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subject:"Bankrisiko"
subject:"Theorie"
~isPartOf:"Quantitative finance"
~subject:"Credit derivative"
~type_genre:"Aufsatz in Zeitschrift"
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Bankrisiko
Theorie
Credit derivative
Risikomanagement
44
Risk management
44
Portfolio selection
27
Portfolio-Management
27
Theory
23
Risikomaß
17
Risk measure
17
Risiko
15
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Kreditrisiko
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Derivat
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Option pricing theory
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Risk parity
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Robustes Verfahren
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Schätztheorie
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Aufsatz in Zeitschrift
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Albanese, Claudio
1
Arratia, Argimiro
1
Barbieri, Paolo Nicola
1
Benth, Fred Espen
1
Bergk, Kerstin
1
Braga, M. D.
1
Brandtner, Mario
1
Buehler, Hans
1
Chang, Hsiao-Yin
1
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1
Chincarini, Ludwig Boris
1
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1
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1
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1
Crépey, Stéphane
1
Deng, Kaihua
1
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1
Ding, Rui
1
Dorador, Albert
1
Ertley, Brian
1
Glasserman, Paul
1
Gonon, Lukas
1
Hasim, Haslifah Mohamad
1
Haugh, Martin B.
1
Hofer, Markus
1
Härdle, Wolfgang
1
Iabichino, Stefano
1
Ince, Akif
1
Kandhai, Drona
1
Kim, Minjoo
1
Koike, Takaaki
1
Kwon, Roy H.
1
Kürsten, Wolfgang
1
Lacedelli, Octavio Ruiz
1
Li, Yuying
1
Lichtner, Mark
1
Lundin, Mark
1
Lusignani, Giuseppe
1
Mausser, Helmut
1
Minami, Mihoko
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Quantitative finance
Insurance / Mathematics & economics
160
European journal of operational research : EJOR
120
Journal of banking & finance
111
Journal of risk management in financial institutions
97
The journal of operational risk
93
Risks : open access journal
86
Finance research letters
44
Journal of risk
39
Journal of risk and financial management : JRFM
36
Risiko-Manager
33
International review of financial analysis
30
Journal of financial stability
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Economic modelling
27
International journal of production economics
23
Journal of empirical finance
23
International journal of production research
22
The European journal of finance
22
Finance and stochastics
21
International journal of theoretical and applied finance
21
Die Bank
20
Energy economics
20
Scandinavian actuarial journal
20
The North American journal of economics and finance : a journal of financial economics studies
19
International review of economics & finance : IREF
18
Journal of financial intermediation
18
The journal of risk model validation
18
Applied economics
17
Computers & operations research : and their applications to problems of world concern ; an international journal
17
American journal of agricultural economics
16
International journal of finance & economics : IJFE
16
International journal of economics and financial issues : IJEFI
15
Journal of economic behavior & organization : JEBO
15
Journal of economic dynamics & control
15
Journal of financial economics
15
Journal of international financial markets, institutions & money
15
Review of quantitative finance and accounting
15
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
15
The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
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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
Kurtosis-based risk parity : methodology and portfolio effects
Braga, M. D.
;
Nava, C. R.
;
Zoia, M. G.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 453-469
Persistent link: https://www.econbiz.de/10014232668
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
Life insurance surrender and liquidity risks
Chang, Hsiao-Yin
;
Schmeiser, Hato
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 761-776
Persistent link: https://www.econbiz.de/10013367857
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
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
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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