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isPartOf:"Review of financial economics : RFE"
subject:"Risk measure"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Monte-Carlo-Simulation"
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Risk measure
Monte-Carlo-Simulation
Risk management
256
Risikomanagement
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Theorie
179
Theory
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Risiko
134
Risk
134
Portfolio selection
112
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Mao, Tiantian
6
Wang, Ruodu
5
Cai, Jun
4
Cossette, Hélène
4
Hu, Taizhong
4
Tan, Ken Seng
4
Cheung, Ka Chun
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Dhaene, Jan
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Furman, Edward
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Ling, Chengxiu
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Zitikis, Ričardas
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1
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Review of financial economics : RFE
Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
Risks : open access journal
56
Journal of banking & finance
53
Journal of risk
41
European journal of operational research : EJOR
38
The journal of operational risk
30
Economic modelling
27
Finance research letters
26
Energy economics
25
Journal of risk management in financial institutions
23
The North American journal of economics and finance : a journal of financial economics studies
23
The journal of risk model validation
20
International review of financial analysis
18
Quantitative finance
17
International journal of theoretical and applied finance
16
Journal of risk and financial management : JRFM
16
Applied economics
15
Discussion paper / Tinbergen Institute
15
Research paper series / Swiss Finance Institute
15
Finance and stochastics
14
International review of economics & finance : IREF
14
SpringerLink / Bücher
14
The European journal of finance
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International journal of forecasting
12
Journal of econometrics
12
Journal of empirical finance
12
Working papers
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Computational economics
10
International journal of production research
10
International journal of risk assessment and management : IJRAM
10
Journal of international financial markets, institutions & money
10
Research in international business and finance
10
Scandinavian actuarial journal
10
The journal of credit risk : published quarterly by Incisive Media
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of finance & economics : IJFE
9
Journal of mathematical finance
9
Pacific-Basin finance journal
9
Applied economics letters
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ECONIS (ZBW)
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1
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
2
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
3
Are gold, USD, and Bitcoin hedge or safe haven against stock? : the implication for risk management
Sharma, Udayan
;
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
41
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014278639
Saved in:
4
Two-stage nested simulation of tail risk measurement : a likelihood ratio approach
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534507
Saved in:
5
Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao
;
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
Saved in:
6
Risk aggregation and capital allocation using a new generalized Archimedean copula
Marri, Fouad
;
Moutanabbir, Khouzeima
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013271960
Saved in:
7
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
8
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
9
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
10
On capital allocation for a risk measure derived from ruin theory
Delsing, G. A.
;
Mandjes, Michel
;
Spreij, P. J. C.
; …
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 76-98
Persistent link: https://www.econbiz.de/10013264939
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