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subject:"Bank risk"
subject:"Risikomaß"
~isPartOf:"Quantitative finance"
~source:"econis"
~subject:"Credit derivative"
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Bank risk
Risikomaß
Credit derivative
Risikomanagement
44
Risk management
44
Portfolio selection
27
Portfolio-Management
27
Theorie
23
Theory
23
Risk measure
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Risiko
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Risk parity
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Quantitative finance
Journal of banking & finance
96
Insurance / Mathematics & economics
95
The journal of operational risk
95
Journal of risk management in financial institutions
89
Risks : open access journal
64
European journal of operational research : EJOR
47
Journal of risk
45
Finance research letters
38
SpringerLink / Bücher
34
International review of financial analysis
33
Risiko-Manager
33
Economic modelling
31
The North American journal of economics and finance : a journal of financial economics studies
29
Journal of risk and financial management : JRFM
27
Journal of financial stability
26
Energy economics
25
The journal of risk model validation
25
Applied economics
18
Discussion paper / Tinbergen Institute
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IMF working papers
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International journal of theoretical and applied finance
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Journal of international financial markets, institutions & money
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Wiley finance series
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International journal of finance & economics : IJFE
17
International review of economics & finance : IREF
17
International journal of economics and financial issues : IJEFI
16
Research paper series / Swiss Finance Institute
16
The European journal of finance
16
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
15
Journal of empirical finance
15
Research in international business and finance
15
Discussion paper
14
Journal of banking regulation
14
Pacific-Basin finance journal
14
Springer eBook Collection
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Finance and stochastics
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Journal of econometrics
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Journal of financial intermediation
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
2
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
3
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
4
Quantitative reverse stress testing, bottom up
Albanese, Claudio
;
Crépey, Stéphane
;
Iabichino, Stefano
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 863-875
Persistent link: https://www.econbiz.de/10014304378
Saved in:
5
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
6
Risk contributions of lambda quantiles
Ince, Akif
;
Peri, Ilaria
;
Pesenti, Silvana
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1871-1891
Persistent link: https://www.econbiz.de/10013367959
Saved in:
7
Model-based approach for scenario design : stress test severity and banks' resiliency
Barbieri, Paolo Nicola
;
Lusignani, Giuseppe
;
Prosperi, …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1927-1954
Persistent link: https://www.econbiz.de/10013367962
Saved in:
8
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
9
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
10
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
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