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subject:"Risk measure"
subject:"Risk"
~isPartOf:"International journal of theoretical and applied finance"
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Risk measure
Risk
Theorie
Risikomanagement
38
Risk management
38
Theory
20
Credit risk
17
Kreditrisiko
17
Portfolio selection
15
Portfolio-Management
15
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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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1
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1
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
188
European journal of operational research : EJOR
154
Risks : open access journal
132
Journal of banking & finance
123
Finance research letters
103
SpringerLink / Bücher
79
Journal of risk management in financial institutions
76
Energy economics
64
The journal of operational risk
57
International journal of production research
56
International journal of production economics
53
International review of financial analysis
53
Journal of risk
53
Journal of risk and financial management : JRFM
51
NBER working paper series
47
Economic modelling
46
International journal of risk assessment and management : IJRAM
43
Management science : journal of the Institute for Operations Research and the Management Sciences
41
International journal of project management : the journal of The International Project Management Association
39
Europäische Hochschulschriften / 5
37
Working paper / National Bureau of Economic Research, Inc.
37
NBER Working Paper
36
The North American journal of economics and finance : a journal of financial economics studies
36
International review of economics & finance : IREF
35
World Bank E-Library Archive
35
Gabler Edition Wissenschaft
34
Quantitative finance
34
Applied economics
32
Discussion paper / Tinbergen Institute
32
Research paper series / Swiss Finance Institute
32
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
30
The journal of risk model validation
30
The European journal of finance
28
Journal of empirical finance
26
Journal of financial stability
26
American journal of agricultural economics
24
Discussion paper
24
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
24
Scandinavian actuarial journal
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ECONIS (ZBW)
29
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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