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subject:"Portfolio-Management"
subject:"Portfoliomanagement"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Option pricing theory"
~subject:"Theorie"
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Portfolio-Management
Portfoliomanagement
Option pricing theory
Theorie
Risikomanagement
38
Risk management
38
Theory
20
Credit risk
17
Kreditrisiko
17
Portfolio selection
15
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Optionspreistheorie
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credit risk
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wrong-way risk
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Multivariate Verteilung
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Brigo, Damiano
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
183
European journal of operational research : EJOR
132
Journal of banking & finance
104
Risks : open access journal
88
SpringerLink / Bücher
77
Journal of risk
53
Journal of risk management in financial institutions
53
Wiley finance series
51
Finance research letters
48
Journal of risk and financial management : JRFM
40
Europäische Hochschulschriften / 5
39
NBER working paper series
39
The journal of operational risk
36
Gabler Edition Wissenschaft
34
Quantitative finance
34
Energy economics
33
International review of financial analysis
32
The North American journal of economics and finance : a journal of financial economics studies
31
The journal of portfolio management : JPM
31
Working paper / National Bureau of Economic Research, Inc.
31
Economic modelling
30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
NBER Working Paper
29
The journal of portfolio management : a publication of Institutional Investor
29
Research paper series / Swiss Finance Institute
27
International journal of production research
26
International journal of production economics
25
International review of economics & finance : IREF
25
Journal of empirical finance
24
Scandinavian actuarial journal
24
Discussion paper / Tinbergen Institute
23
The European journal of finance
23
Applied economics
22
Discussion paper / Centre for Economic Policy Research
22
The journal of asset management
22
The journal of risk model validation
22
Discussion paper
21
Finance and stochastics
21
Springer eBook Collection
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Counterparty credit risk in a clearing network
Felbert, Alexander von
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012496786
Saved in:
9
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping
;
Krehbiel, Timothy L.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
Saved in:
10
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
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