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subject:"Portfolio selection"
subject:"Schätzung"
~isPartOf:"Journal of risk"
~subject:"Basel Accord"
~subject:"Value-at-risk (VAR)"
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Portfolio selection
Schätzung
Basel Accord
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Risikomanagement
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Risk management
75
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40
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risk management
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Guillén, Montserrat
2
Poddig, Thorsten
2
Santolino, Miguel
2
Aarons, Mark
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Adrian, Tobias
1
Alemany, Ramon
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Arici, G.
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Cong, Jianfa
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Journal of risk
Insurance / Mathematics & economics
105
Journal of banking & finance
78
European journal of operational research : EJOR
61
Journal of risk management in financial institutions
58
Risks : open access journal
55
SpringerLink / Bücher
46
The journal of operational risk
46
Finance research letters
43
Wiley finance series
42
International review of financial analysis
30
Journal of risk and financial management : JRFM
30
Risiko-Manager
30
The journal of portfolio management : JPM
30
Economic modelling
28
Quantitative finance
28
The journal of portfolio management : a publication of Institutional Investor
25
The North American journal of economics and finance : a journal of financial economics studies
24
International review of economics & finance : IREF
22
Applied economics
21
Research paper series / Swiss Finance Institute
20
The journal of asset management
20
Die Bank
19
Energy economics
19
International journal of theoretical and applied finance
19
NBER working paper series
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
18
The European journal of finance
17
The journal of investing
17
Discussion paper
16
Sovereign wealth management
16
Springer eBook Collection
16
The journal of risk model validation
16
Discussion paper / Tinbergen Institute
15
Gabler Edition Wissenschaft
15
Journal of financial stability
15
Journal of investment management : JOIM
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of credit risk : published quarterly by Incisive Media
15
Wiley finance
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ECONIS (ZBW)
48
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1
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
2
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
3
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
4
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
5
Could holding multiple safe havens improve diversification in a portfolio? : the extended skew-t vine copula approach
Chang, Meng-Shiuh
;
Yuan, Jing
;
Xu, Jing
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012059925
Saved in:
6
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
7
Optimal equity protection of Solvency II regulated portfolios
Vaucher, Benoit
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 69-81
Persistent link: https://www.econbiz.de/10011847474
Saved in:
8
Performance measures adjusted for the risk situation (PARS)
Peters, Christoph
;
Seydel, Roland C.
- In:
Journal of risk
23
(
2021
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012630866
Saved in:
9
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
10
Optimal foreign exchange hedge tenor with liquidity risk
Zhang, Rongju
;
Aarons, Mark
;
Loeper, Gregoire
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012500295
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