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language:"eng"
subject:"risk management"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Credit risk"
~subject:"Operational risk"
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risk management
Credit risk
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Risikomanagement
38
Risk management
38
Theorie
20
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20
Kreditrisiko
17
Portfolio selection
15
Portfolio-Management
15
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credit risk
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wrong-way risk
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Brigo, Damiano
2
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1
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1
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1
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1
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1
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1
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1
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1
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International journal of theoretical and applied finance
Journal of risk management in financial institutions
115
The journal of operational risk
115
Risks : open access journal
77
Journal of risk and financial management : JRFM
76
Journal of Risk and Financial Management
67
Working Paper
57
IMF Working Papers
53
Journal of banking & finance
53
International journal of production research
51
Geneva Association - Working Papers Series
38
Risks
35
International journal of risk assessment and management : IJRAM
34
Journal of risk
34
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
28
European journal of operational research : EJOR
23
The journal of portfolio management : JPM
23
Wiley finance series
23
Journal of securities operations & custody
22
SpringerLink / Bücher
22
The journal of credit risk : published quarterly by Incisive Media
22
The European journal of finance
21
Diskussionspapier
20
The journal of risk model validation
20
International journal of economics and finance
19
Journal of financial stability
19
Risk management : a journal of risk, crisis and disaster
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Finance research letters
17
Insurance / Mathematics & economics
17
Discussion paper
16
Discussion paper / Tinbergen Institute
16
International review of financial analysis
16
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
16
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
16
International journal of economics and financial issues : IJEFI
15
Manufacturing & service operations management : M & SOM
15
Managing business risk : a practical guide to protecting your business
14
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
14
Working paper series / European Central Bank
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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
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
5
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:
6
Counterparty credit risk in a clearing network
Felbert, Alexander von
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012496786
Saved in:
7
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping
;
Krehbiel, Timothy L.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
Saved in:
8
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:
9
Wrong-way risk CVA models with analytical EPE profiles under Gaussian exposure dynamics
Vrins, Frédéric
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011763941
Saved in:
10
Theoretical sensitivity analysis for quantitative operational risk management
Kato, Takashi
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011733962
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