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Portfolio selection
Theorie
150
Theory
150
Estimation theory
111
Schätztheorie
111
Nichtparametrisches Verfahren
57
Nonparametric statistics
55
Estimation
44
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44
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39
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39
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32
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31
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30
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30
Optionspreistheorie
30
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30
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30
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28
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28
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28
Option pricing theory
26
Statistischer Test
25
Forecasting model
24
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24
Risikomanagement
24
Statistical test
24
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21
Bootstrap-Verfahren
21
Monte-Carlo-Simulation
21
Risikoprämie
21
Statistical distribution
21
Statistische Verteilung
21
Risikomaß
20
Risk management
20
Risk measure
20
Risk premium
20
Monte Carlo simulation
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10
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English
32
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Scaillet, Olivier
30
Barras, Laurent
8
Menoncin, Francesco
6
Wermers, Russ
6
Arvanitis, Stelios
5
Topaloglou, Nikolas
5
Battocchio, Paolo
4
Denuit, Michel
3
Gouriéroux, Christian
3
Laurent, Jean-Paul
3
Ardia, David
2
Francq, Christian
2
Gagliardini, Patrick
2
Zakoïan, Jean-Michel
2
Berrada, Tony
1
Chaieb, Ines
1
Langlois, Hugues
1
Li, Chenxu
1
Shen, Yiwen
1
Zhang, Zhicheng
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International Center for Financial Asset Management and Engineering
2
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
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Research paper series / Swiss Finance Institute
7
FAME research paper series
4
Swiss Finance Institute Research Paper
4
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
Journal of econometrics
3
IRES discussion papers
2
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
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1
Documents de travail / THEMA
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HEC Paris research paper series
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
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The journal of finance : the journal of the American Finance Association
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The journal of investing : JOI
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Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
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2
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
3
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
4
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
5
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
6
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
7
Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
Saved in:
8
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Battocchio, Paolo
;
Menoncin, Francesco
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001741680
Saved in:
9
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743681
Saved in:
10
Nonparametric tests for positive quadrant dependence
Denuit, Michel
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001687927
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