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~isPartOf:"Journal of risk management in financial institutions"
~isPartOf:"MPRA Paper"
~isPartOf:"The journal of risk model validation"
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model validation
16
Risikomanagement
14
Risk management
14
Theorie
10
Theory
10
Modellierung
9
Risikomaß
9
Risk measure
9
Scientific modelling
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model risk management
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stress testing
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validation
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Jacobs, Michael <Jr.>
3
Hill, Jon R.
2
Prorokowski, Lukasz
2
Salehudin, Imam
2
Bianchi, Carlo
1
Brastow, Raymond T.
1
Brotcke, Liming
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1
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1
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Fan, Lingling
1
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1
Fosgerau, Mogens
1
Frejinger, Emma
1
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1
Georgiopoulos, Nick
1
Heemskerk, Marc
1
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1
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1
Jiang, Shuyang
1
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1
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1
Lv, Danyang
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1
Mai, Tien
1
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1
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1
Olfat, Amir
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
13
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Journal of risk management in financial institutions
MPRA Paper
The journal of risk model validation
Journal of Artificial Societies and Social Simulation
30
Social Indicators Research
30
IZA Discussion Papers
22
Journal of econometrics
20
Renewable Energy
20
Natural Hazards
19
Statistical Applications in Genetics and Molecular Biology
19
Journal of business research : JBR
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Annals of the Institute of Statistical Mathematics
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Computational Statistics & Data Analysis
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Economics letters
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European journal of operational research : EJOR
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Journal of vocational behavior
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Quality & Quantity: International Journal of Methodology
11
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International journal of forecasting
9
Journal of Multivariate Analysis
9
Risks : open access journal
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Discussion Paper Serie A
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of career development
8
Working paper / National Bureau of Economic Research, Inc.
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Agricultural Water Management
7
CESifo working papers
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Computational economics
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International journal of hospitality management
7
International journal of selection and assessment
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Journal of business and psychology
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LEM Working Paper Series
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Management Science
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U.C. Berkeley Division of Biostatistics Working Paper Series
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ECONIS (ZBW)
24
RePEc
13
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1
The
validation
of different systemic risk measurement models
Wang, Hu
;
Jiang, Shuyang
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10014485771
Saved in:
2
Overfitting in portfolio optimization
Maggiolo, Matteo
;
Szehr, Oleg
- In:
The journal of risk model validation
17
(
2023
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014485774
Saved in:
3
A new automated model
validation
tool for financial institutions
Fan, Lingling
;
Schneider, Alex
;
Joumaa, Mazin
- In:
The journal of risk model validation
17
(
2023
)
3
,
pp. 59-85
Persistent link: https://www.econbiz.de/10014485777
Saved in:
4
The estimation of Value-at-Risk using a non-parametric approach
Olfat, Amir
;
Eskandari, Farzad
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
2
,
pp. 180-188
Persistent link: https://www.econbiz.de/10014286672
Saved in:
5
General bounds on the area under the receiver operating characteristic curve and other performance measures when only a single sensitivity and specificity point is known
Stein, Roger M.
- In:
The journal of risk model validation
16
(
2022
)
2
,
pp. 85-107
Persistent link: https://www.econbiz.de/10014540597
Saved in:
6
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
7
Performance
validation
of representative sample-balancing methods in loan credit-scoring scenarios
Chen, Ling-Jia
;
Zhang, Runchi
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 77-112
Persistent link: https://www.econbiz.de/10014239852
Saved in:
8
Optimal allocation of model risk appetite and
validation
threshold in the Solvency II framework
Lin, Liyi
;
Heemskerk, Marc
;
Dekker, Peter
- In:
The journal of risk model validation
12
(
2018
)
3
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011991966
Saved in:
9
Empirical
validation
of the credit rating migration model for estimating the migration boundary
Lin, Yang
;
Liang, Jin
- In:
The journal of risk model validation
15
(
2021
)
2
,
pp. 39-61
Persistent link: https://www.econbiz.de/10012817214
Saved in:
10
A smarter model risk management discipline will follow from building smarter models : an abbreviated guide for designing the next generation of smart models
Hill, Jon R.
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
1
,
pp. 24-34
Persistent link: https://www.econbiz.de/10012250005
Saved in:
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