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language:"eng"
subject:"Risikomaß"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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Risikomaß
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Berkhouch, Mohammed
1
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Computational economics
The journal of credit risk : published quarterly by Incisive Media
Insurance / Mathematics & economics
64
European journal of operational research : EJOR
31
Journal of banking & finance
25
Journal of risk
25
Finance research letters
23
Energy economics
21
The journal of operational risk
18
Economic modelling
16
The North American journal of economics and finance : a journal of financial economics studies
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15
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12
The journal of risk model validation
12
International review of economics & finance : IREF
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International review of financial analysis
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of forecasting
9
Journal of econometrics
9
Pacific-Basin finance journal
9
International journal of theoretical and applied finance
8
Research in international business and finance
8
Scandinavian actuarial journal
8
Journal of empirical finance
7
Journal of financial econometrics
7
Journal of international financial markets, institutions & money
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The European journal of finance
7
Astin bulletin : the journal of the International Actuarial Association
6
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6
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International journal of finance & economics : IJFE
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1
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
2
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
3
Tail risk early warning system for capital markets based on machine learning algorithms
Zhang, Zongxin
;
Chen, Ying
- In:
Computational economics
60
(
2022
)
3
,
pp. 901-923
Persistent link: https://www.econbiz.de/10013380850
Saved in:
4
Dependence and systemic risk analysis between S&P 500 index and sector indexes : a conditional value-at-risk approach
Jiao, Shoukun
;
Ye, Wuyi
- In:
Computational economics
59
(
2022
)
3
,
pp. 1203-1229
Persistent link: https://www.econbiz.de/10013169244
Saved in:
5
International assets allocation with risk management via multi-stage stochastic programming
Yin, Libo
;
Han, Liyan
- In:
Computational economics
55
(
2020
)
2
,
pp. 385-405
Persistent link: https://www.econbiz.de/10012223636
Saved in:
6
Art-secured lending : a risk analysis framework
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
Saved in:
7
Optimal stop-loss reinsurance under the VaR and CTE risk measures : variable transformation method
Du, Junhong
;
Li, Zhiming
;
Wu, Lijun
- In:
Computational economics
53
(
2019
)
3
,
pp. 1133-1151
Persistent link: https://www.econbiz.de/10012135119
Saved in:
8
Risk : an R package for financial risk measures
Chan, Stephen
;
Nadarajah, Saralees
- In:
Computational economics
53
(
2019
)
4
,
pp. 1337-1351
Persistent link: https://www.econbiz.de/10012135135
Saved in:
9
Basel risk weight functions and forward-looking expected credit losses
Eleftherios, Vlachostergios
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
4
,
pp. 29-42
Persistent link: https://www.econbiz.de/10012153043
Saved in:
10
Modeling dependent risk factors with CreditRisk+
Zhang, Xiaohang
;
Choe, SuBang
;
Zhu, Ji
;
Bewick, Jill
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
2
,
pp. 29-43
Persistent link: https://www.econbiz.de/10011917573
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