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type:"article"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of risk"
~subject:"Portfolio-Management"
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Search: subject_exact:"Risk management"
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Portfolio-Management
Risikomanagement
97
Risk management
97
Risikomaß
52
Risk measure
52
Portfolio selection
48
Theorie
43
Theory
43
Risiko
26
Risk
26
risk management
23
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22
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Credit risk
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Kreditrisiko
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Estimation theory
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Multivariate Verteilung
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48
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Guillén, Montserrat
2
Santolino, Miguel
2
Zhang, Zhengjun
2
Aarons, Mark
1
Alemany, Ramon
1
Arici, G.
1
Bandi, Federico M.
1
Baule, Rainer
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1
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1
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1
Chen, Rong
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Cong, Jianfa
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Journal of econometrics
Journal of risk
Insurance / Mathematics & economics
98
Journal of banking & finance
58
European journal of operational research : EJOR
52
Risks : open access journal
43
Finance research letters
36
Journal of risk management in financial institutions
30
The journal of portfolio management : JPM
30
Quantitative finance
27
International review of financial analysis
24
The North American journal of economics and finance : a journal of financial economics studies
24
The journal of portfolio management : a publication of Institutional Investor
24
Journal of risk and financial management : JRFM
23
The journal of asset management
20
International review of economics & finance : IREF
19
Economic modelling
18
The journal of investing
17
Sovereign wealth management
16
Energy economics
14
International journal of theoretical and applied finance
14
Journal of investment management : JOIM
14
Applied economics
13
Journal of empirical finance
13
Risiko-Manager
13
Scandinavian actuarial journal
13
The journal of investment strategies
13
Finance and stochastics
12
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The European journal of finance
11
Journal of risk finance : the convergence of financial products and insurance
10
Operations research
10
The journal of credit risk : published quarterly by Incisive Media
10
The journal of risk model validation
10
ASTIN bulletin : the journal of the International Actuarial Association
9
International journal of financial engineering
9
Investment management and financial innovations
9
Review of financial economics : RFE
9
Risk management : a journal of risk, crisis and disaster
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ECONIS (ZBW)
48
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1
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:
2
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:
3
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
4
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
5
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
6
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:
7
Optimal equity protection of Solvency II regulated portfolios
Vaucher, Benoit
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 69-81
Persistent link: https://www.econbiz.de/10011847474
Saved in:
8
Performance measures adjusted for the risk situation (PARS)
Peters, Christoph
;
Seydel, Roland C.
- In:
Journal of risk
23
(
2021
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012630866
Saved in:
9
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
10
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
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