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~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
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62
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62
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56
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39
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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
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18
Bankrisiko
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Expected shortfall
18
Financial services
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Brandtner, Mario
3
Daníelsson, Jón
3
Dias, Alexandra
3
Weiß, Gregor
3
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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
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Müller, Fernanda Maria
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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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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
34
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
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SFB 649 discussion paper
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The European journal of finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Energy economics
21
Journal of economic dynamics & control
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
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SpringerLink / Bücher
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Journal of risk management in financial institutions
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ECONIS (ZBW)
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1
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
2
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
3
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
4
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
5
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
6
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
7
Inaccurate value at risk estimations : bad modeling or inappropriate data?
Vasileiou, Evangelos
- In:
Computational economics
59
(
2022
)
3
,
pp. 1155-1171
Persistent link: https://www.econbiz.de/10013169235
Saved in:
8
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
9
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
10
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
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