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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk"
~subject:"Estimation"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Estimation
Prognoseverfahren
Risk
Risikomaß
304
Risk measure
304
Portfolio selection
134
Portfolio-Management
134
Theorie
124
Theory
124
Risikomanagement
92
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92
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Weiß, Gregor
4
Ziggel, Daniel
4
Brandtner, Mario
3
Daníelsson, Jón
3
Rösch, Daniel
3
Wied, Dominik
3
Armstrong, John
2
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McNeil, Alexander J.
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2
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1
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1
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Journal of banking & finance
Journal of risk
Insurance / Mathematics & economics
133
Finance research letters
68
Risks : open access journal
66
European journal of operational research : EJOR
61
International journal of forecasting
52
Quantitative finance
42
Energy economics
37
International review of financial analysis
36
The North American journal of economics and finance : a journal of financial economics studies
35
The journal of risk model validation
35
Economic modelling
34
Journal of forecasting
34
Discussion paper / Tinbergen Institute
33
Journal of empirical finance
32
Applied economics
28
International review of economics & finance : IREF
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Journal of risk and financial management : JRFM
25
Computational economics
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Journal of econometrics
23
Finance and stochastics
21
Mathematics of operations research
21
International journal of theoretical and applied finance
20
Journal of financial econometrics
20
Operations research
20
Working papers
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Journal of economic dynamics & control
19
Scandinavian actuarial journal
19
Mathematics and financial economics
18
Pacific-Basin finance journal
18
Research paper series / Swiss Finance Institute
18
The European journal of finance
18
Journal of mathematical finance
17
Research in international business and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Applied economics letters
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Econometric Institute research papers
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ECONIS (ZBW)
114
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1
An approach to capital allocation based on mean conditional value-at-risk
Han, Yuecai
;
Zhang, Fengtong
;
Liu, Xinyu
- In:
Journal of risk
25
(
2023
)
6
,
pp. 53-71
Persistent link: https://www.econbiz.de/10014546366
Saved in:
2
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
3
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
4
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
5
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
6
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
7
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
8
Optimal reinsurance with expectile under the Vajda condition
Chen, Yanhong
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10012500128
Saved in:
9
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
10
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
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