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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Bank risk"
~subject:"Portfolio-Management"
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Bank risk
Portfolio-Management
Risikomanagement
38
Risk management
38
Theorie
20
Theory
20
Credit risk
17
Kreditrisiko
17
Portfolio selection
15
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15
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credit risk
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wrong-way risk
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Amini, Hamed
1
Ararat, Çağin
1
Capriotti, Luca
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Carmona, René
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Centrone, Francesca
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Cont, Rama
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Crépey, Stéphane
1
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1
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1
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Lee, Jacky
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1
Minca, Andreea
1
Monfort, Alain
1
Nayman, Niv
1
O'Donoghue, Brendan
1
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1
Peacock, Matthew
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Pfister, Tamara
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Rosazza Gianin, Emanuela
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1
Yang, Hai
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International journal of theoretical and applied finance
Journal of banking & finance
105
Insurance / Mathematics & economics
101
Journal of risk management in financial institutions
99
The journal of operational risk
85
European journal of operational research : EJOR
64
Risks : open access journal
61
Finance research letters
60
Journal of risk
49
Wiley finance series
48
SpringerLink / Bücher
45
International review of financial analysis
42
Risiko-Manager
41
Quantitative finance
34
Journal of risk and financial management : JRFM
33
The North American journal of economics and finance : a journal of financial economics studies
31
The journal of portfolio management : JPM
30
International review of economics & finance : IREF
26
Journal of financial stability
26
Economic modelling
25
The journal of portfolio management : a publication of Institutional Investor
25
Springer eBook Collection
22
Research paper series / Swiss Finance Institute
21
The journal of asset management
20
Journal of international financial markets, institutions & money
19
International journal of economics and financial issues : IJEFI
18
Research in international business and finance
18
Applied economics
17
Discussion paper
17
Gabler Edition Wissenschaft
17
IMF working papers
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
NBER working paper series
17
The European journal of finance
17
The journal of investing
17
Die Bank
16
International journal of finance & economics : IJFE
16
Sovereign wealth management
16
The journal of risk model validation
16
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
16
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ECONIS (ZBW)
17
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1
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
2
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
3
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
4
Optimal investment in hedge funds under loss aversion
Zou, Bin
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
Saved in:
5
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
6
Measuring model risk in financial
risk
management
and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
7
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
8
Shortfall risk minimization under fixed transaction costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
9
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
10
Regulatory capital modeling for credit risk
Rutkowski, Marek
;
Tarca, Silvio
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403880
Saved in:
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