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subject:"Credit risk"
~isPartOf:"The European journal of finance"
~subject:"Statistische Verteilung"
~subject:"Volatilität"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Credit risk
Statistische Verteilung
Volatilität
Risikomaß
37
Risk measure
37
Theorie
22
Theory
22
Portfolio selection
19
Portfolio-Management
19
Risikomanagement
13
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13
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9
Risk
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value-at-risk
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risk management
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Multivariate Verteilung
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value at risk
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Barone-Adesi, Giovanni
1
Bernard, Carole
1
Bernardi, Mauro
1
Brio, Esther B. del
1
Catania, Leopoldo
1
Chen, Yi-Hsuan
1
Choi, Ji-Eun
1
Chondrogiannis, Ilias
1
Dunis, Christian
1
Fall, Malick
1
Fong, Tom
1
Freeman, Mark
1
Giannopoulos, Kostas
1
Giot, Pierre
1
Han, Chulwoo
1
Kaplanski, Guy
1
Landsman, Z.
1
Laws, Jason
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Levy, Haim
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León Valle, Ángel Manuel
1
Liu, Ruipeng
1
Lux, Thomas
1
Makov, U.
1
Mitra, Sovan
1
Mora-Valencia, Andrés
1
Nasekin, Sergey
1
Perote, Javier
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Petrella, Lea
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Rüschendorf, Ludger
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Segnon, Mawuli
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Vanduffel, Steven
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Vivian, Andrew
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Viviani, Jean-Laurent
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Vosper, Les
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Wong, Alfred Y.
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Yao, Jing
1
Ñíguez, Trino-Manuel
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The European journal of finance
Insurance / Mathematics & economics
80
Journal of banking & finance
66
Finance research letters
42
Journal of risk
40
The North American journal of economics and finance : a journal of financial economics studies
40
Energy economics
39
International journal of forecasting
38
Risks : open access journal
38
Discussion paper / Tinbergen Institute
32
Economic modelling
32
International review of financial analysis
30
The journal of risk model validation
30
Applied economics
28
Journal of empirical finance
28
Journal of risk and financial management : JRFM
25
Journal of econometrics
21
International review of economics & finance : IREF
20
The journal of credit risk : published quarterly by Incisive Media
20
The journal of operational risk
20
European journal of operational research : EJOR
19
Journal of international financial markets, institutions & money
19
Journal of forecasting
17
Journal of risk management in financial institutions
17
Quantitative finance
17
Working papers
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Econometric Institute research papers
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Journal of financial econometrics
16
Computational economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research paper series / Swiss Finance Institute
15
International journal of theoretical and applied finance
14
SFB 649 discussion paper
14
Working paper
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
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Swiss Finance Institute Research Paper
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Journal of mathematical finance
11
Scandinavian actuarial journal
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Research in international business and finance
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ECONIS (ZBW)
18
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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
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
3
Quantifying systemic risk with factor copulas
Chen, Yi-Hsuan
;
Nasekin, Sergey
- In:
The European journal of finance
26
(
2020
)
18
,
pp. 1926-1947
Persistent link: https://www.econbiz.de/10012314665
Saved in:
4
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1746-1764
Persistent link: https://www.econbiz.de/10012207145
Saved in:
5
Three regime bivariate normal distribution : a new estimation method for co-value-at-risk, CoVaR
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
The European journal of finance
25
(
2019
)
18
,
pp. 1817-1833
Persistent link: https://www.econbiz.de/10012207151
Saved in:
6
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
7
Safehavenness of currencies
Wong, Alfred Y.
;
Fong, Tom
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 300-332
Persistent link: https://www.econbiz.de/10012244321
Saved in:
8
Estimating the joint tail risk under the filtered historical simulation : an application to the CCP's default and waterfall fund
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 413-425
Persistent link: https://www.econbiz.de/10012244329
Saved in:
9
Modeling severity risk under PD-LGD correlation
Han, Chulwoo
- In:
The European journal of finance
23
(
2017
)
13/15
,
pp. 1572-1588
Persistent link: https://www.econbiz.de/10012014695
Saved in:
10
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
Saved in:
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