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Search: ("Branchenentwicklung" OR "Unsicherheit" OR "Wirtschaftskrise") AND NOT isPartOf:Wirtschaftsdienst
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Risikomaß
Risiko
268
Risk
268
Theorie
114
Theory
114
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73
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73
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66
Ölpreis
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Delage, Erick
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Sun, Edward W.
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Abdullah, Mohammad
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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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Computational economics
Energy economics
Quantitative finance
Insurance / Mathematics & economics
122
European journal of operational research : EJOR
51
Risks : open access journal
48
Journal of banking & finance
45
Finance research letters
36
Journal of risk
27
Mathematics of operations research
21
Finance and stochastics
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International review of financial analysis
19
Economic modelling
18
Scandinavian actuarial journal
18
Mathematics and financial economics
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Operations research
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
14
The North American journal of economics and finance : a journal of financial economics studies
14
Discussion paper / Tinbergen Institute
13
Pacific-Basin finance journal
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Research paper series / Swiss Finance Institute
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Journal of mathematical finance
12
Journal of risk and financial management : JRFM
12
Astin bulletin : the journal of the International Actuarial Association
11
Journal of empirical finance
11
Operations research letters
11
The journal of risk model validation
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of risk management in financial institutions
9
The European journal of finance
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Journal of international financial markets, institutions & money
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Swiss Finance Institute Research Paper
8
Applied economics letters
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Financial innovation : FIN
7
International journal of risk assessment and management : IJRAM
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ECONIS (ZBW)
55
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1
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
2
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
3
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
4
An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià
;
Cristobal-Fransi, Eduard
;
Vintrò, Carla
; …
- In:
Computational economics
61
(
2023
)
1
,
pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
Saved in:
5
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
6
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
7
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
8
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
Saved in:
9
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
10
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
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