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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Journal of risk"
~subject:"Basel Accord"
~subject:"Measurement"
~subject:"Risikomaß"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Basel Accord
Measurement
Risikomaß
Risk measure
144
Portfolio selection
62
Portfolio-Management
62
Theorie
59
Theory
59
Risikomanagement
48
Risk management
48
Risiko
38
Risk
38
Messung
31
Statistical distribution
26
Statistische Verteilung
26
ARCH model
22
ARCH-Modell
22
Estimation
22
Estimation theory
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Schätztheorie
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value-at-risk (VaR)
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Basler Akkord
13
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Volatilität
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Bank risk
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Bankrisiko
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risk management
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Finanzdienstleistung
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expected shortfall (ES)
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risk measures
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144
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Berger, Theo
3
Boonen, Tim J.
3
Tan, Ken Seng
3
Uryasev, Stan
3
Ardia, David
2
Auer, Benjamin R.
2
Boudt, Kris
2
Chi, Yichun
2
Furman, Edward
2
Guillén, Montserrat
2
Lampenius, Niklas
2
Martin, R. Douglas
2
Marumo, Kohei
2
Righi, Marcelo Brutti
2
Su, Jianxi
2
Ziggel, Daniel
2
Abad, Pilar
1
Adrian, Tobias
1
Afonso, Lourdes B.
1
Alemany, Ramon
1
Ally, Abdallah K.
1
Amendola, Alessandra
1
Arias-Sema, María A.
1
Arici, G.
1
Arora, Rohit
1
Arunachalam, Viswanathan
1
Asimit, Alexandru V.
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
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Baule, Rainer
1
Baysal, Rafet Evren
1
Belhad, Ahmed
1
Bellalah, Mondher
1
Belles-Sampera, James
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1
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1
Bertagna, Andrea
1
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Astin bulletin : the journal of the International Actuarial Association
Journal of risk
Insurance / Mathematics & economics
217
Journal of banking & finance
181
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
93
Economic modelling
69
Energy economics
69
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
62
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
The journal of operational risk
45
Journal of forecasting
42
Journal of econometrics
41
Computational economics
38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
32
Working papers
32
Applied economics letters
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
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ECONIS (ZBW)
144
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10
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144
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1
Value-at-risk models : a systematic review of the literature
Shayya, Reem
;
Sorrosal Forradellas, Maria Teresa
; …
- In:
Journal of risk
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014314618
Saved in:
2
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
3
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
4
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
5
Modeling maxima with a regime-switching Fréchet model
Tan, Keqi
;
Chen, Yu
;
Chen, Pengzhan
- In:
Journal of risk
25
(
2022
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014342458
Saved in:
6
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
7
Nonparametric estimation of systemic risk via conditional value-at-risk
Belhad, Ahmed
;
Lauria, Davide
;
Trindade, A. Alexandre
- In:
Journal of risk
25
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
Saved in:
8
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
9
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
10
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
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