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subject:"Hedging"
~isPartOf:"Journal of risk"
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~subject:"Kreditrisiko"
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Hedging
ARCH model
Kreditrisiko
Portfolio selection
104
Portfolio-Management
104
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55
Risk measure
55
Risikomanagement
39
Risk management
39
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portfolio optimization
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Aarons, Mark
1
Alemany, Ramon
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Baule, Rainer
1
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Journal of risk
Journal of banking & finance
86
Finance research letters
62
International journal of theoretical and applied finance
51
International review of financial analysis
49
Insurance / Mathematics & economics
45
The North American journal of economics and finance : a journal of financial economics studies
38
Applied economics
35
Energy economics
35
Research paper series / Swiss Finance Institute
35
The journal of credit risk : published quarterly by Incisive Media
35
International review of economics & finance : IREF
33
Economic modelling
32
Finance and stochastics
31
Journal of risk and financial management : JRFM
31
The journal of futures markets
31
Journal of economic dynamics & control
28
European journal of operational research : EJOR
27
Risks : open access journal
27
Swiss Finance Institute Research Paper
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The European journal of finance
26
Journal of empirical finance
25
Journal of international financial markets, institutions & money
25
Quantitative finance
24
SpringerLink / Bücher
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Journal of financial economics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Discussion paper / Deutsche Bundesbank
21
Research in international business and finance
21
The journal of asset management
21
The journal of risk model validation
20
Journal of financial stability
19
Journal of risk management in financial institutions
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Applied mathematical finance
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NBER working paper series
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Bundesbank Series 2 Discussion Paper
16
The review of financial studies
16
Discussion paper / Tinbergen Institute
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1
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
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
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
4
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:
5
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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