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Displaying results 1 to 24 of 24.

  1. Social choice of convex risk measures through Arrovian aggregation of variational preferences
    Author: Herzberg, Frederik
    Published: 2015
    Publisher:  Bielefeld University, Center for Mathematical Economics, Bielefeld

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  2. Volatility forecasting
    Contributor: Andersen, Torben (Mitwirkender); Bollerslev, Tim (Mitwirkender); Christoffersen, Peter F. (Mitwirkender); Diebold, Francis X. (Mitwirkender)
    Published: 2005
    Publisher:  Univ.-Bibliothek Frankfurt am Main, Frankfurt am Main

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    Source: Union catalogues
    Contributor: Andersen, Torben (Mitwirkender); Bollerslev, Tim (Mitwirkender); Christoffersen, Peter F. (Mitwirkender); Diebold, Francis X. (Mitwirkender)
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    RVK Categories: QA 32110 ; QB 910 ; QB 910
    Series: Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2005,08
    Subjects: Volatilität; Prognoseverfahren; ARCH-Prozess; Theorie; Value at Risk; Europäische Union; Währungsunion; Volatilität; Prognose; Konjunkturzyklus
    Other subjects: (stw)Volatilität; (stw)Prognoseverfahren; (stw)ARCH-Modell; (stw)Theorie; (stw)Risikomaß; Arbeitspapier; Graue Literatur
    Scope: Online-Ressource
  3. Estimation of risk measures in energy portfolios using modern copula techniques
    Author: Jäschke, Stefan
    Published: 2012
    Publisher:  Universitätsbibliothek Dortmund, Dortmund

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  4. Decision making under risk with spectral risk measures
    concepts and applications in financial theory
    Author: Brandtner, Mario
    Published: [2015]

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    Source: Union catalogues
    Language: German; English
    Media type: Dissertation
    Format: Print
    Subjects: Value at Risk; Harmonische Analyse; Risikoaversion; Portfolio Selection; Rückversicherung; Rückversicherungsvertrag; Theorie
    Other subjects: (stw)Risikomaß; (stw)Fourier-Analyse; (stw)Risikoaversion; (stw)Portfolio-Management; (stw)Rückversicherung; (stw)Theorie; Graue Literatur
    Scope: 222, VII Blätter, Illustrationen, 30 cm
    Notes:

    Habilitationsschrift, Friedrich-Schiller-Universität Jena, 2016
  5. Combined accumulation- and decumulation-plans with risk-controlled capital protection
    Author: Albrecht, Peter; Weber, Carsten
    Published: 2003
    Publisher:  Universitätsbibliothek Mannheim, Mannheim

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Mannheimer Manuskripte zu Risikotheorie, Portfolio Management und Versicherungswirtschaft ; 151
    Subjects: Portfolio Selection; Investmentfonds; Geldmarktfonds; Theorie; Value at Risk; Portfoliomanagement
    Other subjects: (stw)Portfolio-Management; (stw)Investmentfonds; (stw)Geldmarktfonds; (stw)Theorie; (stw)Risikomaß; Arbeitspapier; Graue Literatur
    Scope: Online-Ressource
  6. Combined accumulation- and decumulation-plans with risk-controlled capital protection
    Author: Albrecht, Peter; Weber, Carsten
    Published: 2003
    Publisher:  Universitätsbibliothek Mannheim, Mannheim

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Rationalitätskonzepte, Entscheidungsverhalten und ökonomische Modellierung (Laufzeit 1997 - 2008) ; 03-09
    Subjects: Portfolio Selection; Investmentfonds; Geldmarktfonds; Theorie; Value at Risk; Portfoliomanagement ; Investmentfonds ; Geldmarktfonds ; Value at Risk
    Other subjects: (stw)Portfolio-Management; (stw)Investmentfonds; (stw)Geldmarktfonds; (stw)Theorie; (stw)Risikomaß; Arbeitspapier; Graue Literatur
    Scope: Online-Ressource
  7. Portfolio Management under Asymmetric Dependence and Distributio
    Author: Hlawatsch, Stefan; Reichling, Peter
    Published: 2018
    Publisher:  Universitätsbibliothek Magdeburg, Magdeburg

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  8. Confidence intervals for correlations in the asymptotic single risk factor model
    Author: Höse, Steffi; Huschens, Stefan
    Published: 2009
    Publisher:  Techn. Univ., Fak. Wirtschaftswiss., Dresden

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Dresdner Beiträge zu quantitativen Verfahren ; Nr. 50
    Subjects: Value at Risk; Faktorenanalyse; Schätztheorie; Kreditrisiko; Theorie
    Other subjects: (stw)Risikomaß; (stw)Faktorenanalyse; (stw)Schätztheorie; (stw)Kreditrisiko; (stw)Theorie; Arbeitspapier; Graue Literatur
    Scope: 21 Bl., 30 cm
    Notes:

