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

Results 21-40 of 284 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
21Drapeau, Samuel ; Kupper, Michael ; Reda, Ranja A note on robust representations of law-invariant quasiconvex functionsBuchbeitrag Book Contribution2011
22Kazianka, Hannes ; Pilz, Jürgen Model-Based GeostatisticsBuchbeitrag Book Contribution 2011
23Kainhofer, Reinhold F. An extensive MusicXML 2.0 test suitePräsentation Presentation2010
24Kainhofer, Reinhold F. OrchestralLily: A Package for Professional Music Publishing with LilyPond and LaTeXPräsentation Presentation2010
25Kainhofer, Reinhold F. A MusicXML Test Suite and a Discussion of Issues in MusicXML 2.0Präsentation Presentation2010
26Gerhold, Stefan On Refined Volatility Smile Expansion In The Heston ModelPräsentation Presentation2010
27Gerhold, Stefan On Refined Volatility Smile Expansion In The Heston ModelPräsentation Presentation2010
28Gerhold, Stefan On Refined Volatility Smile Expansion In The Heston ModelPräsentation Presentation2010
29Reda, Ranja How creative is innovation?Präsentation Presentation2010
30Kazianka, Hannes Objective Bayesian Analysis of Spatially Correlated Data Including Measurement ErrorPräsentation Presentation2010
31Hubalek, Friedrich Some statistical, analytical, and computational aspects of an affine stochastic volatility model with jumpsPräsentation Presentation2010
32Schmock, Uwe On the Asymptotic Behaviour of the Estimator of Kendall's TauPräsentation Presentation2010
33Schmock, Uwe Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic MinimalityPräsentation Presentation2010
34Schmock, Uwe On the Asymptotic Behaviour of the Estimator of Kendall's TauPräsentation Presentation2010
35Grandits, Peter Optimal consumption in a Brownian model with absorption and finite time horizonPräsentation Presentation2010
36Grandits, Peter Optimal consumption in a Brownian model with finite time horizonPräsentation Presentation2010
37Grandits, Peter On some optimization problems in risk theoryPräsentation Presentation2010
38Hubalek, Friedrich On exact simulation of moderately tractable infinite activity Levy processes and their exponential transformPräsentation Presentation2010
39Blum, Benedikt Superreplication and No-Arbitrage in Multiasset Models with Transaction CostsPräsentation Presentation2010
40Blum, Benedikt No-Arbitrage and Transaction Costs in Continuous Multiasset ModelsPräsentation Presentation2010