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subject:"Portfolio selection"
subject:"World"
~isPartOf:"The journal of risk model validation"
~subject:"Financial services"
~subject:"Portfolio-Management"
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Portfolio selection
World
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Portfolio-Management
Risikomanagement
44
Risk management
44
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20
Risk measure
20
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15
Kreditrisiko
15
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14
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14
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10
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8
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backtesting
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credit risk
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2
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The journal of risk model validation
Journal of risk management in financial institutions
115
Insurance / Mathematics & economics
103
Journal of banking & finance
96
Risks : open access journal
81
European journal of operational research : EJOR
69
Finance research letters
69
The journal of operational risk
54
Journal of risk and financial management : JRFM
52
Journal of risk
51
SpringerLink / Bücher
50
Wiley finance series
49
International review of financial analysis
43
Quantitative finance
33
The journal of portfolio management : JPM
33
Springer eBook Collection
31
The North American journal of economics and finance : a journal of financial economics studies
29
Energy economics
27
International review of economics & finance : IREF
27
Economic modelling
26
NBER working paper series
26
The journal of portfolio management : a publication of Institutional Investor
26
International journal of theoretical and applied finance
24
Research paper series / Swiss Finance Institute
22
The journal of asset management
22
Research in international business and finance
21
Risiko-Manager
20
The journal of investing
20
Journal of financial stability
19
Journal of risk finance : the convergence of financial products and insurance
19
Journal of securities operations & custody
19
NBER Working Paper
18
Applied economics
17
Journal of investment management : JOIM
17
Risk management : a journal of risk, crisis and disaster
17
Cogent economics & finance
16
Sovereign wealth management
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ECONIS (ZBW)
20
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1
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
2
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
3
A new automated model validation tool for financial institutions
Fan, Lingling
;
Schneider, Alex
;
Joumaa, Mazin
- In:
The journal of risk model validation
17
(
2023
)
3
,
pp. 59-85
Persistent link: https://www.econbiz.de/10014485777
Saved in:
4
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
Saved in:
5
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
6
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
7
Model risk management : from epistemology to corporate governance
Hassani, Bertrand
- In:
The journal of risk model validation
13
(
2019
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012140252
Saved in:
8
An advanced hybrid classification technique for credit risk evaluation
Wu, Chong
;
Gao, Dekun
;
Ma, Qianqun
;
Wang, Qi
;
Lu, Yu
- In:
The journal of risk model validation
13
(
2019
)
3
,
pp. 73-88
Persistent link: https://www.econbiz.de/10012140261
Saved in:
9
Validation of index and benchmark assignment : adequacy of capturing tail risk
Prorokowski, Lukasz
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 71-105
Persistent link: https://www.econbiz.de/10012373148
Saved in:
10
Optimal allocation of model risk appetite and validation threshold in the Solvency II framework
Lin, Liyi
;
Heemskerk, Marc
;
Dekker, Peter
- In:
The journal of risk model validation
12
(
2018
)
3
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011991966
Saved in:
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