3 Treffer für Schlagwort = "Portfoliomanagement"

• Financial risk measures for a network of individual agents holding portfolios of light-tailed objects Klüppelberg, Claudia ; Seifert, Miriam Dortmund : Universitätsbibliothek Dortmund, [May 2019]

• Liquidity commonality and risk management Weiß, Gregor ; Supper, Hendrik [Dortmund] : SFB 823, February 29, 2012

• Testing for structural breaks in correlation: Does it improve value-at-risk forecasting? Berens, Tobias ; Weiß, Gregor ; Wied, Dominik [Dortmund] : SFB 823, 2013