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~isPartOf:"Journal of banking & finance"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Schätzung"
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Portfolio-Management
Prognoseverfahren
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Schätzung
Risikomaß
181
Risk measure
181
Theorie
83
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83
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77
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Weiß, Gregor
4
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3
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3
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2
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2
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2
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Journal of banking & finance
Insurance / Mathematics & economics
162
European journal of operational research : EJOR
81
Risks : open access journal
79
Journal of risk
75
Finance research letters
70
Economic modelling
50
International journal of forecasting
49
The North American journal of economics and finance : a journal of financial economics studies
49
International review of financial analysis
48
Quantitative finance
47
Discussion paper / Tinbergen Institute
46
Applied economics
40
Journal of risk and financial management : JRFM
40
The journal of risk model validation
38
Journal of empirical finance
37
Journal of forecasting
37
Energy economics
36
International journal of theoretical and applied finance
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
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International review of economics & finance : IREF
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Scandinavian actuarial journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
21
Mathematics and financial economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of risk management in financial institutions
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ECONIS (ZBW)
106
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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
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:
4
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:
5
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
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
Systemic risk allocation using the asymptotic marginal expected shortfall
Qin, Xiao
;
Chen Zhou
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820456
Saved in:
9
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
10
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
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