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~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Prognoseverfahren
Risk
Risikomaß
56
Risk measure
56
Portfolio selection
31
Portfolio-Management
31
Theorie
29
Theory
29
Risiko
28
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25
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25
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16
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Brandtner, Mario
2
McNeil, Alexander J.
2
Rösch, Daniel
2
An, Yunbi
1
Anand, Abhinav
1
Armstrong, John
1
Breuer, Thomas
1
Brigo, Damiano
1
Brownlees, Christian
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
Giammusso, Davide
1
Gordy, Michael B.
1
Gómez, Fabio
1
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1
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1
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1
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Journal of banking & finance
Insurance / Mathematics & economics
80
Finance research letters
50
European journal of operational research : EJOR
45
International journal of forecasting
31
Quantitative finance
29
Journal of risk
26
International review of financial analysis
22
Energy economics
20
Applied economics
19
The North American journal of economics and finance : a journal of financial economics studies
19
Economic modelling
18
Journal of empirical finance
18
Scandinavian actuarial journal
17
International review of economics & finance : IREF
16
Mathematics of operations research
16
Computational economics
15
Finance and stochastics
15
Journal of financial econometrics
15
Journal of forecasting
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Pacific-Basin finance journal
14
The journal of risk model validation
14
Mathematics and financial economics
13
Operations research
12
International journal of theoretical and applied finance
11
Journal of econometrics
10
Applied economics letters
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of mathematical finance
9
The European journal of finance
9
Astin bulletin : the journal of the International Actuarial Association
8
Journal of economic dynamics & control
8
Journal of international financial markets, institutions & money
8
Research in international business and finance
8
Risks : open access journal
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Discussion papers / CEPR
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Theoretical economics letters
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ECONIS (ZBW)
35
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1
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
2
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
3
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
4
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:
5
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:
6
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
7
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
8
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
9
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
10
Measuring banks' liquidity risk : an option-pricing approach
Zhang, Jinqing
;
He, Liang
;
An, Yunbi
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012221063
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