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subject:"Portfolio-Management"
subject:"Theorie"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Credit risk"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
Theorie
Credit risk
Risikomanagement
38
Risk management
38
Theory
20
Kreditrisiko
17
Portfolio selection
15
Risikomaß
15
Risk measure
15
Financial services
11
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Risk
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Option pricing theory
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risk management
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credit risk
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wrong-way risk
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Multivariate Verteilung
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28
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Brigo, Damiano
2
Albanese, Claudio
1
Amini, Hamed
1
Ararat, Çağin
1
Bielecki, Tomasz R.
1
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1
Capriotti, Luca
1
Carmona, René
1
Centrone, Francesca
1
Cont, Rama
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1
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1
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1
El Hajjaji, Omar
1
Felbert, Alexander von
1
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1
Grasselli, Matheus
1
Hamel, Andreas
1
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1
Hughston, Lane P.
1
Hörmann, Wolfgang
1
Jeanblanc, Monique
1
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1
Karpathopoulos, Nikolaos
1
Kato, Takashi
1
Krehbiel, Timothy L.
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1
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Nayman, Niv
1
O'Donoghue, Brendan
1
Oertel, Frank
1
Okhrati, Ramin
1
Pallavicini, Andrea
1
Papatheodorou, Vasileios
1
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
182
European journal of operational research : EJOR
139
Journal of banking & finance
125
Risks : open access journal
101
Journal of risk management in financial institutions
87
Finance research letters
70
Journal of risk
59
Journal of risk and financial management : JRFM
44
International review of financial analysis
43
Quantitative finance
43
Risiko-Manager
38
The journal of operational risk
38
Management science : journal of the Institute for Operations Research and the Management Sciences
34
The North American journal of economics and finance : a journal of financial economics studies
33
Economic modelling
32
The journal of portfolio management : JPM
31
The journal of risk model validation
30
Energy economics
29
International review of economics & finance : IREF
28
The journal of portfolio management : a publication of Institutional Investor
28
Die Bank
27
International journal of production economics
27
International journal of production research
27
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
27
Journal of empirical finance
26
Scandinavian actuarial journal
26
The European journal of finance
26
Journal of financial economics
23
Journal of financial stability
23
The journal of asset management
23
The journal of credit risk : published quarterly by Incisive Media
23
Applied economics
22
Finance and stochastics
22
Journal of economic dynamics & control
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The journal of investing
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Applied economics letters
18
International Journal of Financial Studies : open access journal
17
International journal of economics and finance
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Review of quantitative finance and accounting
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ECONIS (ZBW)
28
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1
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
2
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
3
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
4
Optimal investment in hedge funds under loss aversion
Zou, Bin
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
Saved in:
5
Counterparty credit risk in a clearing network
Felbert, Alexander von
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012496786
Saved in:
6
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
7
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
8
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping
;
Krehbiel, Timothy L.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
Saved in:
9
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
10
Shortfall risk minimization under fixed transaction costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
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