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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~subject:"Risikomanagement"
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Search: subject_exact:"Value at risk"
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Risikomanagement
Risikomaß
284
Risk measure
284
Theorie
135
Theory
135
Portfolio selection
114
Portfolio-Management
114
Risk management
78
Statistical distribution
67
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67
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64
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64
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51
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Messung
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Daníelsson, Jón
4
Dias, Alexandra
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McAleer, Michael
3
Pérez Amaral, Teodosio
3
Vries, Casper G. de
3
Armstrong, John
2
Barendse, Sander
2
Bernard, Carole
2
Breuer, Thomas
2
Brigo, Damiano
2
Hong, Yongmiao
2
Jimenez-Martin, Juan-Angel
2
McNeil, Alexander J.
2
Paterlini, Sandra
2
Puccetti, Giovanni
2
Weiß, Gregor
2
Zhang, Zhengjun
2
Abduraimova, Kumushoy
1
Alexander, S.
1
Allen, David E.
1
Aramonte, Sirio
1
Bandi, Federico M.
1
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1
Bellini, Fabio
1
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1
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1
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Catania, Leopoldo
1
Chan, Thomas W. C.
1
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1
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1
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1
Chen, Yu
1
Chu, Amanda M. Y.
1
Claußen, Arndt
1
Coleman, T. F.
1
Csiszár, Imre
1
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Discussion paper / Tinbergen Institute
Journal of banking & finance
Journal of econometrics
Insurance / Mathematics & economics
93
Risks : open access journal
52
Journal of risk
40
European journal of operational research : EJOR
38
Economic modelling
27
The journal of operational risk
27
Finance research letters
26
Energy economics
25
The North American journal of economics and finance : a journal of financial economics studies
22
Journal of risk management in financial institutions
20
The journal of risk model validation
20
International review of financial analysis
17
Quantitative finance
17
International journal of theoretical and applied finance
15
Applied economics
14
International review of economics & finance : IREF
14
Journal of risk and financial management : JRFM
13
Research paper series / Swiss Finance Institute
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SpringerLink / Bücher
13
The European journal of finance
13
Finance and stochastics
12
Journal of empirical finance
12
International journal of forecasting
11
Working papers
11
Computational economics
10
International journal of risk assessment and management : IJRAM
10
Journal of international financial markets, institutions & money
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of finance & economics : IJFE
9
Journal of mathematical finance
9
Pacific-Basin finance journal
9
Research in international business and finance
9
Scandinavian actuarial journal
9
Schriftenreihe Finanzmanagement
9
The journal of credit risk : published quarterly by Incisive Media
9
Applied economics letters
8
Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
76
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1
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
Saved in:
2
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
3
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:
4
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:
5
Contagion and tail risk in complex financial networks
Abduraimova, Kumushoy
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013530779
Saved in:
6
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
7
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
8
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
9
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
Saved in:
10
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
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