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~subject:"Value at risk"
~isPartOf:"European journal of operational research : EJOR"
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Value at risk
Risikomaß
110
Risk measure
110
Theorie
86
Theory
86
Portfolio selection
61
Portfolio-Management
61
Risiko
51
Risk
51
Risikomanagement
38
Risk management
38
Mathematical programming
31
Mathematische Optimierung
31
Stochastic process
29
Stochastischer Prozess
29
Measurement
28
Messung
28
Risikoaversion
13
Risk aversion
13
Conditional value-at-risk
11
Experiment
11
Robust statistics
11
Robustes Verfahren
11
Stochastic programming
11
Portfolio optimization
10
Statistical distribution
10
Statistische Verteilung
10
Decision under risk
9
Entscheidung unter Risiko
9
Simulation
9
Decision under uncertainty
8
Entscheidung unter Unsicherheit
8
Finance
8
Risk analysis
8
Credit risk
7
Kreditrisiko
7
Risk measures
7
Coherent risk measures
6
Dynamic programming
6
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Ausín, M. Concepción
1
Galeano, Pedro
1
Ghosh, Pulak
1
He, Zhijian
1
Lwin, Khin T.
1
MacCarthy, Bart
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European journal of operational research : EJOR
Insurance / Mathematics & economics
14
Economic modelling
10
Energy economics
8
Insurance: Mathematics and Economics
8
International journal of forecasting
8
Journal of econometrics
6
Pacific-Basin finance journal
6
Computational economics
5
Economic Modelling
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Quantitative Finance
5
Finance research letters
4
International review of economics & finance : IREF
4
Journal of banking & finance
4
Economics letters
3
Journal of Economics, Finance and Administrative Science
3
Journal of international money and finance
3
Mathematics and Computers in Simulation (MATCOM)
3
Physica A: Statistical Mechanics and its Applications
3
Statistics and Econometrics Working Papers
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of Finance
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Asia-Pacific Financial Markets
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Asia-Pacific financial markets
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Eurasian economic review : a journal in applied macroeconomics and finance
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European Journal of Operational Research
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Europäische Hochschulschriften / 5
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International Journal of Forecasting
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Journal of International Money and Finance
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Journal of economics, finance & administrative science
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Journal of empirical finance
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MPRA Paper
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Managerial Finance
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Mathematics and financial economics
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Quantitative finance
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Research in international business and finance
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Review of Quantitative Finance and Accounting
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South East European Journal of Economics and Business
2
Working papers / School of Business, Edith Cowan University
2
2012 Annual Meeting, August 12-14, 2012, Seattle, Washington
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1
Sensitivity estimation of conditional
value
at
risk
using randomized quasi-Monte Carlo
He, Zhijian
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 229-242
Persistent link: https://www.econbiz.de/10013206837
Saved in:
2
Mean-VaR portfolio optimization : a nonparametric approach
Lwin, Khin T.
;
Qu, Rong
;
MacCarthy, Bart
- In:
European journal of operational research : EJOR
260
(
2017
)
2
,
pp. 751-766
Persistent link: https://www.econbiz.de/10011699174
Saved in:
3
Mean-variance approximations to expected utility
Markowitz, Harry
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10010356759
Saved in:
4
A semiparametric Bayesian approach to the analysis of financial time series with applications to
value
at
risk
estimation
Ausín, M. Concepción
;
Galeano, Pedro
;
Ghosh, Pulak
- In:
European journal of operational research : EJOR
232
(
2014
)
2
,
pp. 350-358
Persistent link: https://www.econbiz.de/10010224698
Saved in:
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