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~subject:"Risikomaß"
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Risikomaß
Theory
1,384
Theorie
1,383
Portfolio selection
570
Portfolio-Management
570
Capital income
272
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272
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241
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English
128
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Brandtner, Mario
3
Daníelsson, Jón
3
Dias, Alexandra
3
Weiß, Gregor
3
Acerbi, Carlo
2
Armstrong, John
2
Bernard, Carole
2
Brigo, Damiano
2
Campbell, Rachel
2
Cui, Xueting
2
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2
Huisman, Ronald
2
Koedijk, Kees
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Li, Yuying
2
McNeil, Alexander J.
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2
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2
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2
Rockafellar, Ralph Tyrrell
2
Rösch, Daniel
2
Tasche, Dirk
2
Uryasev, Stan
2
Wang, Ruodu
2
Zhu, Shushang
2
Abduraimova, Kumushoy
1
Alcock, Jamie
1
Alexander, Carol
1
Alexander, Gordon J.
1
Alexander, S.
1
Allen, Linda
1
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1
Almeida, Caio
1
An, Yunbi
1
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1
Angelelli, Enrico
1
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1
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1
Balbás de la Corte, Alejandro
1
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Journal of banking & finance
Insurance / Mathematics & economics
210
European journal of operational research : EJOR
100
Risks : open access journal
90
Journal of risk
89
Finance research letters
58
Discussion paper / Tinbergen Institute
52
Economic modelling
52
Quantitative finance
49
The journal of risk model validation
45
Journal of empirical finance
44
Applied economics
43
International review of financial analysis
43
The North American journal of economics and finance : a journal of financial economics studies
43
International journal of forecasting
42
International journal of theoretical and applied finance
42
Journal of risk and financial management : JRFM
40
Journal of econometrics
38
Computational economics
33
Scandinavian actuarial journal
31
The European journal of finance
31
Journal of economic dynamics & control
30
Research paper series / Swiss Finance Institute
30
Finance and stochastics
29
Journal of forecasting
29
The journal of operational risk
29
SFB 649 discussion paper
28
Operations research letters
27
Energy economics
26
Journal of financial econometrics
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Operations research
25
Journal of international financial markets, institutions & money
24
Mathematics and financial economics
24
Mathematics of operations research
24
Astin bulletin : the journal of the International Actuarial Association
23
Journal of risk management in financial institutions
23
Research in international business and finance
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ECONIS (ZBW)
128
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1
Systemic risk allocation using the asymptotic marginal expected shortfall
Qin, Xiao
;
Chen Zhou
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820456
Saved in:
2
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
3
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
4
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
5
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
6
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
7
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
8
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
9
Downside risk and the performance of volatility-managed portfolios
Wang, Feifei
;
Yan, Xuemin Sterling
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013365948
Saved in:
10
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
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