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~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Schriftenreihe der Bundesanstalt für Arbeitsschutz / Forschung"
~subject:"Risiko"
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Risiko
Measurement
21
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12
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12
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10
Portfolio-Management
10
Risikomanagement
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Brandtner, Mario
2
Armstrong, John
1
Bali, Turan G.
1
Breuer, Thomas
1
Brigo, Damiano
1
Brownlees, Christian
1
Cakici, Nusret
1
Chabi-Yo, Fousseni
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Chabot, Ben
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Fischer, Thomas
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Furman, Edward
1
Ghysels, Eric
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Gómez, Fabio
1
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Lundtofte, Frederik
1
Nax, Heinrich H.
1
O'Brien, James M.
1
Pitera, Marcin
1
Schmidt, Thorsten
1
Summer, Martin
1
Szerszeń, Paweł J.
1
Tang, Qihe
1
Tong, Zhiwei
1
Wang, Ruodu
1
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1
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Journal of banking & finance
Schriftenreihe der Bundesanstalt für Arbeitsschutz / Forschung
Insurance / Mathematics & economics
56
European journal of operational research : EJOR
19
Finance and stochastics
14
Finance research letters
13
Mathematics of operations research
12
International review of financial analysis
11
Mathematics and financial economics
11
Scandinavian actuarial journal
10
International journal of theoretical and applied finance
9
Journal of risk
9
Quantitative finance
8
Operations research
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Journal of mathematical finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The journal of portfolio management : JPM
5
Working paper / National Bureau of Economic Research, Inc.
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
4
Applied economics
4
Computational economics
4
Economics letters
4
International review of economics & finance : IREF
4
Journal of mathematical economics
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
4
Applied economics letters
3
Asia Pacific financial markets
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Journal of economic dynamics & control
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Operations research letters
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of risk model validation
3
Annals of finance
2
Applied mathematical finance
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Astin bulletin : the journal of the International Actuarial Association
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
12
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1
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
2
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
3
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
4
Systematic stress tests on public data
Breuer, Thomas
;
Summer, Martin
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
Saved in:
5
Unequal returns : using the Atkinson index to measure financial risk
Fischer, Thomas
;
Lundtofte, Frederik
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489204
Saved in:
6
Option-implied objective measures of market risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
Saved in:
7
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
8
Unbiased estimation of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
9
An evaluation of bank measures for market risk before, during and after the financial crisis
O'Brien, James M.
;
Szerszeń, Paweł J.
- In:
Journal of banking & finance
80
(
2017
),
pp. 215-234
Persistent link: https://www.econbiz.de/10011816277
Saved in:
10
Gini-type measures of risk and variability : gini shortfall, capital allocations, and heavy-tailed risks
Furman, Edward
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Journal of banking & finance
83
(
2017
),
pp. 70-84
Persistent link: https://www.econbiz.de/10011816823
Saved in:
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