Similar Search Results

Risk capital allocation with autonomous subunits : the Lorenz set

Hougaard, Jens Leth; Smilgins, Aleksandrs - In: Insurance / Mathematics & economics 67 (2016), pp. 151-157

Persistent link: https://www.econbiz.de/10011457222

How does beta explain stochastic dominance efficiency?

Shalit, Haim; Yitzhaki, Shlomo - In: Review of quantitative finance and accounting 35 (2010) 4, pp. 431-444

Persistent link: https://www.econbiz.de/10009260269

Ranking investments using the Lorenz curve

Nisani, Doron - In: Journal of quantitative economics 17 (2019) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10012418625

Asset allocation based on asymmetric risk measures : a multi-criteria approach

Kuehne, Daniel - 2006

Persistent link: https://www.econbiz.de/10003390601

Portfolio construction and risk budgeting

Scherer, Bernd - 2004 - 2. ed.

Persistent link: https://www.econbiz.de/10003190640

Online algorithms for the portfolio selection problem

Dochow, Robert - 2016

Persistent link: https://www.econbiz.de/10011450264

The international diversification puzzle : home bias in countries' investment portfolios

Kleinert, Helena - 2016

Persistent link: https://www.econbiz.de/10011414179

Systemic risk-driven portfolio selection

Capponi, Agostino; Rubtsov, Alexey - In: Operations research 70 (2022) 3, pp. 1598-1612

Persistent link: https://www.econbiz.de/10013366163

CreditRisk+ in the banking industry

Gundlach, Matthias (ed.) - 2004

CreditRisk+ is an important and widely implemented default- mode model of portfolio credit risk, based on a methodology from acturial mathematics. This book gives an account of the status quo as well as new and recent developments of the credit risk model CreditRisk+, which is widespread in...

Persistent link: https://www.econbiz.de/10001851220

Advanced credit risk analysis : financial approaches and mathematical models to assess, price, and manage credit risk

Cossin, Didier; Pirotte, Hugues - 2001

Persistent link: https://www.econbiz.de/10001432655