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~isPartOf:"Economic modelling"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Prognoseverfahren
Risk
Risk measure
283
Risikomaß
282
Theorie
146
Theory
146
Portfolio selection
126
Portfolio-Management
126
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91
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Wang, Ruodu
4
Brandtner, Mario
3
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3
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3
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3
Puccetti, Giovanni
3
Weiß, Gregor
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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
An, Yunbi
1
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1
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Economic modelling
Finance and stochastics
Journal of banking & finance
Insurance / Mathematics & economics
126
Finance research letters
61
European journal of operational research : EJOR
60
Risks : open access journal
60
International journal of forecasting
49
Quantitative finance
38
Journal of risk
37
Journal of forecasting
33
International review of financial analysis
32
Discussion paper / Tinbergen Institute
28
Energy economics
28
Journal of empirical finance
25
International review of economics & finance : IREF
23
The North American journal of economics and finance : a journal of financial economics studies
23
The journal of risk model validation
23
Applied economics
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Mathematics of operations research
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Journal of risk and financial management : JRFM
19
Scandinavian actuarial journal
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18
International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of financial econometrics
17
Mathematics and financial economics
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Research paper series / Swiss Finance Institute
16
The European journal of finance
16
Journal of economic dynamics & control
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Pacific-Basin finance journal
15
Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Applied economics letters
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ECONIS (ZBW)
105
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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
The determinants of systemic risk contagion
Sencer Atasoy, Burak
;
Ozkan, Ibrahim
;
Erden, Lütfi
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451156
Saved in:
3
What drives the tail risk effect in the Chinese stock market?
Sun, Kaisi
;
Wang, Hui
;
Zhu, Yifeng
- In:
Economic modelling
132
(
2024
)
Persistent link: https://www.econbiz.de/10014547938
Saved in:
4
Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan
;
Li, Yuhan
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
Saved in:
5
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:
6
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:
7
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:
8
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
9
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
10
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
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