//--> //--> //-->
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
~type_genre:"Book section"
~person:"Fabozzi, Frank J."
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_exact:"CVaR (Conditional value at risk)"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risk measure
2
Measurement
1
Messung
1
Public bond
1
Rendite
1
Risiko
1
Risikomanagement
1
Risk
1
Risk management
1
Statistical distribution
1
Statistische Verteilung
1
Yield
1
Yield curve
1
Zinsstruktur
1
Öffentliche Anleihe
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Book section
Article in journal
17
Aufsatz in Zeitschrift
17
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Aufsatz im Buch
2
more ...
less ...
Language
All
English
2
Author
All
Fabozzi, Frank J.
Locarek-Junge, Hermann
7
Dowd, Kevin
5
Huschens, Stefan
5
Straßberger, Mario
5
Härdle, Wolfgang
4
Stahl, Gerhard
4
Theiler, Ursula
4
Eufinger, Christian
3
Hommel, Ulrich
3
Johanning, Lutz
3
Prinzler, Ralf
3
Richter, Björn
3
Songsak Sriboonchitta
3
Albrecht, Peter
2
Bakiev, Djamshid
2
Berens, Tobias
2
Broll, Udo
2
Brunnermeier, Markus Konrad
2
Bühler, Wolfgang
2
Caillault, Cyril
2
Chen, Shi
2
Christoffersen, Peter F.
2
Culp, Christopher L.
2
El Karoui, Nicole
2
Entrop, Oliver
2
Fantazzini, Dean
2
Gaumert, Uwe
2
Gleißner, Werner
2
Greguš, Michal
2
Holtorf, Claudia
2
Hübner, Georges
2
Jajuga, Krzysztof
2
Janabi, Mazin A. M. al
2
Kaltofen, Daniel
2
Kao, Tzu-Chuan
2
Klüppelberg, Claudia
2
Knobloch, Alois Paul
2
Krokhmal, Pavlo A.
2
Lee, Jinwook
2
more ...
less ...
Published in...
All
Operations research models in banking management
1
Valuation, financial modeling, and quantitative tools
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Operations research models in banking management
,
(pp. 169-187)
.
2013
Persistent link: https://www.econbiz.de/10009739300
Saved in:
2
Yield curve risk measures
Fabozzi, Frank J.
;
Mann, Steven V.
-
2008
Persistent link: https://www.econbiz.de/10003765477
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->