Narrow search
Showing 1 - 10 of 28,037
Cover Image
Distribution of stock
1955
Persistent link: https://www.econbiz.de/10000663003
Cover Image
Value at risk under dependence and heavy tariledness : models with comon shocks
Ibragimov, Rustam Ju. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003712614
Cover Image
Zur Theorie skalenparametergesplitteter Verteilungen und ihrer Anwendung auf den deutschen Aktienmarkt
Scharein, Manfred - 2005
Persistent link: https://www.econbiz.de/10003075483
Cover Image
Tail Conditional Expectation for vector-valued risks
Bentahar, Imen (contributor) - 2006
Persistent link: https://www.econbiz.de/10003324429
Cover Image
Portfolio credit risk modelling with heavy-tailed risk factors
Kostadinov, Krassimir Kolev (contributor) - 2006
Persistent link: https://www.econbiz.de/10003358509
Cover Image
Kapitalallokation bei elliptischverteilten Risiken
Marquardt, Benjamin - In: Risikomanagement, (pp. 37-65). 2005
Persistent link: https://www.econbiz.de/10003339284
Cover Image
Optimal portfolio management in highly volatile markets
Stoyanov, Stoyan Veselinov - 2005
Persistent link: https://www.econbiz.de/10003346695
Cover Image
A multivariate heavy-tailed distribution for arch/garch residuals
Politis, Dimitris N. - 2006
Persistent link: https://www.econbiz.de/10003331370
Cover Image
Additive damages, fat-tailed climate dynamics, and uncertain discounting
Weitzman, Martin L. - 2009
This paper in applied theory argues that there is a loose chain of reasoning connecting the following three basic links …
Persistent link: https://www.econbiz.de/10003832132
Cover Image
Higher moment coherent risk measures
Krokhmal, Pavlo A. - In: Quantitative fund management, (pp. 271-298). 2009
Persistent link: https://www.econbiz.de/10003796963