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~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Systemrisiko"
~subject:"Value-at-Risk"
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Prognoseverfahren
Risk
Systemrisiko
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Risikomaß
181
Risk measure
181
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
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Weiß, Gregor
5
Brandtner, Mario
3
Daníelsson, Jón
3
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
Cui, Xueting
2
Dias, Alexandra
2
McNeil, Alexander J.
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Rösch, Daniel
2
Wied, Dominik
2
Zhu, Shushang
2
Ziggel, Daniel
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Alles, Lakshman
1
An, Yunbi
1
Anand, Abhinav
1
Aramonte, Sirio
1
Banulescu, Georgiana-Denisa
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Bellini, Fabio
1
Berens, Tobias
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Bernard, Carole
1
Bostandzic, Denefa
1
Boucher, Christophe
1
Brownlees, Christian
1
Chabot, Ben
1
Chen Zhou
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
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Chiu, Wan-chien
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Chou, Ray Yeutien
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Claußen, Arndt
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Cui, Xuecan
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Di Lascio, F. Marta L.
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1
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Journal of banking & finance
Insurance / Mathematics & economics
138
Risks : open access journal
67
Finance research letters
65
European journal of operational research : EJOR
63
International journal of forecasting
47
Quantitative finance
40
Discussion paper / Tinbergen Institute
39
Journal of risk
39
International review of financial analysis
36
Economic modelling
34
Journal of forecasting
33
Energy economics
32
The North American journal of economics and finance : a journal of financial economics studies
31
Journal of empirical finance
27
Journal of risk and financial management : JRFM
26
Applied economics
24
International review of economics & finance : IREF
24
Computational economics
21
Finance and stochastics
21
International journal of theoretical and applied finance
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Mathematics of operations research
21
The European journal of finance
21
Journal of econometrics
20
Scandinavian actuarial journal
20
The journal of risk model validation
20
Operations research
19
Applied economics letters
18
Journal of international financial markets, institutions & money
18
Research in international business and finance
18
Research paper series / Swiss Finance Institute
18
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Mathematics and financial economics
17
Pacific-Basin finance journal
17
Journal of economic dynamics & control
16
Journal of financial econometrics
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Journal of mathematical finance
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Journal of risk management in financial institutions
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ECONIS (ZBW)
74
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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
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:
3
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:
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
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:
7
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:
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
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:
10
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
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