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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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International journal of theoretical and applied finance
Insurance / Mathematics & economics
194
Journal of money, credit and banking : JMCB
165
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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1
Interbank credit risk modeling with self-exciting jump processes
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496770
Saved in:
2
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
3
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
4
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:
5
Dynamic mean-variance portfolios with risk budget
Luo, Sheng-Feng
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270888
Saved in:
6
Set-valued dynamic risk measures for bounded discrete-time processes
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012270994
Saved in:
7
Set-valued law invariant coherent and convex risk measures
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012019780
Saved in:
8
The potential approach in practice
Kluge, Tino
;
Rogers, Leonard C. G.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011889513
Saved in:
9
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:
10
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
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