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subject:"Risiko"
subject:"Welt"
~isPartOf:"Journal of risk"
~isPartOf:"Quantitative finance"
~subject:"Estimation"
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Risiko
Welt
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Risikomanagement
119
Risk management
119
Portfolio selection
66
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66
Risikomaß
57
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57
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Journal of risk
Quantitative finance
Insurance / Mathematics & economics
118
Risks : open access journal
91
European journal of operational research : EJOR
82
Journal of risk management in financial institutions
75
Journal of banking & finance
65
Finance research letters
64
Energy economics
46
SpringerLink / Bücher
40
International review of financial analysis
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Journal of risk and financial management : JRFM
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International journal of production research
36
International journal of risk assessment and management : IJRAM
33
NBER working paper series
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World Bank E-Library Archive
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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International review of economics & finance : IREF
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Economic modelling
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International journal of production economics
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International journal of project management : the journal of The International Project Management Association
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The North American journal of economics and finance : a journal of financial economics studies
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of financial stability
20
Research paper series / Swiss Finance Institute
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Pacific-Basin finance journal
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Discussion paper / Tinbergen Institute
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Working paper
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Agricultural finance review
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CESifo working papers
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Managing business risk : a practical guide to protecting your business
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Applied economics letters
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Risk management : a journal of risk, crisis and disaster
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The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
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1
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:
2
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
3
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:
4
Kurtosis-based risk parity : methodology and portfolio effects
Braga, M. D.
;
Nava, C. R.
;
Zoia, M. G.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 453-469
Persistent link: https://www.econbiz.de/10014232668
Saved in:
5
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:
6
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
7
Risk contributions of lambda quantiles
Ince, Akif
;
Peri, Ilaria
;
Pesenti, Silvana
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1871-1891
Persistent link: https://www.econbiz.de/10013367959
Saved in:
8
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
9
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:
10
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
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