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language:"eng"
subject:"Risikomaß"
~isPartOf:"Journal of empirical finance"
~subject:"Finanzkrise"
~subject:"Katastrophe"
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Risikomaß
Finanzkrise
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Risikomanagement
31
Risk management
31
Theorie
21
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21
Portfolio selection
13
Portfolio-Management
13
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12
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Allen, David
1
Almeida, Helena Tenório Veiga de
1
Bernardi, Mauro
1
Cai, Jun
1
Calluzzo, Paul
1
Changchien, Chang-Cheng
1
Chen Zhou
1
Christoffersen, Peter F.
1
Du, Jiangze
1
Dudley, Evan
1
Fabozzi, Frank J.
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Fries, Christian
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Grané, Aurea
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1
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Mitov, Georgi
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Nigbur, Tobias
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Petrella, Lea
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Račev, Svetlozar T.
1
Rhee, S. Ghon
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Rüschendorf, Ludger
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Seeger, Norman
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Journal of empirical finance
Insurance / Mathematics & economics
99
Journal of banking & finance
68
Risks : open access journal
65
Journal of risk management in financial institutions
62
European journal of operational research : EJOR
46
World Bank E-Library Archive
43
Journal of risk
40
Economic modelling
31
International review of financial analysis
29
The journal of operational risk
29
Finance research letters
28
The North American journal of economics and finance : a journal of financial economics studies
27
Energy economics
25
International journal of risk assessment and management : IJRAM
23
Journal of financial stability
22
Journal of risk and financial management : JRFM
22
SpringerLink / Bücher
21
The journal of risk model validation
21
Quantitative finance
19
International review of economics & finance : IREF
18
Risk and Vulnerability Assessment
18
Discussion paper / Tinbergen Institute
17
The European journal of finance
17
Applied economics
16
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
16
International journal of theoretical and applied finance
15
Research paper series / Swiss Finance Institute
15
Journal of international financial markets, institutions & money
14
Applied economics letters
13
International journal of finance & economics : IJFE
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Wiley finance series
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Computational economics
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Finance and stochastics
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International journal of forecasting
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Journal of econometrics
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NBER working paper series
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Other Financial Sector Study
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Research in international business and finance
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1
Corporate hedging fragility in the over-the-counter market
Calluzzo, Paul
;
Dudley, Evan
- In:
Journal of empirical finance
67
(
2022
),
pp. 253-270
Persistent link: https://www.econbiz.de/10013464395
Saved in:
2
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
3
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
4
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
5
Measuring long-term tail risk : evaluating the performance of the square-root-of-time rule
Wang, Jying-Nan
;
Du, Jiangze
;
Hsu, Yuan-Teng
- In:
Journal of empirical finance
47
(
2018
),
pp. 120-138
Persistent link: https://www.econbiz.de/10012103480
Saved in:
6
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
7
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Saved in:
8
Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
9
High-order moments and extreme value approach for value-at-risk
Lin, Chu-Hsiung
;
Changchien, Chang-Cheng
;
Kao, Tzu-Chuan
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 421-434
Persistent link: https://www.econbiz.de/10011300450
Saved in:
10
Diagnosing the distribution of GARCH innovations
Sun, Pengfei
;
Chen Zhou
- In:
Journal of empirical finance
29
(
2014
),
pp. 287-303
Persistent link: https://www.econbiz.de/10011300465
Saved in:
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