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~isPartOf:"International review of financial analysis"
~subject:"Risikomanagement"
~subject:"Welt"
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Search: subject_exact:"Expected tail loss"
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Risikomanagement
Welt
Risikomaß
74
Risk measure
74
Portfolio selection
31
Portfolio-Management
31
Theorie
28
Theory
28
Capital income
21
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Ahelegbey, Daniel Felix
1
Ben Ameur, Hachmi
1
Borer, Daniel
1
Brio, Esther B. del
1
Byström, Hans N. E.
1
Ceretta, Paulo Sergio
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Chau Trinh Nguyen
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Chen, Xiang
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Di, Zengru
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Jutamas Wongkantarakorn
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Kouretas, Georgios P.
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Li, Ping
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International review of financial analysis
Insurance / Mathematics & economics
93
Journal of banking & finance
64
Risks : open access journal
55
Journal of risk
42
Energy economics
41
European journal of operational research : EJOR
40
Finance research letters
38
Economic modelling
33
The North American journal of economics and finance : a journal of financial economics studies
32
The journal of operational risk
27
Journal of risk management in financial institutions
25
The journal of risk model validation
24
International review of economics & finance : IREF
21
Quantitative finance
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Applied economics
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International journal of theoretical and applied finance
16
Research paper series / Swiss Finance Institute
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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The European journal of finance
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Journal of risk and financial management : JRFM
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Research in international business and finance
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SpringerLink / Bücher
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Computational economics
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Finance and stochastics
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International journal of forecasting
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Journal of econometrics
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Pacific-Basin finance journal
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Applied economics letters
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International journal of risk assessment and management : IJRAM
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Working papers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Econometric Institute research papers
9
International journal of finance & economics : IJFE
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Journal of financial econometrics
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Journal of financial stability
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Journal of mathematical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
28
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1
When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets
Sitara Karim
;
Muhammad Shafiullah
;
Naeem, Muhammad Abubakr
- In:
International review of financial analysis
93
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543472
Saved in:
2
Do green investments improve portfolio diversification? : evidence from mean conditional value-at-risk optimization
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Louhichi, Waël
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543934
Saved in:
3
Does systemic risk in the fund markets predict future economic downturns?
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492409
Saved in:
4
Nonlinear behavior of tail risk resonance and early warning : insight from global energy stock markets
Xie, Qichang
;
Fang, Tingwei
;
Rong, Xueyun
;
Xu, Xin
- In:
International review of financial analysis
93
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543522
Saved in:
5
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
6
Identifying systemic risk of assets during international financial crises using Value at Risk elasticities
Borer, Daniel
;
Perera, Devmali
;
Fitriya Fauzi
;
Chau …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469916
Saved in:
7
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:
8
Systemic risk in the Chinese financial system : a panel Granger causality analysis
Cincinelli, Peter
;
Pellini, Elisabetta
;
Urga, Giovanni
- In:
International review of financial analysis
82
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013431113
Saved in:
9
Systemic risk of commodity markets : a dynamic factor copula approach
Ouyang, Ruolan
;
Chen, Xiang
;
Fang, Yi
;
Zhao, Yang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013431229
Saved in:
10
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis
Massaporn Cheuathonghua
;
DeBoyrie, Maria Eugenia
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366188
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