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subject:"Hedging"
~isPartOf:"Journal of risk"
~subject:"Kreditrisiko"
~subject:"Messung"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
Kreditrisiko
Messung
Portfolio selection
104
Portfolio-Management
104
Risikomaß
55
Risk measure
55
Risikomanagement
39
Risk management
39
Theorie
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Theory
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portfolio optimization
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value-at-risk (VaR)
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32
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Jarrow, Robert A.
2
Aarons, Mark
1
Alemany, Ramon
1
Arici, G.
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Baule, Rainer
1
Belles-Sampera, James
1
Bertagna, Andrea
1
Boeve, Rolf
1
Bolancé, Catalina
1
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1
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1
Cong, Jianfa
1
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1
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1
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1
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Fischer, Matthias
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Florentin, Clément
1
Flower, Barry G.
1
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1
Guillén, Montserrat
1
Gzyl, Henryk
1
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1
Hamerle, Alfred
1
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1
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Journal of risk
Insurance / Mathematics & economics
93
Journal of banking & finance
82
International journal of theoretical and applied finance
67
Finance research letters
58
International review of financial analysis
45
European journal of operational research : EJOR
43
Finance and stochastics
41
Risks : open access journal
40
The journal of credit risk : published quarterly by Incisive Media
35
Research paper series / Swiss Finance Institute
34
Quantitative finance
33
The journal of futures markets
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
31
Applied economics
30
Energy economics
30
International review of economics & finance : IREF
30
Journal of economic dynamics & control
29
Economic modelling
28
Journal of risk and financial management : JRFM
26
Swiss Finance Institute Research Paper
26
The North American journal of economics and finance : a journal of financial economics studies
26
Management science : journal of the Institute for Operations Research and the Management Sciences
24
SpringerLink / Bücher
23
Journal of financial economics
22
Journal of risk management in financial institutions
22
The European journal of finance
22
Discussion paper / Deutsche Bundesbank
21
The journal of risk model validation
21
Journal of financial stability
20
Mathematics and financial economics
20
Applied mathematical finance
19
NBER working paper series
19
Journal of mathematical finance
17
The review of financial studies
17
Bundesbank Series 2 Discussion Paper
16
Working paper / National Bureau of Economic Research, Inc.
16
Computational economics
15
Discussion paper / Tinbergen Institute
15
International journal of financial engineering
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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
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
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
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:
6
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:
7
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:
8
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:
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
From log-optimal portfolio theory to risk measures : logarithmic expected shortfall
Arici, G.
;
Dalai, M.
;
Leonardi, Roberto
- In:
Journal of risk
22
(
2019
)
2
,
pp. 37-58
Persistent link: https://www.econbiz.de/10013177108
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