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subject:"Hedging"
~accessRights:"restricted"
~isPartOf:"Journal of risk"
~subject:"Kreditrisiko"
~subject:"value-at-risk (VaR)"
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Hedging
Kreditrisiko
value-at-risk (VaR)
Portfolio selection
57
Portfolio-Management
57
Risikomaß
31
Risk measure
31
Theorie
31
Theory
31
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Aarons, Mark
1
Alemany, Ramon
1
Baule, Rainer
1
Berens, Tobias
1
Bertagna, Andrea
1
Bolancé, Catalina
1
Boonen, Tim J.
1
Buchner, Axel
1
Cicon, James
1
Cong, Jianfa
1
Deliu, Dragos
1
Fermanian, Jean-David
1
Fischer, Matthias
1
Florentin, Clément
1
Gajek, Lesław
1
Hamerle, Alfred
1
Jarrow, Robert A.
1
Kabaila, Paul
1
Krajewska, Elzbieta
1
Liebig, Thilo
1
Loeper, Gregoire
1
Lopez, Luca
1
Mainzer, Rheanna
1
Nagl, Maximilian
1
Nassigh, Aldo
1
Njegic, Jovan
1
Padilla Barreto, Alemar E.
1
Parnes, Dror
1
Pedescu, Mirela
1
Pfeuffer, Marius
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Pioppi, Michele
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Reffel, Fabian
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Riccetti, Luca
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Rösch, Daniel
1
Schaller, Peter
1
Schropp, Hans-Jochen
1
Schulze, Robert
1
Shibo, Bian
1
Tan, Ken Seng
1
Wang, Chengguo
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Journal of risk
Finance research letters
43
International review of financial analysis
37
Journal of banking & finance
28
Energy economics
24
SpringerLink / Bücher
23
Insurance / Mathematics & economics
22
International review of economics & finance : IREF
22
European journal of operational research : EJOR
20
Applied economics
19
The North American journal of economics and finance : a journal of financial economics studies
19
International journal of theoretical and applied finance
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Economic modelling
15
Quantitative finance
15
The journal of credit risk : published quarterly by Incisive Media
15
Journal of financial stability
13
International journal of financial engineering
12
Journal of international financial markets, institutions & money
12
Journal of financial economics
11
Finance and stochastics
10
Journal of economic dynamics & control
10
Research in international business and finance
10
The European journal of finance
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Discussion papers / CEPR
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Springer eBook Collection
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Computational economics
8
Pacific-Basin finance journal
8
Research paper series / Swiss Finance Institute
8
Scandinavian actuarial journal
8
The journal of asset management
8
The journal of risk model validation
8
Journal of empirical finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The journal of computational finance
7
The journal of corporate finance : contracting, governance and organization
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Discussion paper / Centre for Economic Policy Research
6
Economics letters
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ECONIS (ZBW)
20
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1
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
2
Optimal foreign exchange hedge tenor with liquidity risk
Zhang, Rongju
;
Aarons, Mark
;
Loeper, Gregoire
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012500295
Saved in:
3
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
4
Hedging incentives for financial institutions
Weert, Frans J. de
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013177132
Saved in:
5
An internal default risk model : simulation of default times and recovery rates within the new fundamental review of the trading book framework
Bertagna, Andrea
;
Deliu, Dragos
;
Lopez, Luca
;
Nassigh, Aldo
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10013177133
Saved in:
6
Empirical analysis of oil risk-minimizing portfolios : the DCC-GARCH-MODWT approach
Zivkov, Dejan
;
Njegic, Jovan
;
Zakic, Vladimir
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 65-91
Persistent link: https://www.econbiz.de/10013177146
Saved in:
7
Static and dynamic risk capital allocations with the Euler rule
Boonen, Tim J.
- In:
Journal of risk
22
(
2019
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10013177092
Saved in:
8
Balance-sheet interest rate risk : a weighted Lp approach
Gajek, Lesław
;
Krajewska, Elzbieta
- In:
Journal of risk
21
(
2018/2019
)
1
,
pp. 91-104
Persistent link: https://www.econbiz.de/10011980294
Saved in:
9
Estimation window strategies for value-at-risk and expected shortfall forecasting
Berens, Tobias
;
Weiß, Gregory N. F.
;
Ziggel, Daniel
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011914663
Saved in:
10
Impact of D-Vine structure on risk estimation
Bolancé, Catalina
;
Alemany, Ramon
;
Padilla Barreto, …
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011914672
Saved in:
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