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subject:"Hedging"
~isPartOf:"Journal of risk"
~subject:"Kreditrisiko"
~subject:"Statistical distribution"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
Kreditrisiko
Statistical distribution
Portfolio selection
104
Portfolio-Management
104
Risikomaß
55
Risk measure
55
Risikomanagement
39
Risk management
39
Theorie
39
Theory
39
Risiko
23
Risk
23
Estimation
18
Schätzung
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risk management
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Multivariate distribution
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Statistische Verteilung
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portfolio optimization
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value-at-risk (VaR)
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Basler Akkord
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28
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Aarons, Mark
1
Baule, Rainer
1
Belles-Sampera, James
1
Berens, Tobias
1
Bertagna, Andrea
1
Boeve, Rolf
1
Cicon, James
1
Cong, Jianfa
1
Deliu, Dragos
1
Fermanian, Jean-David
1
Fischer, Matthias
1
Florentin, Clément
1
Flower, Barry G.
1
Gajek, Lesław
1
Guillén, Montserrat
1
Gürtler, Marc
1
Hamerle, Alfred
1
Hesse, Frederik
1
Hibbeln, Martin
1
Jakobsons, Edgars
1
Jarrow, Robert A.
1
Kolman, Marek
1
Krajewska, Elzbieta
1
Kshatriya, Saranya
1
Lai, Van Son
1
Lamb, John D.
1
Langlois, Yves
1
Lau, Christian
1
Leong, Philip H. W.
1
Liebig, Thilo
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Loeper, Gregoire
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Lopez, Luca
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Lütkebohmert-Holtz, Eva
1
Maciag, Jakob
1
Monville, Maura E.
1
Muromachi, Yukio
1
Nagl, Maximilian
1
Nassigh, Aldo
1
Njegic, Jovan
1
Noorian, Farzad
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Published in...
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Journal of risk
Journal of banking & finance
89
Insurance / Mathematics & economics
75
International journal of theoretical and applied finance
61
Finance research letters
58
International review of financial analysis
48
European journal of operational research : EJOR
38
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
Risks : open access journal
34
International review of economics & finance : IREF
33
Economic modelling
32
Journal of economic dynamics & control
32
The North American journal of economics and finance : a journal of financial economics studies
32
The journal of futures markets
32
Energy economics
30
Quantitative finance
29
Swiss Finance Institute Research Paper
28
Journal of risk and financial management : JRFM
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
The European journal of finance
25
Journal of financial economics
24
SpringerLink / Bücher
23
The journal of asset management
23
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Discussion paper / Deutsche Bundesbank
21
Applied mathematical finance
20
Discussion paper / Tinbergen Institute
20
Journal of risk management in financial institutions
20
The journal of risk model validation
20
Journal of empirical finance
19
Journal of financial stability
19
Journal of mathematical finance
19
NBER working paper series
19
Journal of international financial markets, institutions & money
18
The review of financial studies
18
Journal of investment management : JOIM
17
The journal of portfolio management : a publication of Institutional Investor
17
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ECONIS (ZBW)
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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
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:
4
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:
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
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:
9
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:
10
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:
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