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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of investment strategies"
~subject:"Finanzanalyse"
~subject:"Kreditrisiko"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of investment strategies
Journal of banking & finance
22
The journal of credit risk : published quarterly by Incisive Media
19
Journal of risk
12
Journal of risk management in financial institutions
11
Risks : open access journal
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Discussion paper / Tinbergen Institute
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European journal of operational research : EJOR
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Journal of financial services research : JFSR
8
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Journal of international financial markets, institutions & money
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School of Accounting, Finance and Economics & FEMARC working paper series
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Dresdner Beiträge zu quantitativen Verfahren
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Economic modelling
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International journal of theoretical and applied finance
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The European journal of finance
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Wiley finance series
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Finance research letters
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The journal of structured finance
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Bundesbank Series 2 Discussion Paper
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Finance and stochastics
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International journal of economics and financial issues : IJEFI
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Management science : journal of the Institute for Operations Research and the Management Sciences
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BIS working papers
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European financial management : the journal of the European Financial Management Association
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HKIMR Working Paper
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International journal of forecasting
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International review of financial analysis
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Journal of financial regulation and compliance : an international journal
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Journal of financial stability
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Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
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Integrated stock-bond portfolio management
Pang, Xiaochuan
;
Wu, Shuping
;
Zhu, Shushang
- In:
The journal of investment strategies
12
(
2023
)
3
,
pp. 23-51
Persistent link: https://www.econbiz.de/10014484654
Saved in:
2
Correctness of backtest engines
Löw, Robert
;
Maier-Paape, Stanislaus
;
Platen, Andreas
- In:
The journal of investment strategies
6
(
2017
)
3
,
pp. 31-52
Persistent link: https://www.econbiz.de/10011731211
Saved in:
3
Using order statistics to estimate confidence intervals for quantile-based risk measures
Dowd, Kevin
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 9-14
Persistent link: https://www.econbiz.de/10003961010
Saved in:
4
What exactly does credit VaR measure?
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
9
(
2002
)
3
,
pp. 46-59
Persistent link: https://www.econbiz.de/10001708437
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