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Risk Assessment
Editor
- Georg Bol(University of Karlsruhe (TH))Svetlozar T. Rachev(University of Karlsruhe (TH))Reinhold Würth
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-7908-2050-8
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Book Chapters
The following chapters of this book are listed in IDEAS- Christian Diekmann, 2009. "Automotive Finance: The Case for an Industry-Specific Approach to Risk Management," Contributions to Economics, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth (ed.), Risk Assessment, pages 1-9, Springer.
- Markus Ebner & Thorsten Neumann, 2009. "Evidence on Time-Varying Factor Models for Equity Portfolio Construction," Contributions to Economics, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth (ed.), Risk Assessment, pages 11-14, Springer.
- Enzo Giacomini & Michael Handel & Wolfgang K. Härdle, 2009. "Time Dependent Relative Risk Aversion," Contributions to Economics, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth (ed.), Risk Assessment, pages 15-46, Springer.
- Markus Haas & Stefan Mittnik, 2009. "Portfolio Selection with Common Correlation Mixture Models," Contributions to Economics, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth (ed.), Risk Assessment, pages 47-76, Springer.
- Young Shin Kim & Svetlozar T. Rachev & Michele Leonardo Bianchi & Frank J. Fabozzi, 2009. "A New Tempered Stable Distribution and Its Application to Finance," Contributions to Economics, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth (ed.), Risk Assessment, pages 77-109, Springer.
- Sebastian Kring & Svetlozar T. Rachev & Markus Höchstötter & Frank J. Fabozzi, 2009. "Estimation of α-Stable Sub-Gaussian Distributions for Asset Returns," Contributions to Economics, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth (ed.), Risk Assessment, pages 111-152, Springer.
- Ludger Rüschendorf, 2009. "Risk Measures for Portfolio Vectors and Allocation of Risks," Contributions to Economics, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth (ed.), Risk Assessment, pages 153-164, Springer.
- Lars Jaeger, 2009. "The Road to Hedge Fund Replication: The Very First Steps," Contributions to Economics, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth (ed.), Risk Assessment, pages 165-203, Springer.
- Markus Schmidtchen, 2009. "Asset Securitisation as a Profits Management Instrument," Contributions to Economics, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth (ed.), Risk Assessment, pages 205-213, Springer.
- Frances Cowell & Borjana Racheva & Stefan Trück, 2009. "Recent Advances in Credit Risk Management," Contributions to Economics, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth (ed.), Risk Assessment, pages 215-234, Springer.
- Svetlozar T. Rachev & R. Douglas Martin & Borjana Racheva & Stoyan Stoyanov, 2009. "Stable ETL Optimal Portfolios and Extreme Risk Management," Contributions to Economics, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth (ed.), Risk Assessment, pages 235-262, Springer.
- Dezhong Wang & Svetlozar T. Rachev & Frank J. Fabozzi, 2009. "Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research," Contributions to Economics, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth (ed.), Risk Assessment, pages 263-286, Springer.
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