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subject:"Portfolio-Management"
subject:"Portfoliomanagement"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Multivariate distribution"
~type:"article"
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Portfolio-Management
Portfoliomanagement
Multivariate distribution
Risikomanagement
37
Risk management
37
Theorie
20
Theory
20
Credit risk
17
Kreditrisiko
17
Risikomaß
15
Risk measure
15
Portfolio selection
14
Financial services
11
Finanzdienstleistung
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Risiko
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Risk
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Derivat
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Derivative
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Measurement
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Messung
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Option pricing theory
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Optionspreistheorie
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risk management
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Basel Accord
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CVA
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Hedging
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credit risk
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wrong-way risk
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Credit derivative
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Kreditderivat
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Multivariate Verteilung
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16
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Ararat, Çağin
1
Bielecki, Tomasz R.
1
Capriotti, Luca
1
Carmona, René
1
Centrone, Francesca
1
Crépey, S.
1
Crépey, Stéphane
1
Dorfleitner, Gregor
1
Hamel, Andreas
1
Huang, Zhenzhen
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Hörmann, Wolfgang
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Jeanblanc, Monique
1
Jokhadze, Valeriane
1
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Kwok, Yue-Kuen
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Lee, Jacky
1
Leydold, Josef
1
Lépinette, Emmanuel
1
Nayman, Niv
1
O'Donoghue, Brendan
1
Okhrati, Ramin
1
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1
Pfister, Tamara
1
Rosazza Gianin, Emanuela
1
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Sak, Halis
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Wagalath, Lakshithe
1
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1
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1
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1
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
110
Journal of banking & finance
62
European journal of operational research : EJOR
53
Risks : open access journal
48
Finance research letters
44
Journal of risk
42
Journal of risk management in financial institutions
32
Quantitative finance
32
International review of financial analysis
30
The journal of portfolio management : JPM
30
Journal of risk and financial management : JRFM
27
The North American journal of economics and finance : a journal of financial economics studies
26
The journal of portfolio management : a publication of Institutional Investor
24
International review of economics & finance : IREF
22
Energy economics
21
Economic modelling
20
The journal of asset management
20
The journal of investing
17
Applied economics
16
Sovereign wealth management
16
Risiko-Manager
15
Finance and stochastics
14
Journal of investment management : JOIM
14
Scandinavian actuarial journal
14
The European journal of finance
14
Journal of empirical finance
13
The journal of investment strategies
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
The journal of risk model validation
12
The journal of credit risk : published quarterly by Incisive Media
11
Computational economics
10
Journal of econometrics
10
Journal of risk finance : the convergence of financial products and insurance
10
Operations research
10
Research in international business and finance
10
ASTIN bulletin : the journal of the International Actuarial Association
9
Global finance journal
9
International journal of financial engineering
9
Investment management and financial innovations
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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
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
4
Optimal investment in hedge funds under loss aversion
Zou, Bin
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
Saved in:
5
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:
6
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:
7
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
8
Shortfall risk minimization under fixed transaction costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
9
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:
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
Saved in:
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