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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Economic modelling"
~isPartOf:"Finance and stochastics"
~subject:"Measurement"
~subject:"Welt"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Measurement
Welt
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122
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122
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54
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Feinstein, Zachary
3
Wang, Ruodu
2
Ziegel, Johanna F.
2
Zähle, Henryk
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Ararat, Çağın
1
Barbagli, Matteo
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Astin bulletin : the journal of the International Actuarial Association
Economic modelling
Finance and stochastics
Insurance / Mathematics & economics
104
Journal of banking & finance
33
Risks : open access journal
30
European journal of operational research : EJOR
28
Journal of risk
28
Finance research letters
23
Energy economics
21
Mathematics of operations research
19
International review of financial analysis
17
Mathematics and financial economics
17
Quantitative finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
International journal of theoretical and applied finance
15
Scandinavian actuarial journal
12
The journal of risk model validation
12
International review of economics & finance : IREF
11
Research paper series / Swiss Finance Institute
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Working paper
10
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9
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9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
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9
Applied economics
8
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8
Econometric Institute research papers
8
Journal of risk and financial management : JRFM
8
Operations research letters
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ASTIN bulletin : the journal of the International Actuarial Association
7
Discussion paper / Tinbergen Institute
7
Journal of financial econometrics
7
Journal of forecasting
7
Journal of international financial markets, institutions & money
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
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The journal of operational risk
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Journal of financial stability
6
Risk measures for the 21st century
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ECONIS (ZBW)
33
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1
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
2
Scenario-based risk evaluation
Wang, Ruodu
;
Ziegel, Johanna F.
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
Saved in:
3
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
4
Set-valued dynamic risk measures for processes and for vectors
Chen, Yanhong
;
Feinstein, Zachary
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 505-533
Persistent link: https://www.econbiz.de/10013440234
Saved in:
5
Set-valued risk measures as backward stochastic difference inclusions and equations
Ararat, Çağın
;
Feinstein, Zachary
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10012433511
Saved in:
6
On fairness of systemic risk measures
Biagini, Francesca
;
Fouque, Jean-Pierre
;
Frittelli, Marco
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 513-564
Persistent link: https://www.econbiz.de/10012253395
Saved in:
7
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
8
An ergodic BSDE approach to forward entropic risk measures : representation and large-maturity behavior
Chong, Wing Fung
;
Hu, Ying
;
Liang, Gechun
; …
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 239-273
Persistent link: https://www.econbiz.de/10012023715
Saved in:
9
International trade, foreign direct investments, and firms' systemic risk : evidence from the Netherlands
Van Cauwenberge, Annelies
;
Vancauteren, Mark
;
Braekers, Roel
- In:
Economic modelling
81
(
2019
),
pp. 361-386
Persistent link: https://www.econbiz.de/10012202113
Saved in:
10
Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 795-826
Persistent link: https://www.econbiz.de/10012114659
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