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Correction note: On the optimal risk allocation problem
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Christian Burgert
Veröffentlicht/Copyright:
25. September 2009
Published Online: 2009-09-25
Published in Print: 2006-12
© Oldenbourg Wissenschaftsverlag
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Artikel in diesem Heft
- Statistical inference on graphs
- Estimating market risk with neural networks
- On Markovian short rates in term structure models driven by jump-diffusion processes
- Robust multivariate location estimation, admissibility, and shrinkage phenomenon
- On local bootstrap bandwidth choice in kernel density estimation
- Correction note: On the optimal risk allocation problem
Artikel in diesem Heft
- Statistical inference on graphs
- Estimating market risk with neural networks
- On Markovian short rates in term structure models driven by jump-diffusion processes
- Robust multivariate location estimation, admissibility, and shrinkage phenomenon
- On local bootstrap bandwidth choice in kernel density estimation
- Correction note: On the optimal risk allocation problem
