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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Estimation theory"
~subject:"Kreditrisiko"
~subject:"Risk"
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Estimation theory
Kreditrisiko
Risk
Risikomaß
25
Risk measure
25
Theorie
22
Theory
22
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14
Portfolio selection
11
Portfolio-Management
11
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10
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Arai, Takuji
1
Cambou, Mathieu
1
Cascos, Ignacio
1
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Denis, Laurent
1
Fernández, Begoña
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Filipović, Damir
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1
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1
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1
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1
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1
Xu, Yuhong
1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
140
Journal of banking & finance
70
European journal of operational research : EJOR
62
Risks : open access journal
61
Journal of risk
52
Finance research letters
44
Quantitative finance
32
Discussion paper / Tinbergen Institute
26
Economic modelling
25
International journal of theoretical and applied finance
24
The journal of risk model validation
24
International review of financial analysis
23
Mathematics of operations research
22
The North American journal of economics and finance : a journal of financial economics studies
22
Energy economics
21
Finance and stochastics
21
Journal of risk management in financial institutions
21
Journal of econometrics
20
Scandinavian actuarial journal
20
The journal of credit risk : published quarterly by Incisive Media
20
Operations research
19
Computational economics
18
Journal of risk and financial management : JRFM
18
Applied economics
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of mathematical finance
17
Mathematics and financial economics
17
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
International journal of forecasting
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The European journal of finance
15
Journal of empirical finance
14
Journal of international financial markets, institutions & money
14
Journal of financial econometrics
13
Pacific-Basin finance journal
13
Astin bulletin : the journal of the International Actuarial Association
12
Dresdner Beiträge zu quantitativen Verfahren
12
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1
Model uncertainty and scenario aggregation
Cambou, Mathieu
;
Filipović, Damir
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 534-567
Persistent link: https://www.econbiz.de/10011752528
Saved in:
2
Comparing local risks by acceptance and rejection
Schreiber, Amnon
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 412-430
Persistent link: https://www.econbiz.de/10011577169
Saved in:
3
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
4
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Saved in:
5
Coherence and elicitability
Ziegel, Johanna F.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 901-918
Persistent link: https://www.econbiz.de/10011583809
Saved in:
6
Risk measures on P(R) and
value
at
risk
with probability/loss function
Frittelli, Marco
;
Maggis, Marco
;
Peri, Ilaria
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 442-463
Persistent link: https://www.econbiz.de/10010484275
Saved in:
7
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
8
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
9
Schur convex functionals : Fatou property and representation
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 411-418
Persistent link: https://www.econbiz.de/10009613189
Saved in:
10
Risk horizon and rebalancing horizon in portfolio risk measurement
Glasserman, Paul
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 214-249
Persistent link: https://www.econbiz.de/10009613204
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