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~person:"Giot, Pierre"
~person:"Albrecht, Peter"
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Risikomaß
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Giot, Pierre
Albrecht, Peter
McAleer, Michael
193
Allen, David E.
59
Härdle, Wolfgang
58
Chang, Chia-Lin
51
Wang, Ruodu
49
Stoja, Evarist
43
Daníelsson, Jón
41
Hammoudeh, Shawkat
40
Jiménez-Martín, Juan-Ángel
39
Vries, Casper G. de
38
Fabozzi, Frank J.
37
Mittnik, Stefan
35
Dowd, Kevin
33
Polanski, Arnold
33
Pérez Amaral, Teodosio
32
Paolella, Marc S.
31
Gerlach, Richard
28
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27
Lucas, André
27
Pérez-Amaral, Teodosio
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Vanduffel, Steven
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Hoogerheide, Lennart
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Huschens, Stefan
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Righi, Marcelo Brutti
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Rosazza Gianin, Emanuela
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Schaumburg, Julia
24
Ardia, David
23
Dhaene, Jan
23
Hautsch, Nikolaus
23
Brandtner, Mario
22
Kratz, Marie
22
Račev, Svetlozar T.
22
Stoyanov, Stoyan V.
22
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Mannheimer Manuskripte zu Risikotheorie, Portfolio Management und Versicherungswirtschaft
7
CORE discussion paper : DP
6
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2
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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Asian Finance Association (AsianFA) 2015 Conference Paper
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Computing in Economics and Finance 2001
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Computing in Economics and Finance 2002
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Energy economics
1
Finanzintermediation : theoretische, wirtschaftspolitische und praktische Aspekte aktueller Entwicklungen im Bank- und Börsenwesen : Festschrift für Professor Dr. Wolfgang Gerke zum sechzigsten Geburtstag
1
GRIR - German Risk and Insurance Review - Invited Papers
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German Risk and Insurance Review ; 3 (2007), S. 1 - 45
1
Insurance / Mathematics & economics
1
International journal of forecasting
1
Journal of Risk and Insurance
1
Journal of applied econometrics
1
Journal of empirical finance
1
Mannheimer Manuskripte zu Risikotheorie, Portfoliomanagement und Versicherungswirtschaft ; 151 (2003)
1
Mannheimer Manuskripte zur Risikotheorie, Portfolio Management und Versicherungswirtschaft
1
Risk management : challenge and opportunity ; with 125 tables
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The European Journal of Finance
1
The European journal of finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
1
The journal of risk & insurance
1
University of Mannheim - Chair of Risk Theory, Portfolio Management and Insurance - Publications
1
University of St. Gallen Department of Economics working paper series 2002
1
Universität Mannheim - Lehrstuhl für Allgemeine Betriebswirtschaftslehre, Risikotheorie, Portfolio Management und Versicherungswirtschaft - Mannheimer Manuskripte
1
Universität Mannheim - Lehrstuhl für Allgemeine Betriebswirtschaftslehre, Risikotheorie, Portfolio Management und Versicherungswirtschaft - Mannheimer Manuskripte
1
Universität Mannheim - Lehrstuhl für Allgemeine Betriebswirtschaftslehre, Risikotheorie, Portfolio Management und Versicherungswirtschaft - Publikationen
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Versicherungswirtschaft
1
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
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ECONIS (ZBW)
38
USB Cologne (business full texts)
5
RePEc
4
EconStor
1
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1
Tail risk managed investment strategies
Rickenberg, Lars
-
2020
Persistent link: https://www.econbiz.de/10012483347
Saved in:
2
Tail Risk Hedging and Regime Switching
Huggenberger, Markus
-
2016
We analyze hedging strategies that minimize tail risk measured by
Value-at-Risk
(VaR) or Conditional-
Value-at-Risk
…
Persistent link: https://www.econbiz.de/10013008471
Saved in:
3
Risk pooling and solvency regulation: A policyholder's perspective
Huggenberger, Markus
;
Albrecht, Peter
- In:
Journal of Risk and Insurance
89
(
2022
)
4
,
pp. 907-950
can reduce the policyholders' utility if the equity capital is determined using the
Value‐at‐Risk
(VaR). We show that …
Persistent link: https://www.econbiz.de/10013465308
Saved in:
4
Risk pooling and solvency regulation : a policyholder's perspective
Huggenberger, Markus
;
Albrecht, Peter
- In:
The journal of risk & insurance
89
(
2022
)
4
,
pp. 907-950
Persistent link: https://www.econbiz.de/10013465877
Saved in:
5
Quantilbasierte Wertsicherungsstrategien mit Futures
Pekelis, Alexandr
-
2018
Persistent link: https://www.econbiz.de/10012002196
Saved in:
6
Quantile maximizing safety-first investors : separation, performance measurement and capital market equilibrium
Albrecht, Peter
-
2012
Persistent link: https://www.econbiz.de/10009578723
Saved in:
7
Safety first-Portfoliooptimierung bei Beschränkung des Conditional
Value
at
Risk
Albrecht, Peter
-
2012
Persistent link: https://www.econbiz.de/10009578725
Saved in:
8
Conditional
value
at
risk
-minimale future hedges
Albrecht, Peter
-
2012
Persistent link: https://www.econbiz.de/10009742092
Saved in:
9
The fundamental theorem of mutual insurance
Albrecht, Peter
;
Huggenberger, Markus
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011740817
Saved in:
10
VaR- and CVaR-minimal futures hedging strategies : an analytical approach
Albrecht, Peter
;
Huggenberger, Markus
;
Pekelis, Alexandr
-
2011
Persistent link: https://www.econbiz.de/10009316225
Saved in:
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