Wenhao
;
Li, Lujun
;
Yang, Jingping
;
Xie, Jiehua
; …
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1314-1369
Persistent link: https://www.econbiz.de/10014370668
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->