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~isPartOf:"International review of financial analysis"
~subject:"Value-at-risk"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Value-at-risk
Risikomaß
69
Risk measure
69
Portfolio selection
28
Portfolio-Management
28
Theorie
28
Theory
28
Capital income
20
Kapitaleinkommen
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Volatilität
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Risk management
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Estimation
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Expected shortfall
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Measurement
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Messung
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Multivariate Verteilung
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Degiannakis, Stavros
2
Zarangas, Leonidas P.
2
Bee, Marco
1
Bredin, Donal
1
Brio, Esther B. del
1
Conlon, Thomas
1
Dent, Pamela
1
Diamandis, Panayotis F.
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Drakos, Anastassios A.
1
Floros, Christos
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Kang, Sang Hoon
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Karmakar, Madhusudan
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Kouretas, Georgios P.
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Li, Handong
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Ma, Yao
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Makris, I.
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Mora-Valencia, Andrés
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Nikolaidis, V.
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Olofsson, Petter
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Paul, Samit
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Perote, Javier
1
Potamia, Artemis
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Potì, Valerio
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Pourkhanali, Armin
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Qi, Shuyuan
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Råholm, Anna
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Song, Shijia
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Stavroyiannis, S.
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Su, Xiaoman
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Tafakori, Laleh
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Troster, Victor
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Uddin, Mohammed Gazi Salah
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Yang, Baochen
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International review of financial analysis
Finance research letters
9
Insurance / Mathematics & economics
8
Journal of banking & finance
8
Economic modelling
7
Energy economics
6
Quantitative finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of empirical finance
5
Computational economics
4
International journal of forecasting
4
Risk management : a journal of risk, crisis and disaster
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
European journal of operational research : EJOR
3
Finance and stochastics
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International review of economics & finance : IREF
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Mathematics and financial economics
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OR spectrum : quantitative approaches in management
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Pacific-Basin finance journal
3
Review of quantitative finance and accounting
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Discussion paper / Tinbergen Institute
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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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International journal of production economics
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Journal of business research : JBR
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Journal of econometrics
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Journal of economic dynamics & control
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Journal of quantitative economics
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Journal of risk finance : the convergence of financial products and insurance
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Omega : the international journal of management science
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Operations research letters
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Accounting and finance
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Annals of finance
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Applied economics
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Asia-Pacific journal of financial studies
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Risk quantification for commodity ETFs: backtesting value-at-risk and expected shortfall
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
International review of financial analysis
70
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012318296
Saved in:
7
The price of shelter : downside risk reduction with precious metals
Bredin, Donal
;
Conlon, Thomas
;
Potì, Valerio
- In:
International review of financial analysis
49
(
2017
),
pp. 48-58
Persistent link: https://www.econbiz.de/10011741249
Saved in:
8
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
9
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International review of financial analysis
44
(
2016
),
pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
Saved in:
10
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
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