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subject:"Bank risk"
subject:"Risikomaß"
~isPartOf:"Journal of risk"
~subject:"Forecasting model"
~subject:"Theorie"
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Bank risk
Risikomaß
Forecasting model
Theorie
Risikomanagement
75
Risk management
75
Risk measure
40
Portfolio selection
39
Portfolio-Management
39
Theory
32
risk management
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value-at-risk (VaR)
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Guillén, Montserrat
2
Poddig, Thorsten
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Santolino, Miguel
2
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1
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1
Adrian, Tobias
1
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Journal of risk
Insurance / Mathematics & economics
178
Journal of banking & finance
135
European journal of operational research : EJOR
133
Journal of risk management in financial institutions
106
Risks : open access journal
102
The journal of operational risk
100
SpringerLink / Bücher
79
Finance research letters
58
Journal of risk and financial management : JRFM
45
NBER working paper series
42
Energy economics
40
International review of financial analysis
40
Europäische Hochschulschriften / 5
39
Economic modelling
37
Gabler Edition Wissenschaft
35
Risiko-Manager
35
The North American journal of economics and finance : a journal of financial economics studies
33
Working paper / National Bureau of Economic Research, Inc.
32
Journal of financial stability
31
Wiley finance series
31
Discussion paper / Tinbergen Institute
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
NBER Working Paper
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International journal of production economics
29
International journal of production research
29
Quantitative finance
29
Research paper series / Swiss Finance Institute
29
International journal of theoretical and applied finance
28
The journal of risk model validation
28
International review of economics & finance : IREF
27
The European journal of finance
26
Journal of empirical finance
25
Applied economics
23
Discussion paper
23
Discussion paper / Centre for Economic Policy Research
23
Die Bank
22
Finance and stochastics
21
International journal of finance & economics : IJFE
21
International journal of risk assessment and management : IJRAM
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ECONIS (ZBW)
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1
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
2
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
3
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
4
Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
Saved in:
5
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
6
Loss given default estimation : a two-stage model with classification tree-based boosting and support vector logistic regression
Tanoue, Yuta
;
Yamashita, Satoshi
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 19-37
Persistent link: https://www.econbiz.de/10012059863
Saved in:
7
A general framework for constructing bank risk data sets
Zhu, Xiaoqian
;
Lu, Wei
;
Wu, Dengsheng
;
Li, Jianping
- In:
Journal of risk
21
(
2018/2019
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10011980291
Saved in:
8
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
9
Optimal equity protection of Solvency II regulated portfolios
Vaucher, Benoit
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 69-81
Persistent link: https://www.econbiz.de/10011847474
Saved in:
10
The quickest way to lose the money you cannot afford to lose : reverse stress testing with maximum entropy
Rebonato, Riccardo
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 83-93
Persistent link: https://www.econbiz.de/10011847481
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