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~isPartOf:"Computational economics"
~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
~subject:"Theorie"
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Prognoseverfahren
Theorie
Risikomaß
219
Risk measure
219
Theory
103
Portfolio selection
95
Portfolio-Management
95
Risikomanagement
62
Risk management
62
Risk
56
Risiko
55
Statistical distribution
39
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39
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31
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30
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30
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29
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25
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25
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24
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24
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22
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19
Basler Akkord
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19
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Bankrisiko
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Expected shortfall
18
Financial services
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112
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Brandtner, Mario
3
Daníelsson, Jón
3
Dias, Alexandra
3
Weiß, Gregor
3
Acerbi, Carlo
2
Armstrong, John
2
Bernard, Carole
2
Brigo, Damiano
2
Campbell, Rachel
2
Cui, Xueting
2
Huisman, Ronald
2
Koedijk, Kees
2
McNeil, Alexander J.
2
Moura, Guilherme Valle
2
Müller, Fernanda Maria
2
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2
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2
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2
Tasche, Dirk
2
Wang, Ruodu
2
Wied, Dominik
2
Zhu, Shushang
2
Ziggel, Daniel
2
Afuecheta, Emmanuel
1
Alcock, Jamie
1
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1
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1
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1
Aramonte, Sirio
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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Computational economics
Journal of banking & finance
Insurance / Mathematics & economics
175
European journal of operational research : EJOR
89
Risks : open access journal
71
Finance research letters
48
International journal of forecasting
48
Journal of risk
45
Quantitative finance
40
Discussion paper / Tinbergen Institute
39
Economic modelling
39
Journal of empirical finance
39
International review of financial analysis
35
Journal of forecasting
35
International journal of theoretical and applied finance
28
Journal of risk and financial management : JRFM
28
The journal of risk model validation
27
Finance and stochastics
26
Scandinavian actuarial journal
26
Applied economics
24
Journal of econometrics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
SFB 649 discussion paper
24
Research paper series / Swiss Finance Institute
23
The European journal of finance
23
Journal of economic dynamics & control
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Energy economics
21
Mathematics and financial economics
21
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of credit risk : published quarterly by Incisive Media
21
Operations research letters
20
Applied economics letters
19
Astin bulletin : the journal of the International Actuarial Association
19
Mathematics of operations research
19
Operations research
19
SpringerLink / Bücher
19
Journal of risk management in financial institutions
18
Working papers
18
Journal of financial econometrics
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ECONIS (ZBW)
112
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21
International assets allocation with risk management via multi-stage stochastic programming
Yin, Libo
;
Han, Liyan
- In:
Computational economics
55
(
2020
)
2
,
pp. 385-405
Persistent link: https://www.econbiz.de/10012223636
Saved in:
22
Risk-constrained Kelly portfolios under alpha-stable laws
Wesselhöfft, Niels
;
Härdle, Wolfgang
- In:
Computational economics
55
(
2020
)
3
,
pp. 801-826
Persistent link: https://www.econbiz.de/10012223676
Saved in:
23
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Saved in:
24
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
25
Hedging crash risk in optimal portfolio selection
Zhu, Shushang
;
Zhu, Wei
;
Pei, Xi
;
Cui, Xueting
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
Saved in:
26
Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan
;
Ungeheuer, Michael
;
Weigert, Florian
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
Saved in:
27
Spectral backtests of forecast distributions with application to risk management
Gordy, Michael B.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489248
Saved in:
28
Tail-related risk measurement and forecasting in equity markets
Bekiros, Stelios
;
Loukeris, Nikolaos
;
Eleftheriadis, …
- In:
Computational economics
53
(
2019
)
2
,
pp. 783-816
Persistent link: https://www.econbiz.de/10012134868
Saved in:
29
Optimal stop-loss reinsurance under the VaR and CTE risk measures : variable transformation method
Du, Junhong
;
Li, Zhiming
;
Wu, Lijun
- In:
Computational economics
53
(
2019
)
3
,
pp. 1133-1151
Persistent link: https://www.econbiz.de/10012135119
Saved in:
30
Risk managing tail-risk seekers : VaR and expected shortfall vs S-shaped utility
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
101
(
2019
),
pp. 122-135
Persistent link: https://www.econbiz.de/10012162636
Saved in:
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