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~isPartOf:"Journal of risk"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Basel Accord"
~subject:"Marktrisiko"
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Basel Accord
Marktrisiko
Market risk
11
Estimation
4
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4
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Bartram, Söhnke M.
2
Brown, Gregory W.
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Stulz, René M.
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Andersen, Torben
1
Ang, Andrew
1
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1
Carpenter, Jennifer N.
1
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1
Hillebrand, Martin
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Mainzer, Rheanna
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Sundaresan, Suresh M.
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Journal of risk
Working paper / National Bureau of Economic Research, Inc.
Risiko-Manager
12
SpringerLink / Bücher
7
The journal of real estate research
7
The professional risk managers' guide to financial instruments
7
Corporate finance / Biz
5
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
5
Schriftenreihe Finanzmanagement
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Working papers / IESE Business School, University of Navarra
5
Diskussionsbeiträge zur Bankbetriebslehre
4
Europäische Hochschulschriften / 5
4
NBER working paper series
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Reihe: Finanzierung, Kapitalmarkt und Banken
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The VaR implementation handbook
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
Working Paper
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
3
Bankrisikomanagement : Mindestanforderungen, Instrumente und Strategien für Banken
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Econometric Institute research papers
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3
Handbuch Solvabilität : aufsichtliche Kapitalanforderungen an Kreditinstitute
3
Journal of risk and financial management : JRFM
3
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London School of Economics and Political Science - Publications
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Mannheimer Manuskripte zur Risikotheorie, Portfolio Management und Versicherungswirtschaft
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Market risk analysis / Carol Alexander
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Marktrisikoregulierung im Umbruch
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NBER Working Paper
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Reihe 2: "Banking and Financial Studies"
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School of Accounting, Finance and Economics & FEMARC working paper series
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The empirical economics letters : a monthly international journal of economics
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Australian journal of management
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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CEFS working paper series / Center for Entrepreneurial and Financial Studies (CEFS), TUM Business School, Technische Universität München
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CESifo Working Paper Series
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ECONIS (ZBW)
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1
Cross-sectional dispersion of risk in trading time
Andersen, Torben
;
Thyrsgaard, Martin
;
Todorov, Viktor
-
2019
Persistent link: https://www.econbiz.de/10012124980
Saved in:
2
Why has idiosyncratic risk been historically low in recent years?
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Stulz, René M.
-
2018
Persistent link: https://www.econbiz.de/10011800005
Saved in:
3
Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Stulz, René M.
-
2016
Persistent link: https://www.econbiz.de/10011528647
Saved in:
4
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Saved in:
5
The real value of China's stock market
Carpenter, Jennifer N.
;
Lu, Fangzhou
;
Whitelaw, Robert F.
-
2015
Persistent link: https://www.econbiz.de/10010496154
Saved in:
6
Liability investment with downside risk
Ang, Andrew
;
Chen, Bingxu
;
Sundaresan, Suresh M.
-
2013
Persistent link: https://www.econbiz.de/10009748525
Saved in:
7
Optimal retirement benefit guarantees
Panageas, Stauros
-
2010
Persistent link: https://www.econbiz.de/10003950872
Saved in:
8
Interaction of market and credit risk : an analysis of inter-risk correlation and risk aggregation
Böcker, Klaus
;
Hillebrand, Martin
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 3-29
Persistent link: https://www.econbiz.de/10003881601
Saved in:
9
Integrating multi-market risk models
Shepard, Peter G.
- In:
Journal of risk
10
(
2007/08
)
2
,
pp. 25-45
Persistent link: https://www.econbiz.de/10003643650
Saved in:
10
Backtesting risk methodologies from one day to one year
Zumbach, Gilles O.
- In:
Journal of risk
9
(
2006/07
)
2
,
pp. 55-91
Persistent link: https://www.econbiz.de/10003697566
Saved in:
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