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subject:"Derivative"
subject:"Risk measure"
~isPartOf:"International journal of theoretical and applied finance"
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Derivative
Risk measure
Risikomanagement
38
Risk management
38
Theorie
20
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20
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17
Kreditrisiko
17
Portfolio selection
15
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
101
Journal of banking & finance
65
Risks : open access journal
56
European journal of operational research : EJOR
45
Journal of risk
42
Energy economics
40
Finance research letters
31
Economic modelling
28
The North American journal of economics and finance : a journal of financial economics studies
28
The journal of operational risk
27
Journal of risk management in financial institutions
26
International review of financial analysis
22
Quantitative finance
22
The journal of risk model validation
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Applied economics
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International review of economics & finance : IREF
20
SpringerLink / Bücher
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Journal of risk and financial management : JRFM
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The European journal of finance
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Discussion paper / Tinbergen Institute
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Journal of empirical finance
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Finance and stochastics
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Journal of econometrics
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Journal of financial stability
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Research in international business and finance
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Research paper series / Swiss Finance Institute
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The journal of credit risk : published quarterly by Incisive Media
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Agricultural finance review
12
International journal of forecasting
12
Schriftenreihe Finanzmanagement
12
The journal of futures markets
12
Working papers
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International journal of risk assessment and management : IJRAM
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Journal of international financial markets, institutions & money
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Journal of mathematical finance
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Computational economics
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International journal of financial engineering
10
Pacific-Basin finance journal
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ECONIS (ZBW)
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1
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
2
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
3
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
4
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
5
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
6
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
7
Theoretical sensitivity analysis for quantitative operational risk management
Kato, Takashi
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011733962
Saved in:
8
Fixing risk neutral risk measures
Stein, Harvey J.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
Saved in:
9
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
10
Regulatory capital modeling for credit risk
Rutkowski, Marek
;
Tarca, Silvio
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403880
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