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language:"eng"
subject:"Risikomaß"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The journal of operational risk"
~subject:"Messung"
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Risikomaß
Messung
Risikomanagement
151
Risk management
151
Operational risk
111
Operationelles Risiko
111
Bank risk
80
Bankrisiko
80
Financial services
52
Finanzdienstleistung
52
operational risk
47
Basel Accord
41
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41
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Risk measure
35
Statistical distribution
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17
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risk management
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loss distribution approach (LDA)
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Risikomodell
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Risk model
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Portfolio selection
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Portfolio-Management
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Original research
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advanced measurement approach (AMA)
8
value-at-risk (VaR)
7
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English
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Cohen, Ruben D.
3
Gao, Lijun
2
Li, Jianping
2
Mitic, Peter
2
Piacenza, Fabio
2
Zhu, Xiaoqian
2
Abbate, Donato
1
Agostini, Alessandra
1
Antonini, Gianluca
1
Aroda, Pavan
1
Arunachalam, Viswanathan
1
Badescu, Andrei L.
1
Bakker, Arjan
1
Barendse, Sander
1
Barunik, Jozef
1
Belles-Sampera, Jaume
1
Belloni, Claudia
1
Benito, Sonia
1
Bouaddi, Mohammed
1
Bücher, Axel
1
Cai, Charlie X.
1
Cech, Richard
1
Chapelle, Ariane
1
Chavez-Demoulin, Valérie
1
Chen Zhou
1
Chen, Heng Z.
1
Chen, Jianming
1
Chen, Xian
1
Cope, Eric W.
1
Cosslett, Stephen R.
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Dahen, Hela
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Dijk, Dick van
1
Dionne, Georges
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1
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1
Farkas, Walter
1
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1
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Journal of financial econometrics
The journal of operational risk
Insurance / Mathematics & economics
96
Journal of banking & finance
58
Risks : open access journal
53
European journal of operational research : EJOR
40
Journal of risk
40
Finance research letters
29
Economic modelling
27
Energy economics
25
Journal of risk management in financial institutions
25
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
17
Journal of risk and financial management : JRFM
17
Quantitative finance
17
International journal of theoretical and applied finance
15
International review of economics & finance : IREF
15
Applied economics
14
Discussion paper / Tinbergen Institute
14
Research paper series / Swiss Finance Institute
14
The European journal of finance
13
Finance and stochastics
12
International journal of forecasting
12
Journal of econometrics
12
Journal of empirical finance
12
International journal of risk assessment and management : IJRAM
11
Working papers
11
Computational economics
10
Journal of international financial markets, institutions & money
10
Research in international business and finance
10
Scandinavian actuarial journal
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied economics letters
9
International journal of finance & economics : IJFE
9
Journal of mathematical finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Pacific-Basin finance journal
9
The journal of credit risk : published quarterly by Incisive Media
9
Astin bulletin : the journal of the International Actuarial Association
8
International journal of production research
8
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ECONIS (ZBW)
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1
Backtesting value-at-risk and expected shortfall in the presence of estimation error
Barendse, Sander
;
Kole, Erik
;
Dijk, Dick van
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 528-568
Persistent link: https://www.econbiz.de/10014314760
Saved in:
2
Semi-nonparametric estimation of operational risk capital with extreme loss events
Chen, Heng Z.
;
Cosslett, Stephen R.
- In:
The journal of operational risk
19
(
2024
)
1
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014490229
Saved in:
3
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
4
Smooth-transition regression models for non-stationary extremes
Hambuckers, Julien
;
Kneib, Thomas
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 445-484
Persistent link: https://www.econbiz.de/10014314754
Saved in:
5
Measuring tail operational risk in univariate and multivariate models with extreme losses
Yang, Yang
;
Gong, Yishan
;
Liu, Jiajun
- In:
The journal of operational risk
18
(
2023
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10014490082
Saved in:
6
How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity
Zhu, Xiaoqian
;
Wang, Yinghui
;
Liu, Mingxi
;
Li, Jianping
- In:
The journal of operational risk
18
(
2023
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014490122
Saved in:
7
Credible value-at-risk
Mitic, Peter
- In:
The journal of operational risk
18
(
2023
)
4
,
pp. 33-70
Persistent link: https://www.econbiz.de/10014490183
Saved in:
8
Multilevel and tail risk management
Khalaf, Lynda
;
Leccadito, Arturo
;
Urga, Giovanni
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 839-874
Persistent link: https://www.econbiz.de/10013460029
Saved in:
9
Estimating systematic risk under extremely adverse market conditions
Oordt, Maarten R. C. van
;
Chen Zhou
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 432–461
Persistent link: https://www.econbiz.de/10012054463
Saved in:
10
A review of the state of the art in quantifying operational risk
Benito, Sonia
;
Martín, Carmen López
- In:
The journal of operational risk
13
(
2018
)
4
,
pp. 89-129
Persistent link: https://www.econbiz.de/10011976061
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