Analysis of (stressed) allocation risk in the aggregate credit portfolio of domestic banks
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
Technical paper / Deutsche Bundesbank ; 10/2021
- Klassifikation
-
Wirtschaft
- Ereignis
-
Veröffentlichung
- (wo)
-
Frankfurt am Main
- (wer)
-
Deutsche Bundesbank
- (wann)
-
2021
- Urheber
-
Bednarek, Peter
- URN
-
urn:nbn:de:101:1-2021122312220231937794
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:29 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Bednarek, Peter
- Deutsche Bundesbank
Entstanden
- 2021
Ähnliche Objekte (12)
Analysis of (stressed) allocation risk in the aggregate credit portfolio of domestic banks
Stressed portfolio optimization with semiparametric method
Optimal Allocation of Retirement Portfolios
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods
Asset-allocation-Entscheidungen im Portfolio-Management
Dynamic asset allocation for household portfolios
Covariance prediction in large portfolio allocation
Unleveraged portfolios and pure allocation return
Pessimistic portfolio allocation and choquet expected utility
Signature-based portfolio allocation: a network approach
Domestic bond portfolio adjustments during duration jumps
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
Analysis of (stressed) allocation risk in the aggregate credit portfolio of domestic banks
Stressed portfolio optimization with semiparametric method
Optimal Allocation of Retirement Portfolios
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods
Asset-allocation-Entscheidungen im Portfolio-Management
Dynamic asset allocation for household portfolios
Covariance prediction in large portfolio allocation
Unleveraged portfolios and pure allocation return
Pessimistic portfolio allocation and choquet expected utility
Signature-based portfolio allocation: a network approach
Domestic bond portfolio adjustments during duration jumps
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
Analysis of (stressed) allocation risk in the aggregate credit portfolio of domestic banks
Stressed portfolio optimization with semiparametric method
Optimal Allocation of Retirement Portfolios
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods
Asset-allocation-Entscheidungen im Portfolio-Management
Dynamic asset allocation for household portfolios
Covariance prediction in large portfolio allocation
Unleveraged portfolios and pure allocation return
Pessimistic portfolio allocation and choquet expected utility
Signature-based portfolio allocation: a network approach
Domestic bond portfolio adjustments during duration jumps