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isPartOf:"ERIM report series research in management"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Portfolio-Management"
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Portfolio-Management
Risikomanagement
46
Risk management
46
Theorie
22
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Credit risk
18
Kreditrisiko
18
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16
Risikomaß
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Capriotti, Luca
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ERIM report series research in management
International journal of theoretical and applied finance
Insurance / Mathematics & economics
98
Journal of banking & finance
59
European journal of operational research : EJOR
52
Risks : open access journal
43
Wiley finance series
40
Journal of risk
39
Finance research letters
36
Journal of risk management in financial institutions
32
The journal of portfolio management : JPM
30
Quantitative finance
27
SpringerLink / Bücher
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The journal of portfolio management : a publication of Institutional Investor
25
International review of financial analysis
24
The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk and financial management : JRFM
23
The journal of asset management
20
International review of economics & finance : IREF
19
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Research paper series / Swiss Finance Institute
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Sovereign wealth management
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Springer eBook Collection
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Journal of investment management : JOIM
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Applied economics
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Journal of empirical finance
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Risiko-Manager
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Scandinavian actuarial journal
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The journal of investment strategies
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Finance and stochastics
12
The European journal of finance
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The Frank J. Fabozzi series
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Gabler Edition Wissenschaft
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Wiley finance
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Journal of risk finance : the convergence of financial products and insurance
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NBER working paper series
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
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1
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
2
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
3
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
4
Optimal investment in hedge funds under loss aversion
Zou, Bin
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
Saved in:
5
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
6
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
7
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
8
Shortfall risk minimization under fixed transaction costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
9
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
10
Create better diversified high-conviction equity portfolios using the portfolio diversification index
Crezée, Dominiek P.
(
contributor
); …
-
2010
Persistent link: https://www.econbiz.de/10008665119
Saved in:
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