Similar Search Results - EconBiz

Selection of socially responsible portfolios using hedonic prices

Bilbao Terol, Amelia; Arenas-Parra, Mar; … - In: Journal of business ethics : JOBE 115 (2013) 3, pp. 515-529

Persistent link: https://www.econbiz.de/10009787957

Statistical risk analysis for real estate collateral valuation using Bayesian distributional and quantile regression

Razen, Alexander; Brunauer, Wolgang; Klein, Nadja; … - 2014

The Basel II framework strictly defines the conditions under which financial institutions are authorized to accept real estate as collateral in order to decrease their credit risk. A widely used concept for its valuation is the hedonic approach. It assumes, that a property can be characterized...

Persistent link: https://www.econbiz.de/10010354740

Inundation and views in coastal residential property values : does the sale price reflect the trade off?

Rambaldi, Alicia N.; Ganegodage, K. Renuka; Flechter, … - 2014

Persistent link: https://www.econbiz.de/10010520875

Using revealed preference methods to estimate the value of reduced mortality risk : best practice Recommendations for the hedonic wage model

Evans, Mary F.; Taylor, Laura O. - In: Review of environmental economics and policy 14 (2020) 2, pp. 282-301

Persistent link: https://www.econbiz.de/10012395299

Measurement of extreme market risk : insights from a comprehensive literature review

Chakraborty, Gourab; Chandrashekhar, G. R.; … - In: Cogent economics & finance 9 (2021) 1, pp. 1-24

evaluation of the methodological and empirical advances in the measurement of the extreme market risk. This paper argues that a …

Persistent link: https://www.econbiz.de/10013183970

Risk capital and VaR

Kupiec, Paul H. - In: The journal of derivatives : the official publication … 7 (2000) 2, pp. 41-52

Persistent link: https://www.econbiz.de/10001497765

CAViaR : conditional autoregressive value at risk by regression quantiles

Engle, Robert F.; Manganelli, Simone - 1999

Persistent link: https://www.econbiz.de/10001441337

Konzeptionelle und statistische Grundlagen der portfolioorientierten Kreditrisikomessung

Huschens, Stefan; Locarek-Junge, Hermann - 2000

Persistent link: https://www.econbiz.de/10001467735

Errores y posibles soluciones en la aplicación del "value at risk"

González Sánchez, Mariano - 2000

Persistent link: https://www.econbiz.de/10001475995

Interdependence and usefulness of different market risk measures

Knif, Johan; Sand°as, Dag - 1989

Persistent link: https://www.econbiz.de/10000779046

A service of the