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~isPartOf:"Journal of banking & finance"
~isPartOf:"Mathematics and financial economics"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Volatilität"
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Prognoseverfahren
Risk
Volatilität
Risikomaß
206
Risk measure
206
Theorie
104
Theory
104
Portfolio selection
88
Portfolio-Management
88
Risiko
62
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58
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58
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Rosazza Gianin, Emanuela
4
Brandtner, Mario
3
Daníelsson, Jón
3
Weiß, Gregor
3
Armstrong, John
2
Assa, Hirbod
2
Bellini, Fabio
2
Breuer, Thomas
2
Brigo, Damiano
2
Koch Medina, Pablo
2
McNeil, Alexander J.
2
Munari, Cosimo-Andrea
2
Peña Sánchez de Rivera, Juan Ignacio
2
Pichler, Alois
2
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2
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2
Rösch, Daniel
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Wied, Dominik
2
Ziggel, Daniel
2
Ahmadi-Javid, Amir
1
Alles, Lakshman
1
An, Yunbi
1
Anand, Abhinav
1
Anderson, W.
1
Ararat, Çağın
1
Arduca, Maria
1
Audrino, Francesco
1
Backhoff-Veraguas, Julio
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
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Balbás, Raquel
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Bedendo, Mascia
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1
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1
Canna, Gabriele
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1
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Journal of banking & finance
Mathematics and financial economics
Insurance / Mathematics & economics
127
Risks : open access journal
62
Finance research letters
60
European journal of operational research : EJOR
59
International journal of forecasting
48
Energy economics
47
Journal of risk
44
The North American journal of economics and finance : a journal of financial economics studies
42
Quantitative finance
37
International review of financial analysis
35
Journal of forecasting
35
Economic modelling
34
Discussion paper / Tinbergen Institute
30
Journal of empirical finance
30
Applied economics
28
Journal of risk and financial management : JRFM
27
The journal of risk model validation
26
International review of economics & finance : IREF
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
International journal of theoretical and applied finance
22
Finance and stochastics
21
Mathematics of operations research
21
Computational economics
20
Journal of mathematical finance
20
The European journal of finance
20
Scandinavian actuarial journal
19
Journal of financial econometrics
18
Pacific-Basin finance journal
18
Research paper series / Swiss Finance Institute
18
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18
Econometric Institute research papers
17
Journal of econometrics
17
Operations research
17
Journal of economic dynamics & control
16
Working paper
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Journal of international financial markets, institutions & money
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Applied economics letters
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ECONIS (ZBW)
86
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1
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:
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
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
4
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
Saved in:
5
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
6
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
7
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:
8
Dual representations for systemic risk measures based on acceptance sets
Arduca, Maria
;
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 155-184
Persistent link: https://www.econbiz.de/10012433636
Saved in:
9
Preferences over rich sets of random variables : on the incompatibility of convexity and semicontinuity in measure
Zimper, Alexander
;
Assa, Hirbod
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 353-380
Persistent link: https://www.econbiz.de/10012500030
Saved in:
10
Safety-first portfolio selection
Chiu, Wan-Yi
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 657-674
Persistent link: https://www.econbiz.de/10012586212
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