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~isPartOf:"Brennpunkt Risikomanagement und Regulierung"
~isPartOf:"Finance and stochastics"
~subject:"Marktrisiko"
~subject:"Risk measure"
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Marktrisiko
Risk measure
Risikomaß
36
Theorie
26
Theory
26
Risiko
21
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21
Portfolio selection
18
Portfolio-Management
18
Measurement
17
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17
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2
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2
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2
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2
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2
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2
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2
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2
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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
Chen, Yanhong
1
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1
Cvitanić, Jakša
1
Delbaen, Freddy
1
Dmitrašinović-Vidović, Gordana
1
Duffie, Darrell
1
Döring, Falko
1
El Karoui, Nicole
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
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1
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1
Kessler, Bernhard
1
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1
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Brennpunkt Risikomanagement und Regulierung
Finance and stochastics
Insurance / Mathematics & economics
218
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
111
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
Econometric Institute research papers
29
Pacific-Basin finance journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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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
Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
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
Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
7
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:
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
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
Saved in:
10
Risk measures based on behavioural economics theory
Mao, Tiantian
;
Cai, Jun
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 367-393
Persistent link: https://www.econbiz.de/10011945793
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