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subject:"Bankenregulierung"
subject:"Bankrisiko"
~isPartOf:"Quantitative finance"
~subject:"Finanzdienstleistung"
~subject:"Robustes Verfahren"
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Bankenregulierung
Bankrisiko
Finanzdienstleistung
Robustes Verfahren
Risikomanagement
44
Risk management
44
Portfolio selection
27
Portfolio-Management
27
Theorie
23
Theory
23
Risikomaß
17
Risk measure
17
Risiko
15
Risk
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Financial services
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Credit risk
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Kreditrisiko
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Derivat
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Derivative
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Prognoseverfahren
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Messung
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Option pricing theory
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Optionspreistheorie
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Risk parity
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Business network
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Credit derivative
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Estimation
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Estimation theory
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Expected shortfall
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Kreditderivat
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Multivariate Verteilung
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Multivariate distribution
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Portfolio optimization
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Robust statistics
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Scenario analysis
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Schätztheorie
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Chen, Yi-Hsuan
2
Härdle, Wolfgang
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Corazza, Marco
1
Costa, Giorgio
1
Crépey, Stéphane
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Deng, Kaihua
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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
Mihoci, Andrija
1
Neuberg, Richard
1
Paraschiv, Florentina
1
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1
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1
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Quantitative finance
Journal of risk management in financial institutions
106
The journal of operational risk
90
Journal of banking & finance
69
Risks : open access journal
44
European journal of operational research : EJOR
35
Risiko-Manager
35
SpringerLink / Bücher
34
Journal of risk and financial management : JRFM
30
Finance research letters
29
Journal of financial stability
27
Journal of risk
27
Wiley finance series
25
International review of financial analysis
24
IMF working papers
19
Journal of securities operations & custody
18
International journal of economics and financial issues : IJEFI
17
Discussion paper
15
Insurance / Mathematics & economics
15
International journal of economics and finance
15
NBER working paper series
15
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
14
International journal of theoretical and applied finance
14
Journal of banking regulation
14
Springer eBook Collection
14
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
14
Journal of financial intermediation
13
The journal of risk model validation
13
Cogent economics & finance
12
Die Bank
12
Journal of financial regulation and compliance : an international journal
12
Working paper series / European Central Bank
12
Cogent business & management
11
Handbuch ökonomisches Kapitel
11
IMF country report
11
Journal of international financial markets, institutions & money
11
Discussion papers / CEPR
10
Economic modelling
10
Journal of risk finance : the convergence of financial products and insurance
10
The North American journal of economics and finance : a journal of financial economics studies
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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
A data-driven explainable case-based reasoning approach for financial risk detection
Li, Wei
;
Paraschiv, Florentina
;
Sermpinis, Georgios
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2257-2274
Persistent link: https://www.econbiz.de/10013490942
Saved in:
3
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:
4
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
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5
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:
6
Design of adaptive Elman networks for credit risk assessment
Corazza, Marco
;
De March, Davide
;
Tollo, Giacomo di
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10012424593
Saved in:
7
Backtesting expected shortfall and beyond
Deng, Kaihua
;
Qiu, Jie
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1109-1125
Persistent link: https://www.econbiz.de/10012588022
Saved in:
8
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
9
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
10
Risk parity portfolio optimization under a Markov regime-switching framework
Costa, Giorgio
;
Kwon, Roy H.
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 453-471
Persistent link: https://www.econbiz.de/10012194664
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