Dokumente zum Namen Michel Dacorogna

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Search | arXiv e-print repository

arxiv.org

The impact of systemic risk on the diversification benefits of a risk portfolio. Authors: Marc Busse, Michel Dacorogna, Marie Kratz. Abstract: Risk diversification is ...

Intraday Statistical Properties of Eurofutures by Ramazan Gencay,...

papers.ssrn.com

This paper studies the statistical properties of the price, volatility and tick dynamics of the intraday Eurofutures markets by utilizing the transactions and q

[ ] Pro-Cyclicality of Traditional Risk Measurements:...

arxiv.org

· Authors:Marcel Bräutigam, Michel Dacorogna, Marie Kratz · Download PDF. Abstract: Since the introduction of risk-based solvency regulation, ...

A change of paradigm for the insurance industry - ProQuest

www.proquest.com

р Ю. (5). Michel Dacorogna Page 5. The argument being that this is the policyholder's point of view: when basically the capital is called on ...

Verwandte Suchanfragen zu Michel Dacorogna

Ulrich Müller
Marc Busse
Ulrich Muller

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