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~isPartOf:"Journal of risk management in financial institutions"
~subject:"Multivariate distribution"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Article in journal"
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Multivariate distribution
Prognoseverfahren
Risk
Risikomaß
47
Risk measure
47
Risikomanagement
20
Risk management
20
Theorie
15
Theory
15
Bank risk
11
Bankrisiko
11
Basel Accord
11
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risk management
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Measurement
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machine learning
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Article
13
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Article in journal
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13
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English
13
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Angulo, Javier A.
1
Broeders, Dirk
1
George, Constantine
1
Henzler, Jörg
1
Lemos, Filipe
1
Loman, Herwin
1
Orlando, Albina
1
Payant, W. Randall
1
Politano, Massimiliano
1
Quell, Peter
1
Riccetti, Luca
1
Rosen, Dan
1
Rowe, David M.
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Sarraf, Hanna
1
Sounders, David
1
Toor, Joris van
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Journal of risk management in financial institutions
Insurance / Mathematics & economics
140
Risks : open access journal
68
Journal of banking & finance
66
European journal of operational research : EJOR
61
Finance research letters
54
International journal of forecasting
48
Journal of risk
41
Energy economics
38
Quantitative finance
38
International review of financial analysis
36
Economic modelling
33
Journal of forecasting
33
The North American journal of economics and finance : a journal of financial economics studies
32
Applied economics
31
Journal of risk and financial management : JRFM
27
Journal of empirical finance
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Computational economics
22
Finance and stochastics
22
International review of economics & finance : IREF
21
Mathematics of operations research
21
Scandinavian actuarial journal
20
The journal of risk model validation
20
Pacific-Basin finance journal
19
The European journal of finance
19
International journal of theoretical and applied finance
18
Journal of financial econometrics
17
Mathematics and financial economics
17
Operations research
17
Applied economics letters
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of mathematical finance
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Journal of economic dynamics & control
14
Journal of international financial markets, institutions & money
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Astin bulletin : the journal of the International Actuarial Association
13
Journal of econometrics
13
Research in international business and finance
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ECONIS (ZBW)
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1
Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement
Quell, Peter
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 43-52
Persistent link: https://www.econbiz.de/10014489153
Saved in:
2
Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z.
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
Saved in:
3
Systemic risk analysis and SIFI detection: Mechanisms and measurement
Riccetti, Luca
- In:
Journal of risk management in financial institutions
15
(
2021/2022
)
3
,
pp. 245-259
Persistent link: https://www.econbiz.de/10013391976
Saved in:
4
On the definition of risk
Lemos, Filipe
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
3
,
pp. 266-278
Persistent link: https://www.econbiz.de/10012300957
Saved in:
5
Sustainable profitability in volatile cyclical markets
Sarraf, Hanna
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
2
,
pp. 182-189
Persistent link: https://www.econbiz.de/10012250026
Saved in:
6
Machine learning in risk measurement : Gaussian process regression for value-at-risk and expected shortfall
Wilkens, Sascha
- In:
Journal of risk management in financial institutions
12
(
2019
)
3
,
pp. 374-383
Persistent link: https://www.econbiz.de/10012131743
Saved in:
7
A methodology for actively managing tail risks and uncertainties
Broeders, Dirk
;
Loman, Herwin
;
Toor, Joris van
- In:
Journal of risk management in financial institutions
12
(
2018/2019
)
1
,
pp. 44-56
Persistent link: https://www.econbiz.de/10012041835
Saved in:
8
Market risk calculation for private equity fund-of-funds
Henzler, Jörg
;
George, Constantine
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
4
,
pp. 328-360
Persistent link: https://www.econbiz.de/10011980279
Saved in:
9
Regress under stress : a simple least-squares method for integrating economic scenarios with risk simulations
Rosen, Dan
;
Sounders, David
- In:
Journal of risk management in financial institutions
9
(
2016
)
4
,
pp. 391-412
Persistent link: https://www.econbiz.de/10011663120
Saved in:
10
The role of models in economics and risk management
Rowe, David M.
- In:
Journal of risk management in financial institutions
7
(
2014
)
2
,
pp. 103-109
Persistent link: https://www.econbiz.de/10010359522
Saved in:
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