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subject:"Risikomaß"
language:"eng"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"Applied economics letters"
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Risikomaß
Risikomanagement
64
Risk management
64
Credit risk
27
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27
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21
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21
Portfolio selection
17
Portfolio-Management
17
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17
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credit risk
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Allen, David E.
1
Almudhaf, Fahad
1
Bewick, Jill
1
Charlin, Ventura
1
Chen, Shan
1
Choe, SuBang
1
Choudhry, Taufiq
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Cifuentes, Arturo
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Dempsey, Michael
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Eckert, Johanna
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1
Montesi, Giuseppe
1
Mozumder, Sharif
1
Papiro, Giovanni
1
Parnes, Dror
1
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1
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1
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The journal of credit risk : published quarterly by Incisive Media
Applied economics letters
Insurance / Mathematics & economics
93
Risks : open access journal
53
Journal of banking & finance
52
Journal of risk
40
European journal of operational research : EJOR
38
Economic modelling
27
The journal of operational risk
27
Energy economics
25
Finance research letters
25
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of risk management in financial institutions
20
The journal of risk model validation
20
International review of financial analysis
17
Quantitative finance
17
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
Applied economics
14
Discussion paper / Tinbergen Institute
14
International review of economics & finance : IREF
14
Research paper series / Swiss Finance Institute
13
The European journal of finance
13
Finance and stochastics
12
International journal of forecasting
12
Journal of econometrics
12
Journal of empirical finance
12
Working papers
11
Computational economics
10
International journal of risk assessment and management : IJRAM
10
Journal of international financial markets, institutions & money
10
Research in international business and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of finance & economics : IJFE
9
Journal of mathematical finance
9
Pacific-Basin finance journal
9
Scandinavian actuarial journal
9
Astin bulletin : the journal of the International Actuarial Association
8
International journal of production research
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Journal of financial econometrics
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ECONIS (ZBW)
17
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1
Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
Saved in:
2
Systemically important financial institutions in China : from view of tail risk spillover network
Yang, Xin
;
Chen, Shan
;
Liu, Zhifeng
;
Yang, Xiaoguang
; …
- In:
Applied economics letters
29
(
2022
)
19
,
pp. 1833-1839
Persistent link: https://www.econbiz.de/10013412314
Saved in:
3
Backtesting expected shortfall : evidence from European securitized real estate
Almudhaf, Fahad
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 176-182
Persistent link: https://www.econbiz.de/10011853830
Saved in:
4
Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
; …
- In:
Applied economics letters
27
(
2020
)
3
,
pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
Saved in:
5
Art-secured lending : a risk analysis framework
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
Saved in:
6
Basel risk weight functions and forward-looking expected credit losses
Eleftherios, Vlachostergios
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
4
,
pp. 29-42
Persistent link: https://www.econbiz.de/10012153043
Saved in:
7
Modeling dependent risk factors with CreditRisk+
Zhang, Xiaohang
;
Choe, SuBang
;
Zhu, Ji
;
Bewick, Jill
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
2
,
pp. 29-43
Persistent link: https://www.econbiz.de/10011917573
Saved in:
8
Portfolio credit risk model with extremal dependence of defaults and random recovery
Jeon, Jong-June
;
Kim, Sunggon
;
Lee, Yonghee
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011777675
Saved in:
9
Primary-firm-driven portfolio loss
Turnbull, Stuart M.
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 33-52
Persistent link: https://www.econbiz.de/10011777676
Saved in:
10
A credit portfolio framework under dependent risk parameters : probability of default, loss given default and exposure at default
Eckert, Johanna
;
Jakob, Kevin
;
Fischer, Matthias
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011566295
Saved in:
11
An analytical value-at-risk approach for a credit portfolio with liquidity horizon and portfolio rebalancing
Huang, Haohan
;
Wang, Eugene
;
Huang, Huaxiong
;
Wang, Yong
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011442455
Saved in:
12
Risk analysis probability of default : a stochastic simulation model
Montesi, Giuseppe
;
Papiro, Giovanni
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
3
,
pp. 29-86
Persistent link: https://www.econbiz.de/10010426467
Saved in:
13
Histogram-valued data on value at risk measures : a symbolic approach for risk attribution
Toque, Carole
;
Terraza, Virginie
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1243-1251
Persistent link: https://www.econbiz.de/10010465633
Saved in:
14
A credit value adjustment scheme for bank loan portfolios
Parnes, Dror
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
2
,
pp. 39-68
Persistent link: https://www.econbiz.de/10010385999
Saved in:
15
Too non-traditional to fail? : determinants of systemic risk for BRICs banks
Qin, Xiao
;
Zhu, Xi
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 261-264
Persistent link: https://www.econbiz.de/10010413856
Saved in:
16
Beyond reasonable doubt : multiple tail risk measures applied to European industries
Allen, David E.
;
Powell, Robert John
;
Singh, Abhay Kumar
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 671-676
Persistent link: https://www.econbiz.de/10009631004
Saved in:
17
A corrected Value-at-Risk predictor
Lönnbark, Carl
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1193-1196
Persistent link: https://www.econbiz.de/10008699136
Saved in:
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