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subject:"Credit risk"
~subject:"Statistische Verteilung"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Credit risk
Statistische Verteilung
Risikomaß
28
Risk measure
28
Portfolio selection
15
Portfolio-Management
15
Risiko
13
Risk
13
Theorie
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conditional value at risk
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risk measure
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risk measures
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Bauer, Daniel
1
Chun, So Yeon
1
Demetrescu, Matei
1
Du, Zaichao
1
Escanciano, Juan Carlos
1
Hoga, Yannick
1
Jin, Xing
1
Lejeune, Miguel A.
1
Lesnevski, Vadim
1
Luo, Dan
1
Massacci, Daniele
1
Nelson, Barry L.
1
Staum, Jeremy
1
Yang, Jian
1
Zanjani, George
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Zeng, Xudong
1
Zhou, Yinggang
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Management science : journal of the Institute for Operations Research and the Management Sciences
Insurance / Mathematics & economics
79
Journal of banking & finance
50
Risks : open access journal
33
Discussion paper / Tinbergen Institute
28
Journal of risk
27
International journal of forecasting
25
The journal of risk model validation
21
Economic modelling
20
The journal of credit risk : published quarterly by Incisive Media
20
The journal of operational risk
20
Finance research letters
18
Journal of risk management in financial institutions
17
European journal of operational research : EJOR
16
Journal of econometrics
16
Journal of empirical finance
16
Applied economics
15
International review of financial analysis
15
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of financial econometrics
13
The European journal of finance
13
Journal of international financial markets, institutions & money
12
Journal of risk and financial management : JRFM
12
Quantitative finance
12
Research paper series / Swiss Finance Institute
12
SFB 649 discussion paper
12
Computational economics
11
International journal of theoretical and applied finance
11
Scandinavian actuarial journal
11
International review of economics & finance : IREF
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of forecasting
10
Swiss Finance Institute Research Paper
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Working papers
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Astin bulletin : the journal of the International Actuarial Association
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Energy economics
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of financial services research : JFSR
8
Pacific-Basin finance journal
8
Applied economics letters
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1
Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick
;
Demetrescu, Matei
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2954-2971
Persistent link: https://www.econbiz.de/10014305469
Saved in:
2
Tail risk and robust portfolio decisions
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
Saved in:
3
Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon
;
Lejeune, Miguel A.
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
Saved in:
4
Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele
- In:
Management science : journal of the Institute for …
63
(
2017
)
9
,
pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024
Saved in:
5
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
Saved in:
6
The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel
;
Zanjani, George
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
Saved in:
7
Credit risk spillovers among financial institutions around the global credit crisis : firm-level evidence
Yang, Jian
;
Zhou, Yinggang
- In:
Management science : journal of the Institute for …
59
(
2013
)
10
,
pp. 2343-2359
Persistent link: https://www.econbiz.de/10010202770
Saved in:
8
Simulation of coherent risk measures based on generalized scenarios
Lesnevski, Vadim
;
Nelson, Barry L.
;
Staum, Jeremy
- In:
Management science : journal of the Institute for …
53
(
2007
)
11
,
pp. 1756-1769
Persistent link: https://www.econbiz.de/10003593245
Saved in:
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