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subject:"Derivative"
subject:"Risk measure"
~isPartOf:"Journal of econometrics"
~subject:"Portfolio selection"
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Search: subject_exact:"Risk management"
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Derivative
Risk measure
Portfolio selection
Risikomanagement
25
Risk management
25
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12
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11
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11
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9
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6
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6
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5
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Hong, Yongmiao
2
Zhang, Zhengjun
2
Bandi, Federico M.
1
Catania, Leopoldo
1
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1
Chang, Chia-Lin
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
Li, Haitao
1
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1
Liu, Yanhui
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
Yılmaz, Kamil
1
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1
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Journal of econometrics
Insurance / Mathematics & economics
135
Journal of banking & finance
98
Risks : open access journal
79
European journal of operational research : EJOR
70
Finance research letters
62
Journal of risk
54
Energy economics
50
Journal of risk management in financial institutions
49
International review of financial analysis
42
Wiley finance series
42
SpringerLink / Bücher
40
Quantitative finance
36
The North American journal of economics and finance : a journal of financial economics studies
35
Economic modelling
32
Journal of risk and financial management : JRFM
31
International review of economics & finance : IREF
30
The journal of operational risk
30
The journal of portfolio management : JPM
30
The journal of risk model validation
29
International journal of theoretical and applied finance
27
The journal of portfolio management : a publication of Institutional Investor
27
Applied economics
26
The European journal of finance
22
Journal of empirical finance
21
The journal of asset management
21
Research paper series / Swiss Finance Institute
20
Risiko-Manager
20
Springer eBook Collection
19
The journal of investing
19
The journal of credit risk : published quarterly by Incisive Media
17
The journal of futures markets
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Discussion paper / Tinbergen Institute
16
Finance and stochastics
16
Journal of financial stability
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Research in international business and finance
16
Schriftenreihe Finanzmanagement
16
Sovereign wealth management
16
Agricultural finance review
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ECONIS (ZBW)
14
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1
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
Saved in:
2
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
3
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
4
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
5
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
6
Mark to market value at risk
Chen, Yu
;
Wang, Zhicheng
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
Saved in:
7
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
8
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
Saved in:
9
Robust inference of risks of large portfolios
Fan, Jianqing
;
Han, Fang
;
Liu, Han
;
Vickers, Byron
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
Saved in:
10
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
1
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