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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Messung
Prognoseverfahren
Risk
Risikomaß
304
Risk measure
304
Portfolio selection
134
Portfolio-Management
134
Theorie
124
Theory
124
Risikomanagement
92
Risk management
92
Risiko
72
Estimation
48
Schätzung
48
Statistical distribution
48
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48
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46
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46
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46
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35
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35
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34
Basel Accord
30
Basler Akkord
30
Estimation theory
29
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29
Capital income
27
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Ziggel, Daniel
4
Brandtner, Mario
3
Daníelsson, Jón
3
Rösch, Daniel
3
Weiß, Gregor
3
Wied, Dominik
3
Armstrong, John
2
Berens, Tobias
2
Breuer, Thomas
2
Brigo, Damiano
2
Cotter, John
2
Kratz, Marie
2
McNeil, Alexander J.
2
Peña Sánchez de Rivera, Juan Ignacio
2
Pitera, Marcin
2
Puccetti, Giovanni
2
Righi, Marcelo Brutti
2
Tasche, Dirk
2
Uryasev, Stan
2
Abad, Pilar
1
Alemany, Ramon
1
Alles, Lakshman
1
Amendola, Alessandra
1
An, Yunbi
1
Anand, Abhinav
1
Arias-Sema, María A.
1
Arici, G.
1
Arora, Rohit
1
Auer, Benjamin R.
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Banulescu, Georgiana-Denisa
1
Baule, Rainer
1
Belles-Sampera, James
1
Bellini, Fabio
1
Benito Muela, Sonia
1
Bertram, Philip
1
Bignozzi, Valeria
1
Boeve, Rolf
1
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Journal of banking & finance
Journal of risk
Insurance / Mathematics & economics
148
Finance research letters
67
European journal of operational research : EJOR
66
Risks : open access journal
65
International journal of forecasting
49
Quantitative finance
41
Journal of forecasting
35
International review of financial analysis
33
Economic modelling
30
The journal of risk model validation
29
Discussion paper / Tinbergen Institute
28
Energy economics
28
International review of economics & finance : IREF
26
Journal of empirical finance
25
The North American journal of economics and finance : a journal of financial economics studies
25
Applied economics
23
Mathematics of operations research
23
Computational economics
22
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of risk and financial management : JRFM
21
Operations research
21
Scandinavian actuarial journal
20
International journal of theoretical and applied finance
19
Journal of financial econometrics
19
Mathematics and financial economics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Research paper series / Swiss Finance Institute
17
The European journal of finance
17
Applied economics letters
16
Journal of economic dynamics & control
16
Journal of econometrics
15
Journal of mathematical finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Pacific-Basin finance journal
15
Journal of risk management in financial institutions
14
Working paper
14
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ECONIS (ZBW)
110
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Machine-learning-enhanced systemic risk measure : a two-step supervised learning approach
Liu, Ruicheng
;
Pun, Chi Seng
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013448776
Saved in:
8
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:
9
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
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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