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subject:"Hedging"
~isPartOf:"Journal of risk"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Kreditrisiko"
~subject:"Statistical distribution"
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Hedging
Kreditrisiko
Statistical distribution
Portfolio selection
363
Portfolio-Management
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139
Theory
139
Risikomanagement
65
Risk management
65
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Bhansali, Vineer
2
Fridson, Martin
2
Sterling, Karen
2
Aarons, Mark
1
Amenc, Noël
1
Baule, Rainer
1
Belles-Sampera, James
1
Berens, Tobias
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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Journal of risk
The journal of portfolio management : a publication of Institutional Investor
Journal of banking & finance
89
Insurance / Mathematics & economics
75
Finance research letters
68
International journal of theoretical and applied finance
61
International review of financial analysis
54
European journal of operational research : EJOR
39
International review of economics & finance : IREF
39
Finance and stochastics
37
Research paper series / Swiss Finance Institute
37
The journal of credit risk : published quarterly by Incisive Media
37
Applied economics
35
Energy economics
34
Risks : open access journal
34
Economic modelling
33
Journal of economic dynamics & control
33
The journal of futures markets
33
The North American journal of economics and finance : a journal of financial economics studies
32
Quantitative finance
31
Swiss Finance Institute Research Paper
28
Journal of risk and financial management : JRFM
26
The European journal of finance
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Journal of financial economics
24
SpringerLink / Bücher
23
The journal of asset management
23
The journal of risk model validation
22
Discussion paper / Deutsche Bundesbank
21
Research in international business and finance
21
Applied mathematical finance
20
Discussion paper / Tinbergen Institute
20
Journal of empirical finance
20
Journal of risk management in financial institutions
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NBER working paper series
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Journal of financial stability
19
Journal of international financial markets, institutions & money
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Journal of mathematical finance
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Journal of investment management : JOIM
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ECONIS (ZBW)
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1
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
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
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:
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
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:
6
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:
7
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:
8
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:
9
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
Saved in:
10
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
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