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subject:"Risiko"
subject:"Share price"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Quantitative finance"
~subject:"Risikomaß"
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Risiko
Share price
Risikomaß
Theorie
1,715
Theory
1,715
Portfolio selection
213
Portfolio-Management
213
Mathematical programming
171
Mathematische Optimierung
171
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Lillo, Fabrizio
4
Lejeune, Miguel A.
3
McCardle, Kevin F.
3
Sarin, Rakesh
3
Yang, Liyan
3
Abergel, Frédéric
2
Andrei, Daniel
2
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2
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2
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2
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2
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2
Chen, Jing
2
Chen, Qian
2
Cont, Rama
2
Fishburn, Peter C.
2
Gerlach, Richard
2
Hasler, Michael
2
Hawkes, Alan
2
Levy, Haim
2
Livieri, Giulia
2
Sadka, Gil
2
Satchell, Stephen
2
Sornette, Didier
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Management science : journal of the Institute for Operations Research and the Management Sciences
Quantitative finance
NBER working paper series
408
Working paper / National Bureau of Economic Research, Inc.
380
NBER Working Paper
334
Insurance / Mathematics & economics
329
European journal of operational research : EJOR
280
Journal of banking & finance
255
Economics letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
217
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1
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
2
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
4
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
5
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
6
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
7
State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime
;
Pakkanen, Mikko S.
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
Saved in:
8
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
9
Changes in risky benefits and in risky costs : a question of the right order
Menegatti, Mario
;
Peter, Richard
- In:
Management science : journal of the Institute for …
68
(
2022
)
5
,
pp. 3625-3634
Persistent link: https://www.econbiz.de/10013368918
Saved in:
10
Labor unemployment risk and CEO incentive compensation
Ellul, Andrew
;
Wang, Cong
;
Zhang, Kuo
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 885-906
Persistent link: https://www.econbiz.de/10014513772
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