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 241-260 of 284 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
241Grandits, Peter Estimation of parameters for the Pareto and the GPD distribution in the presence of inflationPräsentation Presentation2007
242Blum, Benedikt Deterministische Bewertung von Optionen in exponentiellen Lévy-ModellenPräsentation Presentation2007
243Schachermayer, Walter Consistent Price Systems and Face-Lifting Pricing under Transaction CostsPräsentation Presentation2007
244Schachermayer, Walter Optimal Risk Sharing for Law Invariant Monetary Utility FunctionsPräsentation Presentation2007
245Föllmer, Hans ; Schachermayer, Walter Asymptotic arbitrage and large deviationsPräsentation Presentation2007
246Schachermayer, Walter Optimal Risk Sharing for Law Invariant Monetary Utility FunctionsPräsentation Presentation2007
247Keller-Ressel, Martin ; Steiner, Thomas Yield curves shapes in affine term structure modelsPräsentation Presentation2007
248Keller-Ressel, Martin ; Steiner, Thomas Yield curves shapes in affine term structure modelsPräsentation Presentation2007
249Temnov, Gregory Managing Operational Risk: Models, Loss Aggregation and InsurancePräsentation Presentation2007
250Leitner, Johannes Pricing and Hedging with Globally and Instantaneously Vanishing RiskPräsentation Presentation2007
251Klöppel, Susanne Risk-Based Capital AllocationPräsentation Presentation2007
252Schachermayer, Walter ; Teichmann, Josef Wie K. Itô den stochastischen Kalkül revolutionierteArtikel Article2007
253Grandits, Peter ; Hubalek, Friedrich ; Schachermayer, Walter ; Žigo, Mislav Optimal expected exponential utility of dividend payments in a Brownian risk modelArtikel Article2007
254Jeanblanc, Monique ; Klöppel, Susanne ; Miyahara, Yoshio Minimal fq-martingale measures for exponential Lévy processesArtikel Article2007
255Alzer, Horst ; Gerhold, Stefan ; Kauers, Manuel ; Lupaş, Alexandru On Turán's inequality for Legendre polynomialsArtikel Article2007
256Klöppel, Susanne ; Schweizer, Martin Dynamic Indifference Valuation via Convex Risk MeasuresArtikel Article2007
257Bell, Jason P. ; Gerhold, Stefan On the positivity set of a linear recurrence sequenceArtikel Article2007
258Warnung, Richard Beyond Value-at-Risk: Managable AlternativesArtikel Article2007
259Hubalek, Friedrich On Tractable Finite-Activity Lévy Libor Market ModelsPräsentation Presentation2007
260Steiner, Thomas Yield Curve Shapes in Affine Term Structure ModelsPräsentation Presentation2007