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subject:"Bankrisiko"
~isPartOf:"Journal of risk"
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Search: subject_exact:"Risikomanagement"
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Bankrisiko
Risk measure
Risikomanagement
76
Risk management
76
Portfolio selection
40
Portfolio-Management
40
Risikomaß
40
Theorie
32
Theory
32
risk management
23
Risiko
20
Risk
20
Financial services
19
Finanzdienstleistung
19
Credit risk
16
Kreditrisiko
16
Bank risk
11
Original research
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Measurement
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Messung
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Estimation
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Schätzung
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value-at-risk (VaR)
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Ausreißer
5
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5
Value-at-risk (VAR)
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Abad, Pilar
1
Adrian, Tobias
1
Alemany, Ramon
1
Arici, G.
1
Auer, Benjamin R.
1
Baule, Rainer
1
Belles-Sampera, James
1
Benito Muela, Sonia
1
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1
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1
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1
Bolancé, Catalina
1
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1
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1
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1
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1
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1
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1
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1
Cocozza, Rosa
1
Coleman, Thomas F.
1
Cong, Jianfa
1
Cui, Xueting
1
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1
Dalai, M.
1
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1
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1
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Journal of risk
The journal of operational risk
97
Journal of banking & finance
96
Insurance / Mathematics & economics
95
Journal of risk management in financial institutions
91
Risks : open access journal
64
European journal of operational research : EJOR
49
Finance research letters
46
International review of financial analysis
38
Economic modelling
32
Risiko-Manager
31
SpringerLink / Bücher
31
The journal of risk model validation
28
Energy economics
27
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of financial stability
26
Journal of risk and financial management : JRFM
25
Quantitative finance
22
International review of economics & finance : IREF
19
Journal of international financial markets, institutions & money
19
Applied economics
17
International journal of economics and financial issues : IJEFI
17
International journal of finance & economics : IJFE
17
Wiley finance series
17
Discussion paper / Tinbergen Institute
16
Research paper series / Swiss Finance Institute
16
The European journal of finance
16
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
15
International journal of theoretical and applied finance
15
Pacific-Basin finance journal
15
Research in international business and finance
15
Discussion paper
14
IMF working papers
14
Journal of banking regulation
14
Working paper series / European Central Bank
14
Journal of econometrics
13
Journal of empirical finance
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Springer eBook Collection
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
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:
2
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Measuring the systemic risk of China's banking sector : an application of differential DebtRank
Yin, Wenjie
;
Jin, Faqi
;
Tian, Meiyu
;
Wen, Fenghua
- In:
Journal of risk
22
(
2019
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10013177100
Saved in:
8
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
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
A general framework for constructing bank risk data sets
Zhu, Xiaoqian
;
Lu, Wei
;
Wu, Dengsheng
;
Li, Jianping
- In:
Journal of risk
21
(
2018/2019
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10011980291
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