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subject:"Risikomodell"
subject:"Theory"
~isPartOf:"Quantitative finance"
~type_genre:"Article in journal"
~type_genre:"Einführung"
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Risikomodell
Theory
Risikomanagement
44
Risk management
44
Portfolio selection
27
Portfolio-Management
27
Theorie
23
Risikomaß
17
Risk measure
17
Risiko
15
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Kreditrisiko
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Derivat
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Risk parity
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Albanese, Claudio
1
Arratia, Argimiro
1
Benth, Fred Espen
1
Bergk, Kerstin
1
Braga, M. D.
1
Brandtner, Mario
1
Buehler, Hans
1
Chang, Hsiao-Yin
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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
Ince, Akif
1
Kandhai, Drona
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Kim, Minjoo
1
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Nian Ke
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1
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Quantitative finance
Insurance / Mathematics & economics
180
European journal of operational research : EJOR
115
Risks : open access journal
82
Journal of banking & finance
78
The journal of operational risk
43
Finance research letters
32
Journal of risk
32
Journal of risk management in financial institutions
32
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
29
Journal of risk and financial management : JRFM
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Economic modelling
23
International journal of production economics
23
International journal of production research
22
Scandinavian actuarial journal
22
Journal of empirical finance
21
International journal of theoretical and applied finance
20
Energy economics
19
Finance and stochastics
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American journal of agricultural economics
18
The European journal of finance
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Astin bulletin : the journal of the International Actuarial Association
16
Computers & operations research : and their applications to problems of world concern ; an international journal
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Die Bank
15
International journal of project management : the journal of The International Project Management Association
15
International review of economics & finance : IREF
14
Journal of economic dynamics & control
14
Journal of financial economics
14
The journal of risk model validation
14
International review of financial analysis
13
Journal of economic behavior & organization : JEBO
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
The journal of credit risk : published quarterly by Incisive Media
13
The journal of finance : the journal of the American Finance Association
13
The journal of portfolio management : JPM
13
Mathematics and financial economics
12
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
12
Review of financial economics : RFE
12
The journal of portfolio management : a publication of Institutional Investor
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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
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:
4
Quantitative reverse stress testing, bottom up
Albanese, Claudio
;
Crépey, Stéphane
;
Iabichino, Stefano
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 863-875
Persistent link: https://www.econbiz.de/10014304378
Saved in:
5
Life insurance surrender and liquidity risks
Chang, Hsiao-Yin
;
Schmeiser, Hato
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 761-776
Persistent link: https://www.econbiz.de/10013367857
Saved in:
6
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:
7
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
8
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
9
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
10
The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments
Kim, Minjoo
;
Yang, Junhong
;
Song, Pengcheng
;
Zhao, Yang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 815-835
Persistent link: https://www.econbiz.de/10012500192
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