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~subject:"Risikomanagement"
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Computational methods for risk...
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Risikomanagement
Theorie
728,769
Theory
713,858
Risk
60,696
Risiko
60,325
Schätzung
37,728
Welt
37,481
Estimation
36,927
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36,837
USA
34,786
United States
33,316
Mathematische Optimierung
28,365
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26,444
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26,221
Deutschland
25,067
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24,993
Monetary policy
24,197
Germany
23,455
Prognoseverfahren
18,523
Forecasting model
18,247
Risk management
18,023
Wirtschaftswachstum
17,146
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16,459
Börsenkurs
16,201
Share price
15,976
Volatilität
14,982
Zeitreihenanalyse
14,963
Volatility
14,726
Time series analysis
14,572
Spieltheorie
14,192
Konsumentenverhalten
14,108
Consumer behaviour
13,978
Game theory
13,442
Experiment
13,324
Kapitaleinkommen
13,082
Capital income
13,044
Finanzmarkt
12,678
Stochastischer Prozess
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Broll, Udo
55
Wang, Ruodu
40
Dionne, Georges
39
McAleer, Michael
34
Fabozzi, Frank J.
32
Stoja, Evarist
29
Embrechts, Paul
27
Li, Jianping
26
Pelizzon, Loriana
26
Härdle, Wolfgang
25
Boonen, Tim J.
23
Daníelsson, Jón
23
Sherris, Michael
23
Eling, Martin
22
Saunders, Anthony
22
Al Janabi, Mazin A. M.
21
Lucas, André
21
Righi, Marcelo Brutti
21
Wu, Desheng Dash
21
Gatzert, Nadine
20
Ken Seng Tan
20
Sawik, Tadeusz
20
Shevchenko, Pavel V.
20
Vries, Casper G. de
20
Hammoudeh, Shawkat
19
Stulz, René M.
19
Wahl, Jack E.
19
Engle, Robert F.
18
Gleißner, Werner
18
Olson, David L.
18
Polanski, Arnold
18
Csóka, Péter
17
Gouriéroux, Christian
17
Ji, Qiang
17
Liu, Haiyan
17
Mao, Tiantian
17
Vanduffel, Steven
17
Aven, Terje
16
Cai, Jun
16
Dhaene, Jan
16
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National Bureau of Economic Research
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World Bank Group
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European Commission / Joint Research Centre
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European Agency for the Management of Operational Cooperation at the External Borders of the Member States of the European Union
27
European Food Safety Authority
23
OECD
22
World Bank
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Springer Fachmedien Wiesbaden
12
International Monetary Fund / Monetary and Capital Markets Department
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European Central Bank
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European Centre for Disease Prevention and Control
9
European Commission
8
International Association for the Study of Insurance Economics
8
De Gruyter Oldenbourg
6
Edward Elgar Publishing
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Universität Ulm
6
European Agency for Safety and Health at Work
5
European Border and Coast Guard Agency
5
Internationaler Währungsfonds
5
Society for Risk Analysis
5
Springer-Verlag GmbH
5
Universität Zürich / Institut für Schweizerisches Bankwesen
5
Centre for Analysis of Risk and Regulation <London>
4
NetLibrary, Inc
4
Nuclear Energy Agency
4
Springer International Publishing
4
Universität Augsburg / Institut für Volkswirtschaftslehre
4
Bank für Internationalen Zahlungsausgleich
3
Center for Economic Research <Tilburg>
3
European Association of Agricultural Economists
3
European Commission / Directorate-General for Employment, Social Affairs and Inclusion
3
European Commission / Directorate-General for Energy
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European Systemic Risk Board
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
3
Nomos Verlagsgesellschaft
3
Organisation for Economic Co-operation and Development
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Taylor and Francis.
