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subject:"Portfolio selection"
subject:"World"
~isPartOf:"The journal of risk model validation"
~subject:"Basler Akkord"
~subject:"Risk measure"
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Portfolio selection
World
Basler Akkord
Risk measure
Risikomanagement
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15
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15
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The journal of risk model validation
Insurance / Mathematics & economics
134
Journal of banking & finance
107
Journal of risk management in financial institutions
92
Risks : open access journal
86
European journal of operational research : EJOR
73
Finance research letters
71
SpringerLink / Bücher
64
The journal of operational risk
60
Journal of risk
52
International review of financial analysis
46
Wiley finance series
46
Journal of risk and financial management : JRFM
45
Energy economics
41
Economic modelling
35
Risiko-Manager
35
The North American journal of economics and finance : a journal of financial economics studies
35
The journal of portfolio management : JPM
33
Springer eBook Collection
32
International review of economics & finance : IREF
30
Quantitative finance
29
The journal of portfolio management : a publication of Institutional Investor
27
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24
International journal of theoretical and applied finance
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Die Bank
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Research paper series / Swiss Finance Institute
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Journal of financial stability
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The journal of asset management
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Discussion paper / Tinbergen Institute
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NBER working paper series
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The European journal of finance
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Journal of empirical finance
20
Research in international business and finance
20
The journal of investing
19
IMF working papers
18
International journal of risk assessment and management : IJRAM
18
Journal of investment management : JOIM
18
The journal of credit risk : published quarterly by Incisive Media
18
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
18
Discussion paper
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ECONIS (ZBW)
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1
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
2
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
3
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
4
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
5
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
6
The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
Fałdziński, Marcin
;
Osińska, Magdalena
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014335988
Saved in:
7
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
Saved in:
8
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
9
Model risk management : from epistemology to corporate governance
Hassani, Bertrand
- In:
The journal of risk model validation
13
(
2019
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012140252
Saved in:
10
Validation of index and benchmark assignment : adequacy of capturing tail risk
Prorokowski, Lukasz
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 71-105
Persistent link: https://www.econbiz.de/10012373148
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