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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Journal of risk"
~isPartOf:"The European journal of finance"
~subject:"Risikomanagement"
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Search: subject_exact:"Lower partial moments"
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Risikomanagement
Risikomaß
179
Risk measure
179
Portfolio selection
79
Portfolio-Management
79
Theorie
73
Theory
73
Risk management
59
Risiko
38
Risk
38
ARCH model
32
ARCH-Modell
32
Measurement
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Messung
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Statistical distribution
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Statistische Verteilung
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Estimation
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Estimation theory
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Schätztheorie
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Volatility
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Credit risk
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Forecasting model
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Kreditrisiko
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Prognoseverfahren
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Capital income
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Kapitaleinkommen
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value-at-risk (VaR)
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risk management
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value-at-risk
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Bank risk
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Basel Accord
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Basler Akkord
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Financial services
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Finanzdienstleistung
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59
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Jarrow, Robert A.
2
Nomikos, Nikos K.
2
Abad, Pilar
1
Adrian, Tobias
1
Alemany, Ramon
1
Alexander, Gordon J.
1
Andriosopoulos, Kostas
1
Arici, G.
1
Auer, Benjamin R.
1
Barone-Adesi, Giovanni
1
Baule, Rainer
1
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1
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1
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Boeve, Rolf
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Bolancé, Catalina
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Braun, Valentin
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Breton, Michèle
1
Buchner, Axel
1
Börner, Christoph J.
1
Campbell, Sean D.
1
Ceretta, Paulo Sergio
1
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1
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1
Chondrogiannis, Ilias
1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of risk
The European journal of finance
Insurance / Mathematics & economics
93
Journal of banking & finance
52
Risks : open access journal
52
European journal of operational research : EJOR
38
Economic modelling
27
The journal of operational risk
27
Finance research letters
26
Energy economics
25
The North American journal of economics and finance : a journal of financial economics studies
22
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
Applied economics
14
International review of economics & finance : IREF
14
Journal of risk and financial management : JRFM
13
Research paper series / Swiss Finance Institute
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Discussion paper / Tinbergen Institute
12
Finance and stochastics
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Journal of econometrics
12
Journal of empirical finance
12
SpringerLink / Bücher
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International journal of forecasting
11
Working papers
11
Computational economics
10
International journal of risk assessment and management : IJRAM
10
Journal of international financial markets, institutions & money
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
Research in international business and finance
9
Scandinavian actuarial journal
9
The journal of credit risk : published quarterly by Incisive Media
9
Applied economics letters
8
Astin bulletin : the journal of the International Actuarial Association
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International journal of production research
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ECONIS (ZBW)
59
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1
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
2
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
3
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
4
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
Saved in:
5
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
6
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
7
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
8
Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
Saved in:
9
Counterparty risk : credit valuation adjustment variability and value-at-risk
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012059879
Saved in:
10
From log-optimal portfolio theory to risk measures : logarithmic expected shortfall
Arici, G.
;
Dalai, M.
;
Leonardi, Roberto
- In:
Journal of risk
22
(
2019
)
2
,
pp. 37-58
Persistent link: https://www.econbiz.de/10013177108
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