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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Finance research letters"
~subject:"Capital income"
~subject:"Risiko"
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Capital income
Risiko
Risikomaß
114
Risk measure
114
Portfolio selection
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Portfolio-Management
44
Theorie
42
Theory
42
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38
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Chi, Xie
2
Long, Huaigang
2
Righi, Marcelo Brutti
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Wang, Gang-Jin
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Wu, Xin
2
Zhu, Yanjian
2
Ardakani, Omid M.
1
Aw, Grace
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Finance research letters
Insurance / Mathematics & economics
131
Journal of banking & finance
57
European journal of operational research : EJOR
53
Risks : open access journal
53
Journal of risk
35
Quantitative finance
32
International review of financial analysis
31
The North American journal of economics and finance : a journal of financial economics studies
30
Energy economics
24
Economic modelling
22
Applied economics
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Mathematics of operations research
21
Finance and stochastics
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Journal of empirical finance
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Discussion paper / Tinbergen Institute
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
18
Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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Scandinavian actuarial journal
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International journal of forecasting
17
Mathematics and financial economics
17
Operations research
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Research paper series / Swiss Finance Institute
17
Journal of mathematical finance
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Journal of econometrics
15
Research in international business and finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Computational economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Journal of forecasting
13
Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of international financial markets, institutions & money
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The European journal of finance
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The journal of risk model validation
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Astin bulletin : the journal of the International Actuarial Association
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Journal of financial econometrics
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Journal of economic dynamics & control
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ECONIS (ZBW)
51
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1
Risk contagion of NFT : a time-frequency risk spillover perspective in the Carbon-NFT-Stock system
Liu, Jiatong
;
Zhu, You
;
Wang, Gang-Jin
;
Chi, Xie
;
Wang, …
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445243
Saved in:
2
The Piggy Bank Index : an intuitive risk measure to assess liquidity and capital adequacy in banks
González, Oliver
;
Keddad, Benjamin
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490272
Saved in:
3
How useful are energy-related uncertainty for oil price volatility forecasting?
Zhang, Xiaoyun
;
Guo, Qiang
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490433
Saved in:
4
The spillover effects of U.S. uncertainties on the systemic tail risk of Chinese enterprises
Liu, Liping
;
Xu, Jietian
;
Li, Jixin
- In:
Finance research letters
64
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014531740
Saved in:
5
ESG tail risk : the Covid-19 market crash analysis
Lashkaripour, Mohammadhossein
- In:
Finance research letters
53
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472312
Saved in:
6
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
7
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
8
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
9
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
10
Integrating ESG risks into value-at-risk
Capelli, Paolo
;
Ielasi, Federica
;
Russo, Angeloantonio
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473247
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