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Search results for: Value-At-Risk


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JOURNAL ARTICLE

Risikomanagement auf Basis des Value-at-Risk für Investmentfonds

Credit and Capital Markets – Kredit und Kapital, Vol. 37 (2004), Iss. 2 : pp. 246–288 | First published online: December 07, 2022

JOURNAL ARTICLE

Öltermingeschäfte und die Krise der Metallgesellschaft in den Jahren 1993-1995

Journal of Contextual Economics – Schmollers Jahrbuch, Vol. 117 (1997), Iss. 1 : pp. 23–54 | First published online: February 15, 2023

JOURNAL ARTICLE

Messung des besonderen Kursrisikos durch Varianzzerlegung

Credit and Capital Markets – Kredit und Kapital, Vol. 31 (1998), Iss. 4 : pp. 567–591 | First published online: December 12, 2022

JOURNAL ARTICLE

Leverage Ratios for Different Bank Business Models

Credit and Capital Markets – Kredit und Kapital, Vol. 50 (2017), Iss. 4 : pp. 545–573 | First published online: February 15, 2018

JOURNAL ARTICLE

Vergleichende Analyse alternativer Kreditrisikomodelle

Credit and Capital Markets – Kredit und Kapital, Vol. 33 (2000), Iss. 2 : pp. 235–257 | First published online: December 12, 2022