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~subject:"Risk measure"
~type_genre:"Article in journal"
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Risk measure
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9
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9
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8
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8
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8
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8
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7
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7
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7
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Insurance / Mathematics & economics
105
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77
European journal of operational research : EJOR
60
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of theoretical and applied finance
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International journal of forecasting
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics and financial economics
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ECONIS (ZBW)
1,996
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1991
Über die Bestimmung des "Teil-Value-at Risk" eines Subportfolios
Rolfes, Bernd
;
Henn, Eric Tobias
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
3
,
pp. 317-325
Persistent link: https://www.econbiz.de/10001517501
Saved in:
1992
Lower Partial Moments und Value-at-Risk: eine Synthese
Portmann, Thomas
;
Wegmann, Patrick
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
3
,
pp. 326-341
Persistent link: https://www.econbiz.de/10001517505
Saved in:
1993
Die Modellierung von Zinsrisikofaktoren in einem Value-at-Risk-Modell
Tobler, Jürg
;
Walder, Roger
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
3
,
pp. 342-370
Persistent link: https://www.econbiz.de/10001517508
Saved in:
1994
Value-added at risk
Schlenger, Christian
- In:
Die Bank
(
1997
),
pp. 726-729
Persistent link: https://www.econbiz.de/10001242261
Saved in:
1995
Techniques for verifying the accuracy of risk measurement models
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001223182
Saved in:
1996
Elements of finance under risk, an average deviation approach to risk
Denneberg, Dieter
-
1983
Persistent link: https://www.econbiz.de/10000593012
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