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isPartOf:"CFS Working Paper Series"
~isPartOf:"Journal of empirical finance"
~subject:"Risk"
~subject:"USA"
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Risikomaß
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Risk measure
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Almeida, Helena Tenório Veiga de
1
Bali, Turan G.
1
Bernardi, Mauro
1
Bonato, Matteo
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Bouvatier, Vincent
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Cai, Jun
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CFS Working Paper Series
Journal of empirical finance
Insurance / Mathematics & economics
122
Journal of banking & finance
55
European journal of operational research : EJOR
51
Risks : open access journal
49
Finance research letters
36
Journal of risk
31
Quantitative finance
27
International review of financial analysis
25
Energy economics
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Mathematics of operations research
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Finance and stochastics
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Economic modelling
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Scandinavian actuarial journal
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International journal of theoretical and applied finance
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Journal of risk management in financial institutions
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Mathematics and financial economics
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Operations research
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Applied economics
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion paper / Tinbergen Institute
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International review of economics & finance : IREF
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research paper series / Swiss Finance Institute
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Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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Journal of mathematical finance
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Astin bulletin : the journal of the International Actuarial Association
11
Computational economics
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The journal of risk model validation
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Journal of financial economics
10
The European journal of finance
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Applied economics letters
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Operations research letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of risk assessment and management : IJRAM
8
Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Time-varying Z-score measures for bank insolvency risk : best practice
Bouvatier, Vincent
;
Lepetit, Lætitia
;
Rehault, …
- In:
Journal of empirical finance
73
(
2023
),
pp. 170-179
Persistent link: https://www.econbiz.de/10014477006
Saved in:
2
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
3
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
4
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Saved in:
5
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
6
Crash risk and risk neutral densities
Chen, Ren-Raw
;
Hsieh, Pei-lin
;
Huang, Jeffrey
- In:
Journal of empirical finance
47
(
2018
),
pp. 162-189
Persistent link: https://www.econbiz.de/10012103473
Saved in:
7
Measuring long-term tail risk : evaluating the performance of the square-root-of-time rule
Wang, Jying-Nan
;
Du, Jiangze
;
Hsu, Yuan-Teng
- In:
Journal of empirical finance
47
(
2018
),
pp. 120-138
Persistent link: https://www.econbiz.de/10012103480
Saved in:
8
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
9
Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
10
Outliers, GARCH-type models and risk measures : a comparison of several approaches
Grané, Aurea
;
Almeida, Helena Tenório Veiga de
- In:
Journal of empirical finance
26
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10010472010
Saved in:
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