Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)

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Primary Data

Project Acronym Projekt Kurzbezeichnung
FAM: CDL PRisMa
 
Project Title (de) Projekttitel (de)
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)
 
Project Title (en) Projekttitel (en)
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 

Grants

Funder/Funding Agency Fördergeber
CDG Christian Doppler Forschungsgesellschaft

Publications

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Author:  Reda, Ranja

Results 1-18 of 18 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Drapeau, Samuel ; Kupper, Michael ; Reda, Ranja A note on robust representations of law-invariant quasiconvex functionsBuchbeitrag Book Contribution2011
2Reda, Ranja How creative is innovation?Präsentation Presentation2010
3Reda, Ranja On the Fatou Property of Law Invariant Quasiconvex FunctionsPräsentation Presentation2010
4Reda, Ranja Stress Tests for Credit Portfolios in Economically Volatile TimesPräsentation Presentation2010
5Reda, Ranja On the Fatou Property of Law Invariant Quasiconvex FunctionsPräsentation Presentation2010
6Reda, Ranja Rotational Invariant Importance SamplingPräsentation Presentation2009
7Reda, Ranja Die Finanzkrise und der LuftballonPräsentation Presentation2009
8Reda, Ranja Rotational Invariant Importance SamplingPräsentation Presentation2009
9Reda, Ranja Introduction to Risk Measures (Part I)Präsentation Presentation2009
10Reda, Ranja Rotational Invariant Importance SamplingPräsentation Presentation2009
11Reda, Ranja On the Fatou Property for Quasi-Convex FunctionsPräsentation Presentation2009
12Reda, Ranja Introduction to Risk Measures (Part II)Präsentation Presentation2009
13Klöppel, Susanne ; Reda, Ranja ; Schachermayer, Walter A rotationally invariant technique for rare event simulationArtikel Article2009
14Klöppel, Susanne ; Reda, Ranja ; Schachermayer, Walter Importance Sampling for Credit Risk Portfolios via Auxiliary, Rotational Invariant DensitiesPräsentation Presentation2008
15Reda, Ranja Importance Sampling for Credit Risk Portfolios using Rotationally Invariant DensitiesPräsentation Presentation2008
16Reda, Ranja All that Glisters is not GoldArtikel Article2008
17Reda, Ranja ; Ziehaus, Christina Macrofactor selectionPräsentation Presentation2008
18Reda, Ranja ; Ziehaus, Christina Macrofactor selectionPräsentation Presentation2008