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~isPartOf:"Journal of banking & finance"
~isPartOf:"Schriftenreihe der Bundesanstalt für Arbeitsschutz / Forschung"
~subject:"Effizienz"
~subject:"Risiko"
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Effizienz
Risiko
Messung
62
Measurement
43
Risk
22
Theorie
22
Theory
22
Risikomaß
21
Risk measure
21
Portfolio selection
18
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18
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Brandtner, Mario
2
Breuer, Thomas
2
Csóka, Péter
2
Herings, Peter Jean-Jacques
2
Krüger, Wolfgang
2
Rosazza Gianin, Emanuela
2
Armstrong, John
1
Bali, Turan G.
1
Barone-Adesi, Giovanni
1
Bellini, Fabio
1
Berger, Allen N.
1
Brigo, Damiano
1
Brownlees, Christian
1
Cakici, Nusret
1
Chabi-Yo, Fousseni
1
Chabot, Ben
1
Cotter, John
1
Csiszár, Imre
1
Dowd, Kevin
1
Fischer, Thomas
1
Fritelli, Marco
1
Furman, Edward
1
Galluccio, Stefano
1
Ghysels, Eric
1
Gómez, Fabio
1
Kurz, Christopher J.
1
Kóczy, László Á.
1
Kürsten, Wolfgang
1
Leiss, Matthias
1
Lundtofte, Frederik
1
Mester, Loretta J.
1
Nax, Heinrich H.
1
O'Brien, James M.
1
Peña Sánchez de Rivera, Juan Ignacio
1
Pitera, Marcin
1
Rodríguez-Moreno, María
1
Roncoroni, Andrea
1
Schmidt, Thorsten
1
Summer, Martin
1
Szerszeń, Paweł J.
1
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Bundesanstalt für Arbeitsschutz
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Journal of banking & finance
Schriftenreihe der Bundesanstalt für Arbeitsschutz / Forschung
Insurance / Mathematics & economics
91
European journal of operational research : EJOR
31
Finance and stochastics
30
Risks : open access journal
23
Mathematics and financial economics
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Mathematics of operations research
17
Finance research letters
15
Journal of risk
15
International journal of theoretical and applied finance
14
Quantitative finance
12
International review of financial analysis
11
Scandinavian actuarial journal
11
Research paper series / Swiss Finance Institute
10
Applied economics
9
Journal of productivity analysis
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / Tinbergen Institute
8
Journal of mathematical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
7
Europäische Hochschulschriften / 5
7
Journal of risk and financial management : JRFM
7
NBER working paper series
7
Operations research
7
SpringerLink / Bücher
7
Working paper
7
ASTIN bulletin : the journal of the International Actuarial Association
6
Journal of mathematical economics
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
6
Advances in mathematical economics
5
Applied economics letters
5
Astin bulletin : the journal of the International Actuarial Association
5
Computational economics
5
Economics letters
5
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
5
Journal of economic dynamics & control
5
NBER Working Paper
5
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ECONIS (ZBW)
24
USB Cologne (EcoSocSci)
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1
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:
2
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:
3
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
4
Systematic stress tests on public data
Breuer, Thomas
;
Summer, Martin
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
Saved in:
5
Unequal returns : using the Atkinson index to measure financial risk
Fischer, Thomas
;
Lundtofte, Frederik
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489204
Saved in:
6
Option-implied objective measures of market risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
Saved in:
7
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
8
Unbiased estimation of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
9
An evaluation of bank measures for market risk before, during and after the financial crisis
O'Brien, James M.
;
Szerszeń, Paweł J.
- In:
Journal of banking & finance
80
(
2017
),
pp. 215-234
Persistent link: https://www.econbiz.de/10011816277
Saved in:
10
Gini-type measures of risk and variability : gini shortfall, capital allocations, and heavy-tailed risks
Furman, Edward
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Journal of banking & finance
83
(
2017
),
pp. 70-84
Persistent link: https://www.econbiz.de/10011816823
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