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  • Search: subject:"finite difference (FD) methods"
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Subject
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Estimation 1 Estimation theory 1 Portfolio selection 1 Portfolio-Management 1 Risikomanagement 1 Risikomaß 1 Risk management 1 Risk measure 1 Schätztheorie 1 Schätzung 1 estimation error 1 expected shortfall (ES) 1 finite difference (FD) methods 1 kernel density estimation 1 risk contributions 1
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Type of publication
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Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Lüdemann, Stefan 1 Olschewsky, Michael 1 Poddig, Thorsten 1
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Journal of risk 1
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ECONIS (ZBW) 1
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Finite difference methods for estimating marginal risk contributions in asset management
Olschewsky, Michael; Lüdemann, Stefan; Poddig, Thorsten - In: Journal of risk 18 (2016) 5, pp. 63-99
Persistent link: https://www.econbiz.de/10011598391
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