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~isPartOf:"International review of financial analysis"
~subject:"Expected shortfall"
~subject:"Value-at-risk"
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Expected shortfall
Value-at-risk
Risikomaß
74
Risk measure
74
Portfolio selection
31
Portfolio-Management
31
Theorie
28
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Capital income
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International review of financial analysis
Journal of banking & finance
20
Finance research letters
14
Quantitative finance
14
Insurance / Mathematics & economics
12
International journal of forecasting
12
Computational economics
8
Economic modelling
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Journal of empirical finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Pacific-Basin finance journal
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Energy economics
6
European journal of operational research : EJOR
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International review of economics & finance : IREF
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Risk management : a journal of risk, crisis and disaster
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Discussion paper / Tinbergen Institute
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Research in international business and finance
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Asia-Pacific journal of financial studies
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance and stochastics
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Financial innovation : FIN
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Journal of international financial markets, institutions & money
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Mathematics and financial economics
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OR spectrum : quantitative approaches in management
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Review of quantitative finance and accounting
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Robustness in econometrics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Emerging markets review
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International Journal of Energy Economics and Policy : IJEEP
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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ECONIS (ZBW)
18
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1
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
2
Diversifying and hedging REIT portfolios with cryptocurrencies : evidence from global and regional REIT indices
Odusami, Babatunde Olatunji
;
Akinsomi, Omokolade
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014544083
Saved in:
3
Do ESG ETFs provide downside risk protection during Covid-19? : evidence from forecast combination models
Huang, Yujun
- In:
International review of financial analysis
94
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014543986
Saved in:
4
An empirical investigation of multiperiod tail risk forecasting models
Zhang, Ning
;
Su, Xiaoman
;
Qi, Shuyuan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248332
Saved in:
5
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
6
From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.
;
Nedeltchev, Dragomir C.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
Saved in:
7
Predicting VaR for China's stock market : a score-driven model based on normal inverse Gaussian distribution
Song, Shijia
;
Li, Handong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013426497
Saved in:
8
Is Bitcoin a better portfolio diversifier than gold? : a copula and sectoral analysis for China
Pho, Kim-Hung
;
Ly, Sel
;
Lu, Richard
;
Hoang, Thi Hong Van
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012803931
Saved in:
9
Value at risk, mispricing and expected returns
Yang, Baochen
;
Ma, Yao
- In:
International review of financial analysis
78
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013252729
Saved in:
10
Ethical and unethical investments under extreme market conditions
Olofsson, Petter
;
Råholm, Anna
;
Uddin, Mohammed Gazi Salah
- In:
International review of financial analysis
78
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013255864
Saved in:
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