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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Estimation theory"
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Estimation theory
Risikomaß
46
Risk measure
46
Theorie
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Portfolio selection
22
Portfolio-Management
22
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16
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Auer, Benjamin R.
1
Caccioli, Fabio
1
Chen, Tzu-ying
1
Grandits, Peter
1
Han, Chuan-Hsiang
1
Huang, Zhenzhen
1
Kainhofer, Reinhold
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Kondor, Imre
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Kwok, Yue-Kuen
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Liu, Wei-han
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
24
Journal of risk
21
Journal of econometrics
13
The journal of risk model validation
11
Finance research letters
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of banking & finance
8
Discussion paper / Tinbergen Institute
7
Journal of financial econometrics
7
Computational economics
6
Dresdner Beiträge zu quantitativen Verfahren
6
European journal of operational research : EJOR
6
Risks : open access journal
6
SFB 649 discussion paper
6
International journal of forecasting
5
Journal of forecasting
5
Quantitative finance
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of operational risk
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Working papers series in theoretical and applied economics
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Finance and economics discussion series
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International journal of monetary economics and finance
4
Journal of mathematical finance
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Journal of risk and financial management : JRFM
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Journal of empirical finance
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Scandinavian actuarial journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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ECONIS (ZBW)
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1
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:
2
Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
Saved in:
3
Liquidity risk and instabilities in portfolio optimization
Caccioli, Fabio
;
Kondor, Imre
;
Marsili, Matteo
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011524891
Saved in:
4
VaR/CVaR estimation under stochastic volatility models
Han, Chuan-Hsiang
;
Liu, Wei-han
;
Chen, Tzu-ying
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010363922
Saved in:
5
On the impact of hidden trends for a compound poisson model with pareto-type claims
Grandits, Peter
;
Kainhofer, Reinhold
;
Temnov, Grigory
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 959-978
Persistent link: https://www.econbiz.de/10008905099
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