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~isPartOf:"The journal of risk model validation"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Prognoseverfahren
Risk
Risikomaß
85
Risk measure
85
Theorie
40
Theory
40
Portfolio selection
34
Portfolio-Management
34
Risiko
26
Risikomanagement
26
Risk management
26
Measurement
19
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19
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16
ARCH-Modell
16
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14
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14
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13
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13
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12
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12
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12
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11
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11
Volatilität
11
value-at-risk (VaR)
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value-at-risk
10
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9
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backtesting
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Robustes Verfahren
8
Basel Accord
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7
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Article in journal
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English
36
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Wang, Ruodu
3
Embrechts, Paul
2
Yang, Bill Huajian
2
Atamtürk, Alper
1
Biljon, L. van
1
Broadie, Mark
1
Buczy´nski, Mateusz
1
Cai, Chunlin
1
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1
Castagnoli, Erio
1
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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
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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
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1
Du, Yiping
1
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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
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1
Jeong, Jaehwan
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Operations research
The journal of risk model validation
Insurance / Mathematics & economics
126
Risks : open access journal
59
Journal of banking & finance
57
European journal of operational research : EJOR
56
Finance research letters
50
International journal of forecasting
45
Journal of risk
36
Quantitative finance
36
Journal of forecasting
33
International review of financial analysis
29
Energy economics
26
Economic modelling
25
Journal of empirical finance
24
The North American journal of economics and finance : a journal of financial economics studies
23
Applied economics
22
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Mathematics of operations research
21
International review of economics & finance : IREF
19
Journal of risk and financial management : JRFM
19
Scandinavian actuarial journal
19
Computational economics
18
International journal of theoretical and applied finance
17
Mathematics and financial economics
17
Journal of financial econometrics
16
The European journal of finance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Pacific-Basin finance journal
15
Journal of economic dynamics & control
14
Journal of mathematical finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied economics letters
13
Journal of econometrics
13
Astin bulletin : the journal of the International Actuarial Association
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of risk management in financial institutions
12
Journal of international financial markets, institutions & money
10
Research in international business and finance
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ECONIS (ZBW)
36
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36
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1
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
2
Optimal leveraged portfolio selection under quasi-elastic market impact
Edirisinghe, Chanaka
;
Chen, Jingnan
;
Jeong, Jaehwan
- In:
Operations research
71
(
2023
)
5
,
pp. 1558-1576
Persistent link: https://www.econbiz.de/10014393151
Saved in:
3
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
4
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:
5
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
6
Dynamic risked equilibrium
Ferris, Michael C.
;
Philpott, Andy
- In:
Operations research
70
(
2022
)
3
,
pp. 1933-1952
Persistent link: https://www.econbiz.de/10013366305
Saved in:
7
Star-shaped risk measures
Castagnoli, Erio
;
Cattelan, Giacomo
;
Maccheroni, Fabio
; …
- In:
Operations research
70
(
2022
)
5
,
pp. 2637-2654
Persistent link: https://www.econbiz.de/10014306966
Saved in:
8
Shortfall risk models when information on loss function is incomplete
Delage, Erick
;
Guo, Shaoyan
;
Xu, Huifu
- In:
Operations research
70
(
2022
)
6
,
pp. 3511-3518
Persistent link: https://www.econbiz.de/10014307925
Saved in:
9
Nonconvex noncash risk measures
Cong, Chang
;
Zhao, Peibiao
- In:
The journal of risk model validation
15
(
2021
)
2
,
pp. 23-38
Persistent link: https://www.econbiz.de/10012817203
Saved in:
10
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
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