Comment :

ISBN 13 : 978-3-7908-2557-2

Contents : Contents

Contributeurs : Christian Diekmann, Markus Ebner, Thorsten Neumann, Enzo Giacomini, Michael Handel, Wolfgang K. Härdle, Markus Haas, Stefan Mittnik, Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi, Frank J. Fabozzi, Sebastian Kring, Markus Höchstötter, Ludger Rüschendorf, Lars Jaeger, Markus Schmidtchen, Frances Cowell, Borjana Racheva, Stefan Trück, Svetlozar T. Rachev, R. Douglas Martin, Borjana Racheva, Stoyan Stoyanov, Dezhong Wang

Automotive Finance: The Case for an Industry-Specific Approach to Risk Management
Evidence on Time-Varying Factor Models for Equity Portfolio Construction
Time Dependent Relative Risk Aversion
Portfolio Selection with Common Correlation Mixture Models
A New Tempered Stable Distribution and Its Application to Finance
Estimation of ?-Stable Sub-Gaussian Distributions for Asset Returns
Risk Measures for Portfolio Vectors and Allocation of Risks
The Road to Hedge Fund Replication : The Very First Steps
Asset Securitisation as a Profits Management Instrument
Recent Advances in Credit Risk Management
Stable ETL Optimal Portfolios and Extreme Risk Management
Pricing Tranches of a CDO and a CDS Index : Recent Advances and Future Research

Language : English

Series : CONTRIBUTIONS TO ECONOMICS

Figure(s) : Schémas

Location : Nice Library

Material : Paper

Statement : Présent

Faculty's books : Oui

Owner : Bibliothèque