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subject:"Credit risk"
subject:"Derivat <Wertpapier>"
~isPartOf:"Quantitative finance"
~subject:"Basler Akkord"
~subject:"Project management"
~subject:"Theorie"
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Credit risk
Derivat <Wertpapier>
Basler Akkord
Project management
Theorie
Risikomanagement
44
Risk management
44
Portfolio selection
27
Portfolio-Management
27
Theory
23
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Risk measure
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Risiko
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Robust statistics
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Robustes Verfahren
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Albanese, Claudio
1
Arratia, Argimiro
1
Barbieri, Paolo Nicola
1
Benth, Fred Espen
1
Bergk, Kerstin
1
Braga, M. D.
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
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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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Quantitative finance
Insurance / Mathematics & economics
161
European journal of operational research : EJOR
128
Journal of banking & finance
108
SpringerLink / Bücher
99
Risks : open access journal
92
International journal of project management : the journal of The International Project Management Association
91
Journal of risk management in financial institutions
82
The journal of operational risk
62
Europäische Hochschulschriften / 5
43
Journal of risk
43
Finance research letters
41
IMF Staff Country Reports
40
Journal of risk and financial management : JRFM
38
NBER working paper series
38
Gabler Edition Wissenschaft
37
Risiko-Manager
37
Wiley finance series
37
Die Bank
34
IMF Working Papers
33
Working paper / National Bureau of Economic Research, Inc.
33
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
31
International journal of production economics
29
NBER Working Paper
29
Research paper series / Swiss Finance Institute
29
The journal of risk model validation
28
International journal of project organisation & management : IJPOM
27
International journal of theoretical and applied finance
27
International review of financial analysis
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Economic modelling
26
Discussion paper
25
International journal of production research
25
Discussion paper / Tinbergen Institute
24
Journal of empirical finance
24
Journal of financial stability
24
The European journal of finance
24
The journal of credit risk : published quarterly by Incisive Media
24
Discussion paper / Centre for Economic Policy Research
22
Energy economics
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ECONIS (ZBW)
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1
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:
2
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
Saved in:
3
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
Saved in:
4
Kurtosis-based risk parity : methodology and portfolio effects
Braga, M. D.
;
Nava, C. R.
;
Zoia, M. G.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 453-469
Persistent link: https://www.econbiz.de/10014232668
Saved in:
5
Quantitative reverse stress testing, bottom up
Albanese, Claudio
;
Crépey, Stéphane
;
Iabichino, Stefano
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 863-875
Persistent link: https://www.econbiz.de/10014304378
Saved in:
6
Life insurance surrender and liquidity risks
Chang, Hsiao-Yin
;
Schmeiser, Hato
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 761-776
Persistent link: https://www.econbiz.de/10013367857
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
10
Design of adaptive Elman networks for credit risk assessment
Corazza, Marco
;
De March, Davide
;
Tollo, Giacomo di
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10012424593
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