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subject:"Risk"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of operational risk"
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Risk
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Quantitative finance
The journal of operational risk
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79
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51
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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
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
Measuring tail operational risk in univariate and multivariate models with extreme losses
Yang, Yang
;
Gong, Yishan
;
Liu, Jiajun
- In:
The journal of operational risk
18
(
2023
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10014490082
Saved in:
5
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:
6
How does the pandemic change operational risk? : evidence from textual risk disclosures in financial reports
Wang, Yinghui
;
Chang, Yanpeng
;
Li, Jianping
- In:
The journal of operational risk
17
(
2022
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014247280
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
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
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
10
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:
11
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
12
Key impact deep dive (KIDD)
Umande, Philip
- In:
The journal of operational risk
16
(
2021
)
3
,
pp. 73-88
Persistent link: https://www.econbiz.de/10013534173
Saved in:
13
Evaluating cyclic risk propagation through an organization
Gallengher, Mark S.
;
Fenn, Daniel S.
;
Hall, Shane N.
- In:
The journal of operational risk
15
(
2020
)
3
,
pp. 23-41
Persistent link: https://www.econbiz.de/10012497131
Saved in:
14
Ten laws of operational risk
Grimwade, Michael
- In:
The journal of operational risk
15
(
2020
)
3
,
pp. 43-95
Persistent link: https://www.econbiz.de/10012497133
Saved in:
15
What do risk disclosures reveal about banking operational risk processes? : content analysis of banks’ risk disclosures in the Visegrád Four countries
Lamanda, Gabriella
;
Vonek, Zsuzsanna Tamasne
- In:
The journal of operational risk
15
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10013177340
Saved in:
16
Strategic and technology risks : the case of Co-operative Bank
McConnell, Patrick
- In:
The journal of operational risk
15
(
2020
)
2
,
pp. 63-89
Persistent link: https://www.econbiz.de/10013177372
Saved in:
17
An investigation of cyber loss data and its links to operational risk
Cohen, Ruben D.
;
Humphries, Jonathan
;
Veau, Sabrina
; …
- In:
The journal of operational risk
14
(
2019
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012132742
Saved in:
18
Applying existing scenario techniques to the quantification of emerging operational risks
Grimwade, Michael
- In:
The journal of operational risk
14
(
2019
)
3
,
pp. 27-72
Persistent link: https://www.econbiz.de/10012132744
Saved in:
19
Risk discriminating portfolio optimization
Deshpande, Amit
;
Ertley, Brian
;
Lundin, Mark
;
Satchell, …
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10012194647
Saved in:
20
Risk parity portfolio optimization under a Markov regime-switching framework
Costa, Giorgio
;
Kwon, Roy H.
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 453-471
Persistent link: https://www.econbiz.de/10012194664
Saved in:
21
How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
22
Estimation of risk contributions with MCMC
Koike, Takaaki
;
Minami, Mihoko
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10012194808
Saved in:
23
Distortion risk measures for nonnegative multivariate risks
Guillén, Montserrat
;
Sarabia Alzaga, José Maria
; …
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 35-57
Persistent link: https://www.econbiz.de/10011895037
Saved in:
24
Risk monitoring through better knowledge-based risk processes
Talet, Amine Nehari
;
Karadsheh, Louay
;
Al Jarrah, …
- In:
The journal of operational risk
13
(
2018
)
3
,
pp. 77-101
Persistent link: https://www.econbiz.de/10011962177
Saved in:
25
Long-only equal risk contribution portfolios for CVaR under discrete distributions
Mausser, Helmut
;
Romanko, Oleksandr
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1927-1945
Persistent link: https://www.econbiz.de/10012262887
Saved in:
26
Risk contributions : duality and sensitivity
O'Cinneide, Colm A.
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 2023-2033
Persistent link: https://www.econbiz.de/10012262948
Saved in:
27
A note on the statistical robustness of risk measures
Zhelonkin, Mikhail
;
Chavez-Demoulin, Valérie
- In:
The journal of operational risk
12
(
2017
)
2
,
pp. 47-68
Persistent link: https://www.econbiz.de/10011775516
Saved in:
28
Behavioral risks at the systemic level
McConnell, Patrick
- In:
The journal of operational risk
12
(
2017
)
3
,
pp. 31-63
Persistent link: https://www.econbiz.de/10011848859
Saved in:
29
How to turn uncertainties of operational risk capital into opportunities from a risk management perspective
Meunier, Philippe
;
Bakker, Arjan
- In:
The journal of operational risk
11
(
2016
)
2
,
pp. 31-68
Persistent link: https://www.econbiz.de/10011600225
Saved in:
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