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
~person:"Scaillet, Olivier"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
~type_genre:"Non-commercial literature"
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
Time-Consistent Mean-Variance...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Statistische Verteilung
Portfolio selection
17
Portfolio-Management
17
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Theorie
11
Theory
11
Risikomanagement
9
Risk management
9
Sensitivity analysis
5
Sensitivitätsanalyse
5
Statistical test
5
Statistischer Test
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Estimation theory
4
Investment Fund
4
Investmentfonds
4
Mortality
4
Nichtlineare Optimierung
4
Nonlinear programming
4
Pension fund
4
Pensionskasse
4
Performance measurement
4
Performance-Messung
4
Schätztheorie
4
Sterblichkeit
4
Core
3
Credit risk
3
Kreditrisiko
3
Risk measure
3
Statistical distribution
3
Stochastic process
3
Stochastischer Prozess
3
Börsenkurs
2
Capital income
2
Estimation
2
Kapitaleinkommen
2
Linear Programming
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
3
Graue Literatur
3
Working Paper
3
Article in journal
2
Aufsatz in Zeitschrift
2
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
3
Author
All
Scaillet, Olivier
McAleer, Michael
31
Pérez Amaral, Teodosio
17
Vries, Casper G. de
14
Jiménez-Martín, Juan-Ángel
12
Allen, David E.
11
Lucas, André
10
Paolella, Marc S.
10
Stoja, Evarist
10
Chang, Chia-Lin
8
Daníelsson, Jón
8
Fortin, Ines
8
Hyung, Namwon
8
Härdle, Wolfgang
8
Albrecht, Peter
7
Rengifo, Erick W.
7
Farkas, Walter
6
Hlouskova, Jaroslava
6
Polak, Pawel
6
Zhang, Xin
6
Billio, Monica
5
Caporin, Massimiliano
5
Chen Zhou
5
Fermanian, Jean-David
5
Franke, Günter
5
Huschens, Stefan
5
Schwaab, Bernd
5
Weber, Martin
5
Weigert, Florian
5
Broll, Udo
4
Chen, Cathy Yi-Hsuan
4
Corsetti, Giancarlo
4
Daouia, Abdelaati
4
Frattarolo, Lorenzo
4
Girard, Stéphane
4
Giudici, Paolo
4
Gouriéroux, Christian
4
Hammoudeh, Shawkat
4
Lombardo, Giovanni
4
Pelizzon, Loriana
4
Pesaran, M. Hashem
4
more ...
less ...
Institution
All
International Center for Financial Asset Management and Engineering
1
Published in...
All
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
FAME research paper series
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
2
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
3
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
