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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of risk"
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Risikomaß
231
Risk measure
231
Theorie
125
Theory
125
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115
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78
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European journal of operational research : EJOR
Journal of risk
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Risks : open access journal
106
Finance research letters
94
Economic modelling
70
Energy economics
70
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
68
Discussion paper / Tinbergen Institute
64
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
MPRA Paper
50
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
The journal of operational risk
45
Journal of forecasting
43
Journal of econometrics
42
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38
The European journal of finance
37
International review of economics & finance : IREF
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of international financial markets, institutions & money
33
Journal of economic dynamics & control
32
Scandinavian actuarial journal
32
Working papers
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Applied economics letters
31
Finance and stochastics
30
Pacific-Basin finance journal
30
Econometric Institute research papers
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
231
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1
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
2
Sensitivity measures based on scoring functions
Fissler, Tobias
;
Pesenti, Silvana M.
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1408-1423
Persistent link: https://www.econbiz.de/10014282998
Saved in:
3
Index policy for multiarmed bandit problem with dynamic risk measures
Malekipirbazari, Milad
;
Çavuş, Özlem
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 627-640
Persistent link: https://www.econbiz.de/10014456308
Saved in:
4
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
5
A simulation-based method for estimating systemic risk measures
Ye, Wuyi
;
Zhou, Yi
;
Chen, Pengzhan
;
Wu, Bin
- In:
European journal of operational research : EJOR
313
(
2024
)
1
,
pp. 312-324
Persistent link: https://www.econbiz.de/10014456563
Saved in:
6
Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
Saved in:
7
Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data
Dacorogna, Michel M.
;
Debbabi, Nehla
;
Kratz, Marie
- In:
European journal of operational research : EJOR
311
(
2023
)
2
,
pp. 708-729
Persistent link: https://www.econbiz.de/10014336745
Saved in:
8
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
9
Distortion risk measure under parametric ambiguity
Shao, Hui
;
Zhang, Zhe George
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1159-1172
Persistent link: https://www.econbiz.de/10014440209
Saved in:
10
Portfolio selection : a target-distribution approach
Lassance, Nathan
;
Vrins, Frédéric
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 302-314
Persistent link: https://www.econbiz.de/10014340178
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