Klaus Herrmann

From MaRDI portal
Person:2137804

Available identifiers

zbMath Open herrmann.klausMaRDI QIDQ2137804

List of research outcomes





PublicationDate of PublicationType
Index-mixed copulas2023-06-18Paper
Smooth bootstrapping of copula functionals2022-05-11Paper
MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK2020-02-03Paper
Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence2018-12-03Paper
Multivariate geometric expectiles2018-08-31Paper
Hunting for Black Swans in the European Banking Sector Using Extreme Value Analysis2017-07-31Paper
On the distribution of sums of random variables with copula-induced dependence2015-02-03Paper
Limiting Behavior of Maxima under DependenceN/APaper

Research outcomes over time

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