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subject:"Risk measure"
subject:"Risk"
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Risk measure
Risk
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Risikomanagement
76
Risk management
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Portfolio selection
40
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40
Risikomaß
40
Theorie
32
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32
risk management
23
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Abad, Pilar
1
Adrian, Tobias
1
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1
Arici, G.
1
Auer, Benjamin R.
1
Baule, Rainer
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Belles-Sampera, James
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Journal of risk
Insurance / Mathematics & economics
139
Risks : open access journal
115
European journal of operational research : EJOR
95
Finance research letters
88
Journal of banking & finance
80
Journal of risk management in financial institutions
64
Energy economics
54
International review of financial analysis
48
International journal of production research
43
Economic modelling
41
International journal of production economics
38
International journal of risk assessment and management : IJRAM
37
Journal of risk and financial management : JRFM
37
The journal of operational risk
37
The North American journal of economics and finance : a journal of financial economics studies
33
International journal of project management : the journal of The International Project Management Association
31
Applied economics
30
International review of economics & finance : IREF
30
World Bank E-Library Archive
28
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
SpringerLink / Bücher
26
Quantitative finance
25
The journal of risk model validation
25
NBER working paper series
24
Discussion paper / Tinbergen Institute
23
Research paper series / Swiss Finance Institute
23
Agricultural finance review
20
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
20
Journal of financial stability
20
Pacific-Basin finance journal
20
The European journal of finance
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Applied economics letters
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International journal of theoretical and applied finance
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Working paper
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CESifo working papers
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Finance and stochastics
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ECONIS (ZBW)
46
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1
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:
2
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
3
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
4
Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
Saved in:
5
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
6
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
7
A general framework for the identification and categorization of risk : an application to the context of financial markets
Bender, Micha
;
Panz, Sven
- In:
Journal of risk
23
(
2021
)
4
,
pp. 21-49
Persistent link: https://www.econbiz.de/10012593434
Saved in:
8
Analytical method for computing stressed value-at-risk with conditional value-at-risk
Hong, KiHoon
- In:
Journal of risk
19
(
2016/2017
)
3
,
pp. 85-106
Persistent link: https://www.econbiz.de/10011689731
Saved in:
9
Risk management and regulation
Adrian, Tobias
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 23-57
Persistent link: https://www.econbiz.de/10011847421
Saved in:
10
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
Riccetti, Luca
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 79-102
Persistent link: https://www.econbiz.de/10011710254
Saved in:
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