3
Walter de Gruyter GmbH & Co. KG
3
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Insurance / Mathematics & economics
277
Risks : open access journal
216
European journal of operational research : EJOR
213
Journal of banking & finance
182
Finance research letters
171
Journal of risk management in financial institutions
127
International journal of production research
113
SpringerLink / Bücher
98
International journal of production economics
97
Journal of risk and financial management : JRFM
94
The journal of operational risk
87
International review of financial analysis
83
Journal of risk
78
Energy economics
76
International journal of risk assessment and management : IJRAM
76
International review of economics & finance : IREF
75
NBER working paper series
75
Management science : journal of the Institute for Operations Research and the Management Sciences
72
Economic modelling
63
NBER Working Paper
62
Applied economics
59
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
56
The North American journal of economics and finance : a journal of financial economics studies
55
International journal of project management : the journal of The International Project Management Association
54
Quantitative finance
52
Scandinavian actuarial journal
52
Journal of financial stability
51
The European journal of finance
50
Discussion paper / Tinbergen Institute
49
The journal of risk model validation
48
Working paper
48
World Bank E-Library Archive
48
Omega : the international journal of management science
47
Research paper series / Swiss Finance Institute
46
Discussion papers / CEPR
45
CESifo working papers
43
Journal of economic dynamics & control
43
Pacific-Basin finance journal
43
Europäische Hochschulschriften / 5
42
International journal of theoretical and applied finance
42
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ECONIS (ZBW)
18,259
EconStor
64
USB Cologne (EcoSocSci)
64
OLC EcoSci
5
USB Cologne (business full texts)
4
BASE
2
ArchiDok
1
RePEc
1
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date (oldest first)
1
Risk
neutral reformulation approach to
risk
averse stochastic programming
Liu, Rui Peng
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
286
(
2020
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10012239878
Saved in:
2
Dynamic hedging in incomplete markets using
risk
measures
Gaillardetz, Patrice
;
Hachem, Saeb
- In:
IMA journal of management mathematics
33
(
2022
)
2
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012798787
Saved in:
3
Multilevel optimization modeling for
risk
-averse stochastic programming
Eckstein, Jonathan
;
Eskandani, Deniz
;
Fan, Jingnan
- In:
INFORMS journal on computing : JOC
28
(
2016
)
1
,
pp. 112-128
Persistent link: https://www.econbiz.de/10011453805
Saved in:
4
Optimal insurance portfolio
risk
-adjusted performance through dynamic stochastic programming
Consigli, Giorgio
;
Moriggia, Vittorio
;
Vitali, Sebastiano
; …
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 599-632
Persistent link: https://www.econbiz.de/10011923011
Saved in:
5
Portfolio optimization with entropic value-at-
risk
Ahmadi-Javid, Amir
;
Fallah-Tafti, Malihe
- In:
European journal of operational research : EJOR
279
(
2019
)
1
,
pp. 225-241
Persistent link: https://www.econbiz.de/10012102740
Saved in:
6
Hedging under multiple
risk
constraints
Jiao, Ying
;
Klopfenstein, Olivier
;
Tankov, Peter
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
Saved in:
7
A generalized
risk
budgeting approach to portfolio construction
Haugh, Martin B.
;
Iyengar, Garud
;
Song, Irene
- In:
The journal of computational finance
21
(
2017/2018
)
2
,
pp. 29-60
Persistent link: https://www.econbiz.de/10011848310
Saved in:
8
Optimal proportional reinsurance in a bivariate
risk
model
Gosio, Cristina
;
Lari, Ester C.
;
Ravera, Marina
- In:
Modern economy
6
(
2015
)
6
,
pp. 664-671
Persistent link: https://www.econbiz.de/10011384508
Saved in:
9
On fund mapping regressions applied to segregated funds hedging under regime-switching dynamics
Trottier, Denis-Alexandre
;
Godin, Frédéric
;
Hamel, …
- In:
Risks : open access journal
6
(
2018
)
3
,
pp. 1-15
such policies. A typical industry practice consists of using fund mapping regressions to represent basis
risk
stemming from …
Persistent link: https://www.econbiz.de/10011890772
Saved in:
10
Multiple
risk
measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
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