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~isPartOf:"Journal of risk"
~subject:"Finanzdienstleistung"
~subject:"Risk"
~subject:"value-at-risk (VaR)"
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Finanzdienstleistung
Risk
value-at-risk (VaR)
Risikomaß
121
Risk measure
121
Portfolio selection
55
Portfolio-Management
55
Risikomanagement
40
Risk management
40
Theorie
40
Theory
40
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Messung
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risk management
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Bank risk
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expected shortfall (ES)
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Righi, Marcelo Brutti
2
Abad, Pilar
1
Alemany, Ramon
1
Amendola, Alessandra
1
Ardia, David
1
Arias-Sema, María A.
1
Arici, G.
1
Auer, Benjamin R.
1
Baule, Rainer
1
Bellalah, Mondher
1
Belles-Sampera, James
1
Benito Muela, Sonia
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Berens, Tobias
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Bignozzi, Valeria
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Boeve, Rolf
1
Bolancé, Catalina
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Boonen, Tim J.
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Braun, Valentin
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Breton, Michèle
1
Buchner, Axel
1
Candila, Vincenzo
1
Caro-Lopera, Francisco J.
1
Ceretta, Paulo Sergio
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Chayeh, Zeineb
1
Chen, Yanhong
1
Dalai, M.
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Deaton, Brian D.
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Deege, Matthias
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Journal of risk
Insurance / Mathematics & economics
124
Risks : open access journal
58
European journal of operational research : EJOR
54
Journal of banking & finance
53
Finance research letters
41
Quantitative finance
29
Mathematics of operations research
22
Economic modelling
21
Energy economics
20
Finance and stochastics
20
The journal of risk model validation
20
International journal of theoretical and applied finance
19
International review of financial analysis
19
Operations research
18
Scandinavian actuarial journal
18
Mathematics and financial economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
Applied economics
16
The journal of operational risk
15
Discussion paper / Tinbergen Institute
14
International review of economics & finance : IREF
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of risk and financial management : JRFM
13
Pacific-Basin finance journal
13
Research paper series / Swiss Finance Institute
13
Computational economics
12
Journal of mathematical finance
12
Astin bulletin : the journal of the International Actuarial Association
11
Journal of empirical finance
11
Journal of risk management in financial institutions
11
The European journal of finance
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of econometrics
10
Journal of financial econometrics
9
Journal of international financial markets, institutions & money
9
Operations research letters
9
International journal of forecasting
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Research in international business and finance
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ECONIS (ZBW)
47
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1
Value-at-risk models : a systematic review of the literature
Shayya, Reem
;
Sorrosal Forradellas, Maria Teresa
; …
- In:
Journal of risk
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014314618
Saved in:
2
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
3
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
4
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
5
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
6
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
7
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
8
Risk measures : a generalization from the univariate to the matrix-variate
Arias-Sema, María A.
;
Caro-Lopera, Francisco J.
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012593431
Saved in:
9
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
10
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
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