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Testing expected shortfall models for derivative positions
Kerkhof, Jeroen (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773733
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Model risk and regulatory capital
Kerkhof, Jeroen (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
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On the empirical evidence of mutual fund strategic risk taking
Goriaev, Aleksej P. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001553991
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Backtesting for risk-based regulatory capital
Kerkhof, Jeroen (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733005
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Strategic and tactical allocation to commodities for retirement savings schemes
Nijman, Theodore E. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773682
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An experimental comparison of four methods for assessing judgemental distributions
Moors, Johannes J. A.; Strijbosch, L. W. G.; … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773777
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The role of trust in costly network formation
Gilles, Robert Paul (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773844
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Simulating an (R,s,S) inventory system
Strijbosch, L. W. G. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718068
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Exact fill rates for (R,s,S) inventory control with gamma distributed demand
Moors, Johannes J. A. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001583762
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The price impact of trades in illuquid stocks in periods of high and low market activity
Spierdijk, Laura (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001659719