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~isPartOf:"Journal of mathematical finance"
~subject:"Risk measure"
~subject:"Stochastischer Prozess"
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Risk measure
Stochastischer Prozess
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Journal of mathematical finance
Insurance / Mathematics & economics
75
European journal of operational research : EJOR
41
Finance research letters
27
Journal of risk
26
Journal of banking & finance
25
Energy economics
24
The journal of operational risk
18
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16
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
11
International review of financial analysis
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Scandinavian actuarial journal
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10
International journal of forecasting
9
International journal of production research
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Pacific-Basin finance journal
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Research in international business and finance
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Astin bulletin : the journal of the International Actuarial Association
8
Computational economics
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International journal of theoretical and applied finance
8
Finance and stochastics
7
Journal of empirical finance
7
Journal of financial econometrics
7
Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The European journal of finance
7
Omega : the international journal of management science
6
Operations research letters
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Risks : open access journal
6
International journal of finance & economics : IJFE
5
International journal of financial engineering
5
International journal of production economics
5
Journal of economic dynamics & control
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1
Asymptotic analysis for spectral risk measures parameterized by confidence level
Kato, Takashi
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 197-226
Persistent link: https://www.econbiz.de/10011846379
Saved in:
2
Measuring black swans in financial markets
Manhire, J. T.
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 227-239
Persistent link: https://www.econbiz.de/10011846384
Saved in:
3
Using conditional extreme value theory to estimate value-at-risk for daily currency exchange rates
Omari, Cyprian Ondieki
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 846-870
Persistent link: https://www.econbiz.de/10011859906
Saved in:
4
The risk in the insurance field : a generalized analysis
Ferrentino, Rosa
;
Vota, Luca
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 200-221
Persistent link: https://www.econbiz.de/10012545597
Saved in:
5
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
Saved in:
6
Optimal investment and risk control strategies for an insurance fund in stochastic framework
Mwanakatwe, Patrick Kandege
;
Wang, Xiaoguang
;
Su, Yue
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 254-265
Persistent link: https://www.econbiz.de/10012210171
Saved in:
7
On quantum risk modelling
Kountzakis, Christos E.
;
Koutsouraki, Maria P.
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 43-47
Persistent link: https://www.econbiz.de/10011543089
Saved in:
8
Efficient estimation of distributional tail shape and the extremal index with applications to
risk
management
Sapp, Travis R. A.
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 626-659
Persistent link: https://www.econbiz.de/10011656984
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