    Literaturangaben
  9. Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
    Author: Höse, Steffi; Huschens, Stefan
    Published: 2010
    Publisher:  Techn. Univ., Fak. Wirtschaftswiss., Dresden

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QH 400 ; QH 400
    Series: Dresdner Beiträge zu quantitativen Verfahren ; Nr. 51
    Subjects: Value at Risk; Schätztheorie; Kreditrisiko; Wahrscheinlichkeitsverteilung; Theorie
    Other subjects: (stw)Risikomaß; (stw)Schätztheorie; (stw)Kreditrisiko; (stw)Statistische Verteilung; (stw)Theorie; Arbeitspapier; Graue Literatur
    Scope: 18 Bl., 30 cm
    Notes:

    Literaturangaben
  10. Risikomaßzahlen für Kreditportfoliotranchen
    Author: Tillich, Daniel
    Published: 2010
    Publisher:  Techn. Univ., Fak. Wirtschaftswiss., Dresden

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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    RVK Categories: QH 400 ; QH 400
    Series: Dresdner Beiträge zu quantitativen Verfahren ; Nr. 52
    Subjects: Value at Risk; Kreditrisiko; Portfolio Selection; Theorie
    Other subjects: (stw)Risikomaß; (stw)Kreditrisiko; (stw)Portfolio-Management; (stw)Theorie; Arbeitspapier; Graue Literatur
    Scope: 22 Bl., 30 cm
    Notes:

    Literaturangaben
  11. Portfolio management under asymmetric dependence and distribution
    Author: Hlawatsch, Stefan; Reichling, Peter
    Published: 2010
    Publisher:  Univ., FEMM, Magdeburg

  12. Confidence intervals for asset correlations in the asymptotic single risk factor model
    Author: Höse, Steffi; Huschens, Stefan
    Published: [2011]
    Publisher:  Techn. Univ., Fak. Wirtschaftswiss., Dresden

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QH 400 ; QH 400
    Series: Dresdner Beiträge zu quantitativen Verfahren ; Nr. 54
    Subjects: Value at Risk; Schätztheorie; Kreditrisiko; Portfolio Selection; Theorie
    Other subjects: (stw)Risikomaß; (stw)Schätztheorie; (stw)Kreditrisiko; (stw)Portfolio-Management; (stw)Theorie; Arbeitspapier; Graue Literatur
    Scope: 6 Bl., 30 cm
    Notes:

    Literaturangaben
  13. Stochastic orders and non-gaussian risk factor models
    Author: Höse, Steffi; Huschens, Stefan
    Published: [2011]
    Publisher:  Techn. Univ., Fak. Wirtschaftswiss., Dresden

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QH 400 ; QH 400
    Series: Dresdner Beiträge zu quantitativen Verfahren ; Nr. 55
    Subjects: Value at Risk; Faktorenanalyse; Stochastischer Prozess; Portfolio Selection; Theorie
    Other subjects: (stw)Risikomaß; (stw)Faktorenanalyse; (stw)Stochastischer Prozess; (stw)Portfolio-Management; (stw)Theorie; Arbeitspapier; Graue Literatur
    Scope: 42 Bl., 30 cm
    Notes:

    Literaturangaben
  14. Adaptive methods for risk calibration
    Author: Wang, Weining

  15. Measuring risk in value-at-risk in the presence of infinite variance
    Author: Huschens, Stefan; Kurz-Kim, Jeong-Ryeol
    Published: 1998
    Publisher:  TU, Fak. Wirtschaftswiss., Dresden

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QH 233
    DDC Categories: 330; 380; 650; 670
    Series: Dresdner Beiträge zu quantitativen Verfahren ; Nr. 25
    Subjects: Risiko; Theorie; Value at Risk; Varianzanalyse
    Other subjects: (stw)Risiko; (stw)Theorie; (stw)Risikomaß; (stw)Varianzanalyse; Graue Literatur
    Scope: 6 Bl., 30 cm
  16. Risikomaße
    Author: Huschens, Stefan
    Published: 2017
    Publisher:  Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, Dresden ; Technische Universität Dresden

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  17. Risikomaße
    Author: Huschens, Stefan
    Published: Januar 2017
    Publisher:  Technische Universität Dresden, Fakultät Wirtschaftswissenschaften, [Dresden]

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    Content information
    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    RVK Categories: QH 400 ; QH 400 ; QH 400
    Series: Dresdner Beiträge zu quantitativen Verfahren ; Nr. 68 (17)
    Subjects: Value at Risk; Theorie
    Other subjects: (stw)Risikomaß; (stw)Theorie; Risikoquantiifizierung; Risikomaßzahlen; Risikomaße; Inverse Verteilungsfunktion; Zufallsvariable; Stochastik; Risikoaggregation und -diversifikation; Risk quantification; risk measures; risk factors; inverse distribution function; random variable; stochastics; risk aggregation and diversification; Graue Literatur; Lehrbuch
    Scope: viii, 183 Seiten, Illustrationen, 30 cm
  18. Risk capital allocation by coherent
    risk measures based on one-sided moments
    Author: Fischer, Tom
    Published: 2002
    Publisher:  Techn. Univ., Fachbereich Mathematik, Darmstadt

