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~isPartOf:"Quantitative finance"
~subject:"Risiko"
~subject:"Risk"
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Search: subject_exact:"VaR (Value at Risk)"
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Risiko
Risk
Risikomaß
57
Risk measure
57
Portfolio selection
40
Portfolio-Management
40
Theorie
39
Theory
39
Risikomanagement
20
Risk management
20
Measurement
17
Messung
17
Statistical distribution
12
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12
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Schätzung
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Value-at-risk
6
Estimation theory
5
Markov chain
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Mathematical programming
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29
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Delage, Erick
2
Li, Jonathan Yu-Meng
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Marzban, Saeed
2
Ben-Horin, Moshe
1
Bergk, Kerstin
1
Brandtner, Mario
1
Buccioli, Alice
1
Caporin, Massimiliano
1
Chen, Yi-Hsuan
1
Chow, K. Victor
1
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1
Dentcheva, Darinka
1
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1
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1
Ding, Rui
1
Doldi, A.
1
Ertley, Brian
1
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1
Feng, Y.
1
Fouque, Jean-Pierre
1
Frittelli, Marco
1
Giacometti, Rosella
1
Hacini, Mehdi-Vincent
1
Härdle, Wolfgang
1
Ince, Akif
1
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John, Kose
1
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Kürsten, Wolfgang
1
Law, Keith K. F.
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Li, Jingrui
1
Li, Wai Keung
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Quantitative finance
Insurance / Mathematics & economics
122
European journal of operational research : EJOR
54
Risks : open access journal
49
Journal of banking & finance
45
Finance research letters
43
Journal of risk
27
International review of financial analysis
21
Mathematics of operations research
21
Economic modelling
20
Energy economics
20
Finance and stochastics
20
Operations research
18
Scandinavian actuarial journal
18
International review of economics & finance : IREF
17
Mathematics and financial economics
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International journal of theoretical and applied finance
16
Applied economics
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
The North American journal of economics and finance : a journal of financial economics studies
14
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Pacific-Basin finance journal
13
Research paper series / Swiss Finance Institute
13
Discussion paper / Tinbergen Institute
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of mathematical finance
12
Journal of risk and financial management : JRFM
12
Astin bulletin : the journal of the International Actuarial Association
11
Computational economics
11
Journal of empirical finance
11
The journal of risk model validation
10
International journal of forecasting
9
Journal of risk management in financial institutions
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Operations research letters
9
The European journal of finance
9
Journal of economic dynamics & control
8
Journal of international financial markets, institutions & money
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Swiss Finance Institute Research Paper
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Applied economics letters
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ECONIS (ZBW)
29
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1
ESG risk exposure : a tale of two tails
Yang, Runfeng
;
Caporin, Massimiliano
;
Jiménez-Martin, …
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 827-849
Persistent link: https://www.econbiz.de/10015050799
Saved in:
2
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
3
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
4
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
5
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
6
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
7
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
8
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
9
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
10
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
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