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Zur theoretischen Fundierung des risikoorientierten Prüfungsansatzes

Mochty, Ludwig - In: Jahresabschluß und Jahresabschlußprüfung : Probleme, …, (pp. 731-780). 1997

Persistent link: https://www.econbiz.de/10001298945

Risikoorientierte Abschlußprüfung

Göbel, Stefan; Simon-Heckroth, Ellen - In: Theorie und Praxis der Wirtschaftsprüfung : …, (pp. 41-59). 1997

Persistent link: https://www.econbiz.de/10001299815

Weak measurability and characterization of risk

Khan, M. Ali; Sun, Yeneng - In: Economic theory : official journal of the Society for … 13 (1999) 3, pp. 541-560

Persistent link: https://www.econbiz.de/10001389330

Stochastic dominance in multi sampling environments

Fishman, Arthur - In: Journal of economic theory 51 (1990) 1, pp. 77-91

Persistent link: https://www.econbiz.de/10001086436

Qualität und Effizienz - Ziele der Abschlußprüfung im Wettbewerb

Quick, Reiner (contributor) - In: Betriebswirtschaftliche Forschung und Praxis : BFuP 49 (1997) 3, pp. 209-307

Persistent link: https://www.econbiz.de/10001224412

Population and Sample Uncertainty

Pluemper, Thomas; Neumayer, Eric - 2013

deductively derived as the set of cases for which a theory claims validity or inductively derived as the set of cases for which …

Persistent link: https://www.econbiz.de/10014160552

Estimating the Risk-Return Trade-Off with Overlapping Data Inference

Hedegaard, Esben - 2014

Asset pricing models such as the conditional CAPM are typically estimated with MLE using a monthly or quarterly horizon with data sampled to match the horizon even though daily data are available. We develop an overlapping data inference methodology (ODIN) that uses all of the data while...

Persistent link: https://www.econbiz.de/10013051727

Household portfolio choices under (non-)linear income risk : an empirical framework

Gálvez, Julio - 2023

Persistent link: https://www.econbiz.de/10014390538

Learning by convex combination

Flores-Szwagrzak, Karol - 2022

Persistent link: https://www.econbiz.de/10014430955

Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors

Teng, Huei-Wen - In: Computational economics 62 (2023) 3, pp. 1125-1154

Persistent link: https://www.econbiz.de/10014382887