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accessRights:"restricted"
type:"article"
~isPartOf:"IEEE transactions on engineering management : EM"
~isPartOf:"Quantitative finance"
~subject:"Theorie"
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IEEE transactions on engineering management : EM
Quantitative finance
Insurance / Mathematics & economics
102
European journal of operational research : EJOR
82
Finance research letters
25
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25
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1
Dependence modeling for large-scale project cost and time risk assessment : additive risk factor approaches
Kim, Byung-Cheol
- In:
IEEE transactions on engineering management : EM
70
(
2023
)
2
,
pp. 417-436
Persistent link: https://www.econbiz.de/10014232092
Saved in:
2
Kurtosis-based risk parity : methodology and portfolio effects
Braga, M. D.
;
Nava, C. R.
;
Zoia, M. G.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 453-469
Persistent link: https://www.econbiz.de/10014232668
Saved in:
3
Quantitative reverse stress testing, bottom up
Albanese, Claudio
;
Crépey, Stéphane
;
Iabichino, Stefano
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 863-875
Persistent link: https://www.econbiz.de/10014304378
Saved in:
4
A risk assessment framework for scheduling projects with resource and duration uncertainties
Chakrabortty, Ripon K.
;
Abbasi, Alireza
;
Ryan, Michael J.
- In:
IEEE transactions on engineering management : EM
69
(
2022
)
5
,
pp. 1917-1931
Persistent link: https://www.econbiz.de/10013431062
Saved in:
5
Life insurance surrender and liquidity risks
Chang, Hsiao-Yin
;
Schmeiser, Hato
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 761-776
Persistent link: https://www.econbiz.de/10013367857
Saved in:
6
Risk contributions of lambda quantiles
Ince, Akif
;
Peri, Ilaria
;
Pesenti, Silvana
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1871-1891
Persistent link: https://www.econbiz.de/10013367959
Saved in:
7
Optimizing the integrity of safety critical petroleum assets : a project conceptualization approach
Ambituuni, Ambisisi
;
Ochieng, Edward
;
Amezaga, Jaime M.
- In:
IEEE transactions on engineering management : EM
66
(
2019
)
2
,
pp. 208-223
Persistent link: https://www.econbiz.de/10012023135
Saved in:
8
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
9
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
10
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
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