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isPartOf:"Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse"
subject:"Credit risk"
~isPartOf:"Quantitative finance"
~subject:"Risikomaß"
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Credit risk
Risikomaß
Risikomanagement
125
Risk management
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36
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
Quantitative finance
Insurance / Mathematics & economics
103
Journal of banking & finance
90
Risks : open access journal
69
Journal of risk management in financial institutions
65
European journal of operational research : EJOR
57
Finance research letters
51
Journal of risk
49
IMF Staff Country Reports
40
SpringerLink / Bücher
39
The journal of risk model validation
34
IMF Working Papers
33
International review of financial analysis
31
Economic modelling
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The journal of operational risk
29
International journal of theoretical and applied finance
28
The North American journal of economics and finance : a journal of financial economics studies
28
Energy economics
27
Risiko-Manager
26
Journal of risk and financial management : JRFM
23
Journal of financial stability
22
The journal of credit risk : published quarterly by Incisive Media
22
Wiley finance series
20
Discussion paper / Tinbergen Institute
19
International review of economics & finance : IREF
19
The European journal of finance
19
Applied economics
17
Research paper series / Swiss Finance Institute
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Die Bank
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International journal of forecasting
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Journal of empirical finance
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Research in international business and finance
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Applied economics letters
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Discussion paper
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Computational economics
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Finance and stochastics
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International journal of economics and financial issues : IJEFI
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Journal of international financial markets, institutions & money
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Review of quantitative finance and accounting
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ECONIS (ZBW)
47
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1
ESG risk exposure : a tale of two tails
Yang, Runfeng
;
Caporin, Massimiliano
;
Jiménez-Martin, …
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 827-849
Persistent link: https://www.econbiz.de/10015050799
Saved in:
2
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:
3
A data-driven explainable case-based reasoning approach for financial risk detection
Li, Wei
;
Paraschiv, Florentina
;
Sermpinis, Georgios
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2257-2274
Persistent link: https://www.econbiz.de/10013490942
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4
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
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5
Risk management under weighted limited expected loss
Chen, An
;
Nguyen, Thai
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 593-612
Persistent link: https://www.econbiz.de/10014552107
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6
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
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7
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
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8
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
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9
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
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10
Model-based approach for scenario design : stress test severity and banks' resiliency
Barbieri, Paolo Nicola
;
Lusignani, Giuseppe
;
Prosperi, …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1927-1954
Persistent link: https://www.econbiz.de/10013367962
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