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~isPartOf:"Advances in mathematical economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Schriftenreihe der Bundesanstalt für Arbeitsschutz / Forschung"
~subject:"Risiko"
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Risiko
Messung
68
Measurement
49
Theorie
28
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28
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27
Risikomaß
24
Risk measure
24
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18
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Rosazza Gianin, Emanuela
3
Brandtner, Mario
2
Breuer, Thomas
2
Csóka, Péter
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2
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1
Bali, Turan G.
1
Barone-Adesi, Giovanni
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
Fischer, Thomas
1
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1
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1
Furman, Edward
1
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1
Ghysels, Eric
1
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1
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1
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1
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1
Pitera, Marcin
1
Rodríguez-Moreno, María
1
Roncoroni, Andrea
1
Schachmayer, Walter
1
Schmidt, Thorsten
1
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Advances in mathematical economics
Journal of banking & finance
Schriftenreihe der Bundesanstalt für Arbeitsschutz / Forschung
Insurance / Mathematics & economics
91
Finance and stochastics
30
European journal of operational research : EJOR
26
Risks : open access journal
23
Mathematics and financial economics
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Mathematics of operations research
17
Finance research letters
15
Journal of risk
15
International journal of theoretical and applied finance
14
Quantitative finance
12
International review of financial analysis
11
Scandinavian actuarial journal
11
Research paper series / Swiss Finance Institute
10
Discussion paper / Tinbergen Institute
8
Journal of mathematical finance
8
Working paper / National Bureau of Economic Research, Inc.
8
Europäische Hochschulschriften / 5
7
Journal of risk and financial management : JRFM
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
NBER working paper series
7
Operations research
7
ASTIN bulletin : the journal of the International Actuarial Association
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
Journal of mathematical economics
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
6
Working paper
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Applied economics letters
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Astin bulletin : the journal of the International Actuarial Association
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Economics letters
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Journal of economic dynamics & control
5
NBER Working Paper
5
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
5
Operations research letters
5
Swiss Finance Institute Research Paper
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The journal of portfolio management : JPM
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ECONIS (ZBW)
27
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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
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