Modelling dynamic portfolio risk using risk drivers of elliptical processes:
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Dt. Bundesbank
2007
|
| Schriftenreihe: | Discussion paper
Series 2, Banking and financial studies ; 2007,7 |
| Online-Zugang: | Volltext |
| Beschreibung: | 1 Online-Ressource |
Internformat
MARC
| LEADER | 00000nmm a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV022517471 | ||
| 003 | DE-604 | ||
| 005 | 20120912 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 070718s2007 |||| o||u| ||||||eng d | ||
| 035 | |a (OCoLC)184844836 | ||
| 035 | |a (DE-599)BVBBV022517471 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-92 |a DE-898 |a DE-1049 |a DE-861 |a DE-863 |a DE-150 |a DE-91 |a DE-384 |a DE-739 |a DE-703 |a DE-355 |a DE-20 |a DE-706 |a DE-473 |a DE-29 | ||
| 245 | 1 | 0 | |a Modelling dynamic portfolio risk using risk drivers of elliptical processes |c Rafael Schmidt, Christian Schmieder |
| 264 | 1 | |a Frankfurt am Main |b Dt. Bundesbank |c 2007 | |
| 300 | |a 1 Online-Ressource | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 1 | |a Discussion paper : Series 2, Banking and financial studies |v 2007,7 | |
| 700 | 1 | |a Schmidt, Rafael |e Sonstige |4 oth | |
| 700 | 1 | |a Schmieder, Christian |d 1976- |e Sonstige |0 (DE-588)130289973 |4 oth | |
| 830 | 0 | |a Discussion paper |v Series 2, Banking and financial studies ; 2007,7 |w (DE-604)BV017940023 |9 2007,7 | |
| 856 | 4 | 0 | |u http://217.110.182.54/download/bankenaufsicht/dkp/200707dkp_b_.pdf |3 Volltext |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-015724263 | ||
Datensatz im Suchindex
| DE-BY-FWS_katkey | 290893 |
|---|---|
| _version_ | 1824556089961611265 |
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author_GND | (DE-588)130289973 |
| building | Verbundindex |
| bvnumber | BV022517471 |
| ctrlnum | (OCoLC)184844836 (DE-599)BVBBV022517471 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01221nmm a2200289 cb4500</leader><controlfield tag="001">BV022517471</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20120912 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">070718s2007 |||| o||u| ||||||eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)184844836</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV022517471</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-92</subfield><subfield code="a">DE-898</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-861</subfield><subfield code="a">DE-863</subfield><subfield code="a">DE-150</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-29</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Modelling dynamic portfolio risk using risk drivers of elliptical processes</subfield><subfield code="c">Rafael Schmidt, Christian Schmieder</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Frankfurt am Main</subfield><subfield code="b">Dt. Bundesbank</subfield><subfield code="c">2007</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Discussion paper : Series 2, Banking and financial studies</subfield><subfield code="v">2007,7</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Schmidt, Rafael</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Schmieder, Christian</subfield><subfield code="d">1976-</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)130289973</subfield><subfield code="4">oth</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Discussion paper</subfield><subfield code="v">Series 2, Banking and financial studies ; 2007,7</subfield><subfield code="w">(DE-604)BV017940023</subfield><subfield code="9">2007,7</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://217.110.182.54/download/bankenaufsicht/dkp/200707dkp_b_.pdf</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-015724263</subfield></datafield></record></collection> |
| id | DE-604.BV022517471 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T18:01:58Z |
| indexdate | 2025-02-20T07:18:01Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015724263 |
| oclc_num | 184844836 |
| open_access_boolean | |
| owner | DE-12 DE-92 DE-898 DE-BY-UBR DE-1049 DE-861 DE-863 DE-BY-FWS DE-150 DE-91 DE-BY-TUM DE-384 DE-739 DE-703 DE-355 DE-BY-UBR DE-20 DE-706 DE-473 DE-BY-UBG DE-29 |
| owner_facet | DE-12 DE-92 DE-898 DE-BY-UBR DE-1049 DE-861 DE-863 DE-BY-FWS DE-150 DE-91 DE-BY-TUM DE-384 DE-739 DE-703 DE-355 DE-BY-UBR DE-20 DE-706 DE-473 DE-BY-UBG DE-29 |
| physical | 1 Online-Ressource |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series | Discussion paper |
| series2 | Discussion paper : Series 2, Banking and financial studies |
| spellingShingle | Modelling dynamic portfolio risk using risk drivers of elliptical processes Discussion paper |
| title | Modelling dynamic portfolio risk using risk drivers of elliptical processes |
| title_auth | Modelling dynamic portfolio risk using risk drivers of elliptical processes |
| title_exact_search | Modelling dynamic portfolio risk using risk drivers of elliptical processes |
| title_exact_search_txtP | Modelling dynamic portfolio risk using risk drivers of elliptical processes |
| title_full | Modelling dynamic portfolio risk using risk drivers of elliptical processes Rafael Schmidt, Christian Schmieder |
| title_fullStr | Modelling dynamic portfolio risk using risk drivers of elliptical processes Rafael Schmidt, Christian Schmieder |
| title_full_unstemmed | Modelling dynamic portfolio risk using risk drivers of elliptical processes Rafael Schmidt, Christian Schmieder |
| title_short | Modelling dynamic portfolio risk using risk drivers of elliptical processes |
| title_sort | modelling dynamic portfolio risk using risk drivers of elliptical processes |
| url | http://217.110.182.54/download/bankenaufsicht/dkp/200707dkp_b_.pdf |
| volume_link | (DE-604)BV017940023 |
| work_keys_str_mv | AT schmidtrafael modellingdynamicportfolioriskusingriskdriversofellipticalprocesses AT schmiederchristian modellingdynamicportfolioriskusingriskdriversofellipticalprocesses |