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~isPartOf:"Finanzmarkt und Portfolio-Management"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Maßzahl
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Finanzmarkt und Portfolio-Management
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Sustainable welfare in the Asia-Pacific : studies using the genuine progress indicator
11
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
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ECONIS (ZBW)
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1
Quantile-VaR is the wrong measure to quantify markets risk for regulatory purposes
Jaschke, Stefan R.
-
2001
Persistent link: https://www.econbiz.de/10001606217
Saved in:
2
The Cornish-Fisher expansion in the context of delta-gamma-normal approximations
Jaschke, Stefan R.
-
2001
Persistent link: https://www.econbiz.de/10001606221
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3
Quantile regression
Čížek, Pavel
-
1999
Persistent link: https://www.econbiz.de/10001425143
Saved in:
4
Coherent risk measures, valuation bounds, and (m, r)-portfolio optimization
Jaschke, Stefan R.
;
Küchler, Uwe
-
1999
Persistent link: https://www.econbiz.de/10001425817
Saved in:
5
Computational resources for extremes
Kleinow, Torsten
;
Thomas, Michael
-
1999
Persistent link: https://www.econbiz.de/10001473215
Saved in:
6
Lassen sich durch die Rechnungslegungsumstellung auf IAS die Risikoparameter von Aktien verbessern?
Auer, Kurt V.
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
4
,
pp. 466-478
Persistent link: https://www.econbiz.de/10001517376
Saved in:
7
Lower Partial Moments und Value-at-Risk: eine Synthese
Portmann, Thomas
;
Wegmann, Patrick
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
3
,
pp. 326-341
Persistent link: https://www.econbiz.de/10001517505
Saved in:
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