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17
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4
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Journal / The Capco Institute : journal of financial transformation
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
89
Economic modelling
70
Energy economics
70
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
68
Discussion paper / Tinbergen Institute
64
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60
International journal of forecasting
55
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
MPRA Paper
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47
International journal of theoretical and applied finance
46
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45
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43
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42
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38
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37
International review of economics & finance : IREF
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
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Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
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Journal of international financial markets, institutions & money
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Journal of economic dynamics & control
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Scandinavian actuarial journal
32
Working papers
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Applied economics letters
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Finance and stochastics
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Pacific-Basin finance journal
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Econometric Institute research papers
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Management science : journal of the Institute for Operations Research and the Management Sciences
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SFB 649 Discussion Paper
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ECONIS (ZBW)
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1
Viewing risk measures as information
Tarrant, Wayne
;
Guégan, Dominique
- In:
Journal / The Capco Institute : journal of financial …
38
(
2013
),
pp. 83-88
Persistent link: https://www.econbiz.de/10010341523
Saved in:
2
FX volatility adjustment for risk factors simulation
Kondratyev, Alexei
- In:
Journal / The Capco Institute : journal of financial …
37
(
2013
),
pp. 111-116
Persistent link: https://www.econbiz.de/10010341539
Saved in:
3
A risk measure for S-shaped assets and prediction of investment performance
Tang, Qi
;
Haidar, Haidar
;
Minsky, Bernard
;
Thapar, Rishi
- In:
Journal / The Capco Institute : journal of financial …
34
(
2012
),
pp. 175-181
Persistent link: https://www.econbiz.de/10010340583
Saved in:
4
Quantitative modeling of operational risk losses when combining internal and external data
Nielsen, Jens Perch
;
Guillén, Montserrat
;
Bolancé, …
- In:
Journal / The Capco Institute : journal of financial …
35
(
2012
),
pp. 179-185
Persistent link: https://www.econbiz.de/10009785720
Saved in:
5
A risk-based risk finance paradigm
Gao, Siwei
;
Powers, Michael R.
;
Chapman, Zaneta
- In:
Journal / The Capco Institute : journal of financial …
35
(
2012
),
pp. 173-178
Persistent link: https://www.econbiz.de/10009785721
Saved in:
6
Understanding bank supervisors' risk assessments
O'Keefe, John P.
;
Wilcox, James A.
- In:
Journal / The Capco Institute : journal of financial …
35
(
2012
),
pp. 159-171
Persistent link: https://www.econbiz.de/10009785724
Saved in:
7
Measuring market liquidity risk : which model works best?
Ernst, Cornelia
;
Stange, Sebastian
;
Kaserer, Christoph
- In:
Journal / The Capco Institute : journal of financial …
35
(
2012
),
pp. 133-146
Persistent link: https://www.econbiz.de/10009785729
Saved in:
8
How to back-test operational risk : an empirical basic analysis
Feria-Dominguez, José Manuel
;
Jimenez-Rodriguez, Enrique J.
- In:
Journal / The Capco Institute : journal of financial …
35
(
2012
),
pp. 81-90
Persistent link: https://www.econbiz.de/10009785733
Saved in:
9
Do investors care about noise trader risk?
Beer, Francisca Marie
;
Watfa, Mohamad
;
Zouaoui, Mohamed
- In:
Journal / The Capco Institute : journal of financial …
35
(
2012
),
pp. 49-56
Persistent link: https://www.econbiz.de/10009785736
Saved in:
10
Kernel alternatives to approximate operational severity distribution : an empirical application
Di Pietro, Filippo
;
Oliver Alfonso, María Dolores
; …
- In:
Journal / The Capco Institute : journal of financial …
35
(
2012
),
pp. 17-26
Persistent link: https://www.econbiz.de/10009785743
Saved in:
11
Practical attribution analysis in asset liability management of a bank
Mohandas, Sunil
;
Dasgupta, Arjun
- In:
Journal / The Capco Institute : journal of financial …
31
(
2011
),
pp. 123-131
Persistent link: https://www.econbiz.de/10009488444
Saved in:
12
Systemic risk, an empirical approach
Cadenas-Santiago, Gonzalo de
;
Mesa, Lara de
;
Sanchís, …
- In:
Journal / The Capco Institute : journal of financial …
32
(
2011
),
pp. 75-88
Persistent link: https://www.econbiz.de/10009629249
Saved in:
13
A VaR too far? : the pricing of operational risk
Coleman, Rodney
- In:
Journal / The Capco Institute : journal of financial …
28
(
2010
),
pp. 123-129
Persistent link: https://www.econbiz.de/10008937098
Saved in:
14
Non-parametic liquidity-adjusted VaR model : a stochastic programming approach
Fragnière, Emmanuel
;
Gondzio, Jacek
;
Tuchschmid, Nils S.
; …
- In:
Journal / The Capco Institute : journal of financial …
28
(
2010
),
pp. 109-116
Persistent link: https://www.econbiz.de/10008937101
Saved in:
15
Best practices for investment risk management
Bender, Jennifer
;
Nielsen, Frank
- In:
Journal / The Capco Institute : journal of financial …
28
(
2010
),
pp. 37-43
Persistent link: https://www.econbiz.de/10008937143
Saved in:
16
Capital at risk : a more consistent and intuitive measure of risk
Cowen, David Jack
;
Abuaf, David
- In:
Journal / The Capco Institute : journal of financial …
28
(
2010
),
pp. 22-24
Persistent link: https://www.econbiz.de/10008937159
Saved in:
17
Risk accounting : a next generation risk management system for financial institutions
Grody, Allan D.
;
Hughes, Peter J.
;
Toms, Steven
- In:
Journal / The Capco Institute : journal of financial …
29
(
2010
),
pp. 43-56
Persistent link: https://www.econbiz.de/10008938266
Saved in:
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