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Search: subject_exact:"CVaR (Conditional value at risk)"
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CORE discussion papers : DP
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
114
Finance research letters
114
Risks : open access journal
108
Energy economics
74
International review of financial analysis
74
Economic modelling
71
The North American journal of economics and finance : a journal of financial economics studies
67
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67
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62
International journal of forecasting
59
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55
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Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
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Journal of econometrics
41
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International review of economics & finance : IREF
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Research in international business and finance
37
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34
Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Applied economics letters
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Journal of international financial markets, institutions & money
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31
Scandinavian actuarial journal
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Minimum Rényi entropy portfolios
Lassance, Nathan
;
Vrins, Frédéric
-
2019
Persistent link: https://www.econbiz.de/10011993497
Saved in:
2
Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework
Braione, Manuela
;
Scholtes, Nicolas K.
-
2014
Persistent link: https://www.econbiz.de/10010484186
Saved in:
3
Stochastic equilibrium models for generation capacity expansion
Ehrenmann, Andreas
;
Smeers, Yves
-
2010
Persistent link: https://www.econbiz.de/10008648880
Saved in:
4
Commodities inventory effect
Carpantier, Jean-François
-
2010
Persistent link: https://www.econbiz.de/10008649479
Saved in:
5
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
Sbrana, Giacomo
;
Silvestrini, Andrea
-
2010
Persistent link: https://www.econbiz.de/10008649481
Saved in:
6
A component GARCH model with time varying weights
Bauwens, Luc
(
contributor
);
Storti, G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003432749
Saved in:
7
Intra-daily FX optimal portfolio allocation
Bauwens, Luc
(
contributor
);
Ben Omrane, Walid
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326698
Saved in:
8
Intradaily seasonality of returns distribution : a quantile regression approach and intradaily VaR estimation
Coroneo, Laura
(
contributor
);
Veredas, David
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375899
Saved in:
9
The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003386833
Saved in:
10
Short-term market timing using the Bond-Equity Yield Ratio
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003386845
Saved in:
11
Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003311396
Saved in:
12
Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003396145
Saved in:
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