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~isPartOf:"International journal of theoretical and applied finance"
~subject:"EU-Staaten"
~subject:"Theorie"
~type:"article"
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EU-Staaten
Theorie
Risikomaß
46
Risk measure
46
Theory
44
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30
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30
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26
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26
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25
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
194
Journal of money, credit and banking : JMCB
166
Journal of banking & finance
155
Journal of monetary economics
154
Journal of macroeconomics
136
Applied economics
119
Journal of economic dynamics & control
118
Economic modelling
111
Economics letters
111
European journal of operational research : EJOR
101
Journal of international money and finance
80
Risks : open access journal
80
Macroeconomic dynamics
79
Finance research letters
58
International economic review
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
European economic review : EER
52
Applied economics letters
51
Journal of economic theory
51
Journal of empirical finance
51
International review of financial analysis
48
Journal of payments strategy & systems
48
Journal of post-Keynesian economics : JPKE
45
The American economic review
44
The European journal of finance
44
Journal of risk
41
Kredit und Kapital
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
International review of economics & finance : IREF
39
Quantitative finance
39
Southern economic journal
39
International journal of forecasting
38
The Indian economic journal
38
Journal of forecasting
37
Economic theory : official journal of the Society for the Advancement of Economic Theory
36
Journal of risk and financial management : JRFM
36
Economic inquiry : journal of the Western Economic Association International
35
International journal of finance & economics : IJFE
35
Journal of econometrics
35
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ECONIS (ZBW)
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31
Optimal trade execution under geometric Brownian motion in the Almgren and Chriss framework
Gatheral, Jim
;
Schied, Alexander
- In:
International journal of theoretical and applied finance
14
(
2011
)
3
,
pp. 353-368
Persistent link: https://www.econbiz.de/10009154914
Saved in:
32
Credit risk and incomplete information : filtering and EM parameter estimation
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 683-715
Persistent link: https://www.econbiz.de/10008904347
Saved in:
33
Optimal portfolios with stochastic short rate : pitfalls when the short rate is non-Gaussian or the market price of risk is unbounded
Kraft, Holger
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 767-796
Persistent link: https://www.econbiz.de/10003911240
Saved in:
34
Utility indifference pricing of interest-rate guarantees
Benth, Fred Espen
;
Proske, Frank
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10003847563
Saved in:
35
Measuring the market risk of freight rates : a value-at-risk approach
Angelidis, Timotheos
;
Skiadopoulos, George
- In:
International journal of theoretical and applied finance
11
(
2008
)
5
,
pp. 447-469
Persistent link: https://www.econbiz.de/10003759935
Saved in:
36
Projecting the forward rate flow onto a finite dimensional manifold
Bayraktar, Erhan
;
Chen, Li
;
Poor, H. Vincent
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 777-785
Persistent link: https://www.econbiz.de/10003379033
Saved in:
37
Self exciting threshold interest rates models
Decamps, Marc
;
Goovaerts, Marc J.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10003395984
Saved in:
38
Analytic backward induction of option cash flows: a new application paradigm for the Markovian interest rate models
Gan, Junwu
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1019-1057
Persistent link: https://www.econbiz.de/10003280033
Saved in:
39
Value-at-risk and expected shortfall for linear portfolios with elliptically distributed risk factors
Kamdem, Jules Sadefo
- In:
International journal of theoretical and applied finance
8
(
2005
)
5
,
pp. 537-551
Persistent link: https://www.econbiz.de/10003058599
Saved in:
40
Defaultable debt pricing in multi-factor models
Lim, Kian-Guan
;
Chang, Shiwei
;
Tsui, Kai Chong
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 823-844
Persistent link: https://www.econbiz.de/10001763190
Saved in:
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