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subject:"Risk measure"
subject:"Risk"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Derivat"
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Risk measure
Risk
Derivat
Risikomanagement
38
Risk management
38
Theorie
20
Theory
20
Credit risk
17
Kreditrisiko
17
Portfolio selection
15
Portfolio-Management
15
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credit risk
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wrong-way risk
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Brigo, Damiano
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1
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1
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1
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1
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1
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1
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1
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1
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
146
Risks : open access journal
110
European journal of operational research : EJOR
97
Journal of banking & finance
91
Journal of risk management in financial institutions
68
Finance research letters
67
Energy economics
57
International review of financial analysis
47
Journal of risk
46
Economic modelling
42
International journal of production research
42
Journal of risk and financial management : JRFM
40
International journal of risk assessment and management : IJRAM
37
The North American journal of economics and finance : a journal of financial economics studies
37
The journal of operational risk
37
International journal of production economics
35
Applied economics
34
SpringerLink / Bücher
33
International journal of project management : the journal of The International Project Management Association
31
International review of economics & finance : IREF
30
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
28
World Bank E-Library Archive
28
Agricultural finance review
26
NBER working paper series
26
Journal of financial stability
25
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Quantitative finance
24
The European journal of finance
24
Discussion paper / Tinbergen Institute
23
Research paper series / Swiss Finance Institute
23
The journal of risk model validation
23
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
20
NBER Working Paper
20
Pacific-Basin finance journal
20
Finance and stochastics
19
CESifo working papers
18
Journal of empirical finance
18
Research in international business and finance
18
Review of quantitative finance and accounting
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ECONIS (ZBW)
23
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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
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
4
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:
5
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:
6
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
7
Theoretical sensitivity analysis for quantitative operational risk management
Kato, Takashi
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011733962
Saved in:
8
Fixing risk neutral risk measures
Stein, Harvey J.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
Saved in:
9
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
10
Regulatory capital modeling for credit risk
Rutkowski, Marek
;
Tarca, Silvio
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403880
Saved in:
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