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~subject:"Risk management"
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Computational methods for risk...
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Risk management
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Broll, Udo
48
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40
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34
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32
Stoja, Evarist
29
Embrechts, Paul
27
Li, Jianping
26
Pelizzon, Loriana
26
Härdle, Wolfgang
25
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23
Sherris, Michael
23
Eling, Martin
22
Al Janabi, Mazin A. M.
21
Daníelsson, Jón
21
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21
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21
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20
Ken Seng Tan
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20
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18
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17
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17
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17
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17
Wahl, Jack E.
17
Cai, Jun
16
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16
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OECD
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8
De Gruyter Oldenbourg
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Gottfried Wilhelm Leibniz Universität Hannover
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Edward Elgar Publishing
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European Agency for Safety and Health at Work
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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
International journal of production economics
97
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94
The journal of operational risk
87
International review of financial analysis
83
SpringerLink / Bücher
80
Energy economics
78
Journal of risk
78
International journal of risk assessment and management : IJRAM
76
International review of economics & finance : IREF
75
NBER working paper series
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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
Discussion paper / Tinbergen Institute
51
Journal of financial stability
51
The European journal of finance
50
The journal of risk model validation
48
Working paper
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World Bank E-Library Archive
48
Omega : the international journal of management science
47
Research paper series / Swiss Finance Institute
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Discussion papers / CEPR
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Journal of economic dynamics & control
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Pacific-Basin finance journal
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CESifo working papers
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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RePEc
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9
BASE
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EconStor
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ArchiDok
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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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