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~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~subject:"Risk measure"
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Risk measure
Portfolio selection
757
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757
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539
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249
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1
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Journal of banking & finance
Quantitative finance
Insurance / Mathematics & economics
137
European journal of operational research : EJOR
83
Risks : open access journal
75
Journal of risk
70
Finance research letters
54
Economic modelling
43
International review of financial analysis
37
The North American journal of economics and finance : a journal of financial economics studies
37
Discussion paper / Tinbergen Institute
36
Journal of risk and financial management : JRFM
34
The journal of risk model validation
33
Energy economics
31
International journal of theoretical and applied finance
30
Applied economics
29
The journal of operational risk
29
Journal of empirical finance
24
Journal of risk management in financial institutions
24
The European journal of finance
24
Journal of economic dynamics & control
23
Computational economics
21
Finance and stochastics
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International journal of forecasting
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Research in international business and finance
21
International review of economics & finance : IREF
20
Research paper series / Swiss Finance Institute
20
Journal of international financial markets, institutions & money
18
Journal of econometrics
17
Journal of mathematical finance
17
Operations research
17
SpringerLink / Bücher
17
The journal of asset management
16
The journal of credit risk : published quarterly by Incisive Media
16
Working papers
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Econometric Institute research papers
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Applied economics letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
142
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1
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
2
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
3
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
4
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
5
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
6
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:
7
Risk contributions of lambda quantiles
Ince, Akif
;
Peri, Ilaria
;
Pesenti, Silvana
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1871-1891
Persistent link: https://www.econbiz.de/10013367959
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
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:
10
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
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