5 Treffer für Schlagwort = "Risikomaß"

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

• Locally constant model uncertainty risk measure Obradović, Lazar Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, February 2019

• New backtests for unconditional coverage of the expected shortfall Löser, Robert ; Wied, Dominik ; Ziggel, Daniel Dortmund : Universitätsbibliothek Dortmund, October 13, 2016

• Social choice of convex risk measures through Arrovian aggregation of variational preferences Herzberg, Frederik Bielefeld : IMW, Bielefeld University, May 2010

• Spatial dependence in stock returns - local normalization and VaR forecasts Schmitt, Thilo A. ; Schäfer, Rudi ; Wied, Dominik ; Guhr, Thomas [Dortmund] : SFB 823, 2013