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isPartOf:"Journal of banking & finance"
~isPartOf:"Risiko-Manager"
~subject:"Statistische Verteilung"
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Statistische Verteilung
Risikomanagement
375
Risk management
374
Bank risk
82
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82
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82
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81
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72
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Dias, Alexandra
2
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Embrechts, Paul
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Journal of banking & finance
Risiko-Manager
Insurance / Mathematics & economics
35
The journal of operational risk
17
Risks : open access journal
10
International journal of forecasting
9
The journal of risk model validation
8
Economic modelling
7
SFB 649 discussion paper
7
Applied economics
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European journal of operational research : EJOR
6
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Astin bulletin : the journal of the International Actuarial Association
5
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Scandinavian actuarial journal
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Swiss Finance Institute Research Paper
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international financial markets, institutions & money
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The North American journal of economics and finance : a journal of financial economics studies
4
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Discussion paper / Tinbergen Institute
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Finance research letters
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International review of financial analysis
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Journal of risk management in financial institutions
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Pacific-Basin finance journal
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Research paper series / Swiss Finance Institute
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CFS working paper series
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Handbook of heavy tailed distributions in finance
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IMA journal of management mathematics
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ECONIS (ZBW)
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1
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
2
Spectral backtests of forecast distributions with application to risk management
Gordy, Michael B.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489248
Saved in:
3
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
Saved in:
4
Option-implied objective measures of market risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
Saved in:
5
The economic value of controlling for large losses in portfolio selection
Dias, Alexandra
- In:
Journal of banking & finance
72
(
2016
),
pp. 81-91
Persistent link: https://www.econbiz.de/10011637057
Saved in:
6
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
7
Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra
- In:
Journal of banking & finance
49
(
2014
),
pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
Saved in:
8
Flexible dependence modeling of operational risk losses and its impact on total capital requirements
Brechmann, Eike
;
Czado, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
40
(
2014
),
pp. 271-270
Persistent link: https://www.econbiz.de/10010402193
Saved in:
9
Unexpected tails in risk measurement : some international evidence
Tolikas, Konstantinos
- In:
Journal of banking & finance
40
(
2014
),
pp. 476-493
Persistent link: https://www.econbiz.de/10010404698
Saved in:
10
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Saved in:
11
Aggregation von Marktpreis- und Adressenausfallrisiko
Hahneiser, Olaf
;
Schulte-Mattler, Hermann
- In:
Risiko-Manager
(
2010
)
15
,
pp. 1,8-15
Persistent link: https://www.econbiz.de/10003987059
Saved in:
12
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
Saved in:
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