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    DDC Categories: 510
    Series: Preprint / Technische Universität Darmstadt, Fachbereich Mathematik ; Nr. 2223
    Subjects: Risiko; Messung; Portfolio Selection; Theorie; Momentenproblem; Value at Risk
    Other subjects: (stw)Risiko; (stw)Messung; (stw)Portfolio-Management; (stw)Theorie; (stw)Momentenmethode; (stw)Risikomaß; Graue Literatur
    Scope: 14 S., 30 cm
  19. Value at risk models in finance
    Author: Manganelli, Simone; Engle, Robert F.
    Published: 2001
    Publisher:  European Central Bank, Frankfurt am Main

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QM 430
    DDC Categories: 330; 380; 650; 670
    Series: Working paper series / European Central Bank ; Eurosystem ; No. 75
    Subjects: Risikomanagement; Portfolio Selection; Theorie; Value at Risk
    Other subjects: (stw)Risikomanagement; (stw)Portfolio-Management; (stw)Theorie; (stw)Risikomaß; Arbeitspapier; Graue Literatur; Buch; Online-Publikation; Arbeitspapier; Graue Literatur
    Scope: 40 S., 30 m
  20. Value at risk, bank equity and credit risk
    Author: Broll, Udo; Wahl, Jack E.
    Published: [2003]
    Publisher:  Univ. of Technology, Fac. of Business Management and Economics, Dresden

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    DDC Categories: 330; 380; 650; 670
    Series: Dresden discussion paper in economics ; Nr. 2003,4
    Subjects: Bank; Eigenkapital; Kreditrisiko; Risiko; Risikomanagement; Theorie; Value at Risk
    Other subjects: (stw)Bank; (stw)Eigenkapital; (stw)Kreditrisiko; (stw)Bankrisiko; (stw)Risikomanagement; (stw)Theorie; (stw)Risikomaß; Arbeitspapier; Graue Literatur
    Scope: 13 S., graph. Darst., 21 cm
  21. Von der Markt- zur Kreditrisikomessung
    Author: Huschens, Stefan
    Published: 2000
    Publisher:  TU, Fak. Wirtschaftswiss., Dresden

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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    RVK Categories: QH 330
    DDC Categories: 330; 380; 650; 670
    Series: Dresdner Beiträge zu quantitativen Verfahren ; Nr. 31
    Subjects: Kreditrisiko; Messung; Aktienmarkt; Portfolio Selection; Theorie; Value at Risk
    Other subjects: (stw)Kreditrisiko; (stw)Messung; (stw)Aktienmarkt; (stw)Portfolio-Management; (stw)Theorie; (stw)Risikomaß; Graue Literatur
    Scope: 21 Bl., 30 cm
  22. Tail nonlinearly transformed risk measure
    properties, decision theoretic analysis and application to portfolio selection and banking regulation
    Author: Bergk, Kerstin
    Published: [2021?]

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    Content information
    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Print
    Subjects: Value at Risk; Portfolio Selection; Entscheidungstheorie; Bankpolitik; Eigenkapitalgrundsätze; Theorie
    Other subjects: (stw)Risikomaß; (stw)Portfolio-Management; (stw)Entscheidungstheorie; (stw)Bankenregulierung; (stw)Basler Akkord; (stw)Theorie; Tail Nonlinear Transformed; Graue Literatur
    Scope: VIII, 226 Blätter, 29 cm
    Notes:

    Dissertation, Friedrich-Schiller-Universität Jena, 2021
  23. Risikotheoretische Aspekte bei der Solvabilitätsregulierung von Versicherungsunternehmen
    Author: Molinari, Robert D.; Nguyen, Tristan
    Published: 2009
    Publisher:  WHL, Lahr

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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    Series: Schriften der Wissenschaftlichen Hochschule Lahr ; Nr. 10
    Subjects: Versicherung; Indexbasierte Versicherung; Risiko; Eigenkapitalgrundsätze; Liquidität; Value at Risk; Theorie
    Other subjects: (stw)Versicherung; (stw)Risiko; (stw)Basler Akkord; (stw)Betriebliche Liquidität; (stw)Risikomaß; (stw)Theorie; (lcsh)Insurance--Finance; (lcsh)Insurance--State supervision; (lcsh)Insurance--Risk management; Insurance--Finance; Insurance--Risk management; Insurance--State supervision; Graue Literatur
    Scope: 70 Bl., graph. Darst., 30 cm
    Notes:

    Literatur- und URL-Verz. Bl. 65 - 70
  24. Analyse unterschiedlicher Konzeptionen zur Solvabilitätsregulierung
    Author: Nguyen, Tristan; Molinari, Robert D.
    Published: 2009
    Publisher:  WHL, Lahr

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