Deutsch
Open Access
Home
Search
Browse
Publish
FAQ
Volltext-Downloads (blau) und Frontdoor-Views (grau)
Schließen
Author(s)
All words
At least one word
None of the words
Title
All words
At least one word
None of the words
Additional Person(s)
All words
At least one word
None of the words
Referee(s)
All words
At least one word
None of the words
Abstract
All words
At least one word
None of the words
Fulltext
All words
None of the words
Refine
Author
Beyer, Hans-Georg
(1)
Breuer, Thomas
(14)
Csiszar, Imre
(5)
Finck, Steffen
(1)
Gorbach, Florian
(1)
Jandacka, Martin
(2)
Jandačka, Martin
(1)
Maninger, Jörg
(1)
Mencía, Javier
(1)
Puhr, Rainer
(2)
+ more
Year of publication
2017
(1)
2016
(1)
2015
(2)
2014
(2)
2013
(1)
2012
(1)
2011
(1)
2010
(5)
Document Type
Article
(4)
Conference Proceeding
(4)
Book
(3)
Report
(3)
Institute
Department of Computer Science (Ende 2021 aufgelöst; Integration in die übergeordnete OE Technik) (14)
(remove)
Language
English
(12)
German
(2)
Has Fulltext
no
(14)
Is part of the Bibliography
yes
(14)
Keywords
convex integral functional
(3)
Bregman distance
(2)
I-divergence
(2)
Model risk
(2)
Multiple priors
(2)
Relative entropy
(2)
f-divergence
(2)
maximum entropy principle
(2)
Algorithm Analysis and Problem Complexity
(1)
Almost worst case densities
(1)
+ more
14
search hits
1
to
10
Export
BibTeX
CSV
Marc21
RIS
10
10
20
50
100
Sort by
Year
Year
Title
Title
Author
Author
Evolution on trees. On the design of an evolution strategy for scenario-based multi-period portfolio optimization under transaction costs
(2014)
Beyer, Hans-Georg
;
Finck, Steffen
;
Breuer, Thomas
An information geometry problem in mathematical finance
(2015)
Csiszar, Imre
;
Breuer, Thomas
Information geometry in mathematical finance. Model risk, worst and almost worst scenarios
(2013)
Breuer, Thomas
;
Csiszar, Imre
A systematic approach to multi-period stress testing of portfolio credit risk
(2012)
Breuer, Thomas
;
Jandačka, Martin
;
Mencía, Javier
;
Summer, Martin
Stress tests. From arts to science
(2010)
Breuer, Thomas
;
Csiszar, Imre
Temporal aggregation of GARCH models. Conditional kurtosis and optimal frequency
(2010)
Breuer, Thomas
;
Jandacka, Martin
Globale vektorautoregressive Modelle. Eine Implementierung in R
(2010)
Puhr, Rainer
;
Rheinberger, Klaus
;
Breuer, Thomas
;
Summer, Martin
Measuring distribution model risk. Veröffentlichungsdatum Web: 9 October 2013
(2016)
Breuer, Thomas
;
Csiszar, Imre
Entwicklung einer kostengünstigen und robusten Refinanzierungsstrategie zur optimalen Liquiditätssteuerung eines Kreditinstitutes
(2010)
Breuer, Thomas
;
Gorbach, Florian
;
Maninger, Jörg
;
Rheinberger, Klaus
;
Seeger, Markus
Robust risk management under model uncertainty
(2010)
Breuer, Thomas
;
Csiszar, Imre
1
to
10