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subject:"Bankrisiko"
subject:"Theorie"
~isPartOf:"Quantitative finance"
~subject:"Risikomaß"
~subject:"Robust statistics"
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Bankrisiko
Theorie
Risikomaß
Robust statistics
Risikomanagement
44
Risk management
44
Portfolio selection
27
Portfolio-Management
27
Theory
23
Risk measure
17
Risiko
15
Risk
15
Financial services
11
Finanzdienstleistung
11
Credit risk
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Kreditrisiko
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Derivat
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Derivative
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Hedging
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Forecasting model
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Option pricing theory
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Optionspreistheorie
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Risk parity
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Multivariate Verteilung
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Robustes Verfahren
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Schätztheorie
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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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Quantitative finance
Insurance / Mathematics & economics
177
Journal of banking & finance
134
European journal of operational research : EJOR
129
Journal of risk management in financial institutions
102
The journal of operational risk
100
Risks : open access journal
99
SpringerLink / Bücher
79
Finance research letters
58
Journal of risk
53
Journal of risk and financial management : JRFM
43
NBER working paper series
41
Europäische Hochschulschriften / 5
39
International review of financial analysis
39
Energy economics
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Economic modelling
37
Gabler Edition Wissenschaft
35
Risiko-Manager
34
The North American journal of economics and finance : a journal of financial economics studies
32
Journal of financial stability
31
Working paper / National Bureau of Economic Research, Inc.
31
International journal of production research
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Discussion paper / Tinbergen Institute
29
International journal of production economics
29
NBER Working Paper
29
Research paper series / Swiss Finance Institute
29
Wiley finance series
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
22
Discussion paper / Centre for Economic Policy Research
22
Die Bank
21
Finance and stochastics
21
International journal of finance & economics : IJFE
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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