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Risk measure
Theory
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242
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Brandtner, Mario
3
Daníelsson, Jón
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Dias, Alexandra
3
Acerbi, Carlo
2
Armstrong, John
2
Bernard, Carole
2
Brigo, Damiano
2
Campbell, Rachel
2
Cui, Xueting
2
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1
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1
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1
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1
Bedendo, Mascia
1
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1
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Journal of banking & finance
Insurance / Mathematics & economics
174
European journal of operational research : EJOR
86
Risks : open access journal
69
Journal of risk
40
Economic modelling
36
Quantitative finance
35
Journal of empirical finance
34
Finance research letters
31
Discussion paper / Tinbergen Institute
30
International journal of forecasting
30
International review of financial analysis
28
International journal of theoretical and applied finance
27
Finance and stochastics
26
Scandinavian actuarial journal
25
Journal of risk and financial management : JRFM
24
SFB 649 discussion paper
24
Applied economics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Research paper series / Swiss Finance Institute
22
The European journal of finance
22
Journal of econometrics
21
Mathematics and financial economics
21
The journal of credit risk : published quarterly by Incisive Media
21
The journal of risk model validation
21
Computational economics
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Journal of economic dynamics & control
20
Operations research letters
20
Astin bulletin : the journal of the International Actuarial Association
19
Journal of forecasting
19
Mathematics of operations research
19
Operations research
18
SpringerLink / Bücher
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The journal of operational risk
17
Computers & operations research : and their applications to problems of world concern ; an international journal
15
Energy economics
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Journal of risk management in financial institutions
15
Working papers
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Applied economics letters
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Dresdner Beiträge zu quantitativen Verfahren
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ECONIS (ZBW)
83
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1
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
2
Decision making with Expected Shortfall and spectral risk measures : the problem of comparative risk aversion
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Journal of banking & finance
58
(
2015
),
pp. 268-280
Persistent link: https://www.econbiz.de/10011544006
Saved in:
3
Trading book and credit risk : how fundamental is the Basel review?
Laurent, Jean-Paul
;
Sestier, Michael
;
Thomas, Stéphane
- In:
Journal of banking & finance
73
(
2016
),
pp. 211-223
Persistent link: https://www.econbiz.de/10011635717
Saved in:
4
The economic value of controlling for large losses in portfolio selection
Dias, Alexandra
- In:
Journal of banking & finance
72
(
2016
),
pp. 81-91
Persistent link: https://www.econbiz.de/10011637057
Saved in:
5
Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra
- In:
Journal of banking & finance
49
(
2014
),
pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
Saved in:
6
The limits of granularity adjustments
Fermanian, Jean-David
- In:
Journal of banking & finance
45
(
2014
),
pp. 9-25
Persistent link: https://www.econbiz.de/10010466685
Saved in:
7
Risk managing tail-risk seekers : VaR and expected shortfall vs S-shaped utility
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
101
(
2019
),
pp. 122-135
Persistent link: https://www.econbiz.de/10012162636
Saved in:
8
Expected shortfall and portfolio management in contagious markets
Buccioli, Alice
;
Kokholm, Thomas
;
Nicolosi, Marco
- In:
Journal of banking & finance
102
(
2019
),
pp. 100-115
Persistent link: https://www.econbiz.de/10012162736
Saved in:
9
Model risk of expected shortfall
Lazar, Emese
;
Zhang, Ning
- In:
Journal of banking & finance
105
(
2019
),
pp. 74-93
Persistent link: https://www.econbiz.de/10012163809
Saved in:
10
Decomposing and backtesting a flexible specification for CoVaR
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Paterlini, …
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224757
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