Dirk Tasche | IDEAS/RePEc
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Dirk Tasche: current contact information and listing of economic research of this author provided by RePEc/IDEAS
Postmodern Portfolio Theory: Navigating Abnormal Markets and ...
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See Susanne emmer, Marie Kratz & Dirk tasche, What Is the Best Risk Measure in Practice? A Comparison of Standard Measures, 18:2 J. risk 31–60 (Dec ).
On Elicitation Complexity - NeurIPS Proceedingsproceedings.neurips.cc › paper › file
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by R Frongillo · · Cited by 19 — [11] Susanne Emmer, Marie Kratz, and Dirk Tasche. What is the best risk measure in practice? A comparison of standard measures. arXiv: [q-fin], ...
What Is the Best Risk Measure in Practice? A Comparison of ... Is the ...fdocuments.in › Documents
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Mar 17, — Susanne Emmer 1*, Marie Kratz 2**, Dirk Tasche3,. 1 CREAR, ESSEC Business School Paris2 ESSEC Business School, CREAR.
Dirk Tasche's articles on arXiv
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Authors: Susanne Emmer, Dirk Tasche. Comments: 15 pages, ... The web address for this page and the arXiv author id for Dirk Tasche is http://arxiv.org/a/tasche_d_1.
CiteSeerX — Summary
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by Susanne Emmer , Dirk Tasche ... {Emmer_summary, author = {Susanne Emmer and Dirk Tasche}, title = {Summary}, year = {}}
Multinomial Backtesting of Distortion Risk Measures - House of ...www.insurance.uni-hannover.de › house-of-insurance › Publications
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by S Bettels · · Cited by 1 — Susanne Emmer, Marie Kratz, and Dirk Tasche. What is the best risk measure in practice? a comparison of standard measures. Journal of Risk ...
Calculating credit risk capital charges with the EconPapers
econpapers.repec.org
By Susanne Emmer and Dirk Tasche; Abstract: Even in the simple one-factor credit portfolio model that underlies the Basel II regulatory capital ...
All web results to the name "Susanne Emmer"
Elicitation Complexity of Statistical Properties - arXiv Vanitywww.arxiv-vanity.com › papers
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[11] Susanne Emmer, Marie Kratz, and Dirk Tasche. What is the best risk measure in practice? A comparison of standard measures
Università Cattolica del Sacro Cuore online & download - 5y1.org5y1.org › info
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Measures, by Susanne Emmer, Marie Kratz and Dirk Tasche, in Journal of Risk, 18(2):31–60, The. impact. of. systemic. risk. on. the. diversification.
Which measure to determine Risk? - Quantitative Finance Stack ...quant.stackexchange.com › questions › which-measure-to-determine-risk
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A comparison of standard measures by Susanne Emmer, Marie Kratz, Dirk Tasche. – Richi W. Dec 6, at 10:10. Add a comment | ...
Calculating Credit Risk Capital Charges with the One-factor Model
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Calculating Credit Risk Capital Charges with the One-factor Model. by Susanne Emmer of Dr. Nagler & Company GmbH, and Dirk Tasche of Deutsche Bundesbank
CREDIT Conference - GRETAwww.greta.it › credit › credit2003 › credit2003_prog_EN
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Calculating Credit Risk Capital Charges with the One-factor Model, Susanne Emmer (Dr. Nagler & Company GmbH, Munich) and Dirk Tasche (Deutsche ...
Internet Archive Search: creator:"Dirk Tasche"
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Creator dirk tasche. 2. carlo acerbi. 1. alexandre kurth. 1. katja pluto. 1. norbert jobst. 1. susanne emmer. More right-solid ...
Journal of Risk Volume 7, Number 2 (Winter 2005)
www.risk.net
Calculating credit risk capital charges with the one-factor model. Susanne Emmer, Dirk Tasche. Volume 7, Number 2 (Winter 2005) · Read Now Download PDF ...
Table of contents: collection - papers
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14, Calculating credit risk capital charges with the one-factor model (last update ) Susanne Emmer Dirk Tasche ...
What is the best risk measure in practice? A Risk.net
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Susanne Emmer, Marie Kratz and Dirk Tasche. Tweet. Facebook. LinkedIn. Save this article. Send to. Print this page ...
Quantitative Finance
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@misc{ , author = {Susanne Emmer and Marie Kratz and Dirk Tasche}, title = {{W}hat is the best risk measure in practice?
au:Tasche_D in:cond-mat - SciRate Search
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Susanne Emmer, Dirk Tasche. Feb cond-mat.other q-fin.RM arXiv:cond-mat v5. Scited Scite! 0. @misc{cond-mat , author = {Susanne ...
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