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~isPartOf:"Journal of risk management in financial institutions"
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Multivariate Verteilung
6
Multivariate distribution
6
Credit risk
4
Kreditrisiko
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Theorie
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firmwide risk
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Brigo, Damiano
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Pallavicini, Andrea
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Torresetti, Roberto
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Chen, Wei
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Erdman, Donald
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Faulds, Frances
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Schlösser, Anna
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Skoglund, Jimmy
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Yang, Hank Z.
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Journal of risk management in financial institutions
Insurance / Mathematics & economics
95
Energy economics
59
Risks : open access journal
42
Applied economics
41
Economic modelling
37
European journal of operational research : EJOR
34
International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
33
Journal of banking & finance
31
Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of econometrics
27
SFB 649 discussion paper
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Journal of risk and financial management : JRFM
24
Discussion paper / Tinbergen Institute
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Journal of risk
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The European journal of finance
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Research in international business and finance
19
International journal of theoretical and applied finance
16
Journal of empirical finance
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Applied economics letters
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Discussion paper / Center for Economic Research, Tilburg University
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International review of economics & finance : IREF
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Economics letters
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International journal of forecasting
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Journal of international financial markets, institutions & money
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Quantitative finance
11
Scandinavian actuarial journal
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Discussion paper
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Robustness in econometrics
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Astin bulletin : the journal of the International Actuarial Association
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Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
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Econometric theory
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z.
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
Saved in:
2
Editorial: Rogue trading : back to front
Faulds, Frances
;
Bessis, Joël
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
1
,
pp. 4-5
Persistent link: https://www.econbiz.de/10009722610
Saved in:
3
A mixed approach to risk aggregation using hierarcgucak copulas
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
2
,
pp. 188-205
Persistent link: https://www.econbiz.de/10009737758
Saved in:
4
The crash-NIG copula model : risk measurement and management of credit portfolios
Schlösser, Anna
;
Zagst, Rudi
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
4
,
pp. 392-418
Persistent link: https://www.econbiz.de/10009507706
Saved in:
5
Credit models and the crisis : an overview
Brigo, Damiano
;
Pallavicini, Andrea
;
Torresetti, Roberto
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
3
,
pp. 243-253
Persistent link: https://www.econbiz.de/10009271192
Saved in:
6
Risk-neutral versus objective loss distribution and CDO tranche valuation
Torresetti, Roberto
;
Brigo, Damiano
;
Pallavicini, Andrea
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
2
,
pp. 175-192
Persistent link: https://www.econbiz.de/10003831749
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