Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of risk"
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
Allocation of risks and equili...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Erwartungsbildung
1
Expectation formation
1
Expected shortfall (ES)
1
Original research
1
Portfolio selection
1
Portfolio-Management
1
Risikomaß
1
Risk measure
1
Theorie
1
Theory
1
VAR model
1
VAR-Modell
1
Value-at-risk (VAR)
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Puccetti, Giovanni
1
Rüschendorf, Ludger
1
Published in...
All
Journal of risk
Preprint / Albert-Ludwigs-Universität Freiburg, Mathematische Fakultät
10
Finance and stochastics
9
Insurance / Mathematics & economics
9
Statistics & Risk Modeling
6
Statistics & Decisions
5
Statistics & Probability Letters
5
Finance and Stochastics
4
Stochastic Processes and their Applications
4
Insurance: Mathematics and Economics
3
Journal of Multivariate Analysis
3
Mathematical Finance
3
Journal of banking & finance
2
Risks
2
Working papers / TSE : WP
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied mathematical finance
1
Decisions in economics and finance : a journal of applied mathematics
1
European journal of operational research : EJOR
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of theoretical and applied finance
1
Journal of Banking & Finance
1
Journal of empirical finance
1
Mathematical methods of operations research
1
Methods of operations research
1
Risk assessment : decisions in banking and finance
1
Risks : open access journal
1
Scandinavian actuarial journal
1
Springer series in operations research and financial engineering
1
Statistical Inference for Stochastic Processes
1
The European journal of finance
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic equivalence of conservative value-at-risk- and expected shortfall-based capital charges
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 3-22
Persistent link: https://www.econbiz.de/10013262922
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
