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Risk measure
Messung
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Measurement
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Wang, Ruodu
27
Righi, Marcelo Brutti
23
Rosazza Gianin, Emanuela
23
Brandtner, Mario
13
Tsanakas, Andreas
13
Bellini, Fabio
12
Munari, Cosimo-Andrea
12
Denuit, Michel
10
Dhaene, Jan
10
Kürsten, Wolfgang
10
Laeven, Roger J. A.
10
Bignozzi, Valeria
9
Csóka, Péter
9
Dowd, Kevin
9
Landsman, Zinoviy
9
Mao, Tiantian
9
Balbás de la Corte, Alejandro
8
Cai, Jun
8
Feng, Runhuan
8
Goovaerts, Marc J.
8
Pichler, Alois
8
Vanduffel, Steven
8
Boonen, Tim J.
7
Centrone, Francesca
7
Furman, Edward
7
Kratz, Marie
7
Müller, Fernanda Maria
7
Peng, Liang
7
Pesenti, Silvana M.
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Riedel, Frank
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Rudloff, Birgit
7
Xu, Huifu
7
Amarante, Massimiliano
6
Assa, Hirbod
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6
Guillén, Montserrat
6
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6
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Edward Elgar Publishing
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International Risk Management Conference <5, 2012, Rom>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Technische Universität Chemnitz
1
University of York / Department of Economics and Related Studies
1
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Insurance / Mathematics & economics
106
European journal of operational research : EJOR
33
Risks : open access journal
33
Journal of banking & finance
27
Mathematics of operations research
23
Mathematics and financial economics
22
Finance and stochastics
20
Journal of risk
20
Quantitative finance
18
Finance research letters
17
International journal of theoretical and applied finance
14
Scandinavian actuarial journal
14
Insurance : mathematics and economics
11
The journal of operational risk
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of risk model validation
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
9
Research paper series / Swiss Finance Institute
9
ASTIN bulletin : the journal of the International Actuarial Association
8
Computational economics
8
Journal of financial econometrics
8
Journal of mathematical finance
8
Operations research
8
Operations research letters
8
Applied economics letters
7
Astin bulletin : the journal of the International Actuarial Association
7
Mathematical methods of operations research
7
Risk measures for the 21st century
7
International review of economics & finance : IREF
6
Risk management : a journal of risk, crisis and disaster
6
The North American journal of economics and finance : a journal of financial economics studies
6
Advances in mathematical economics
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Annals of finance
5
Applied mathematical finance
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Computational management science
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INFORMS journal on computing : JOC
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International review of financial analysis
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ECONIS (ZBW)
1,351
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1
Measurement
of extreme market risk : insights from a comprehensive literature review
Chakraborty, Gourab
;
Chandrashekhar, G. R.
; …
- In:
Cogent economics & finance
9
(
2021
)
1
,
pp. 1-24
evaluation of the methodological and empirical advances in the
measurement
of the extreme market risk. This paper argues that a …
Persistent link: https://www.econbiz.de/10013183970
Saved in:
2
Risk capital and VaR
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
2
,
pp. 41-52
Persistent link: https://www.econbiz.de/10001497765
Saved in:
3
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
4
Konzeptionelle und statistische Grundlagen der portfolioorientierten Kreditrisikomessung
Huschens, Stefan
;
Locarek-Junge, Hermann
-
2000
Persistent link: https://www.econbiz.de/10001467735
Saved in:
5
Errores y posibles soluciones en la aplicación del "value at risk"
González Sánchez, Mariano
-
2000
Persistent link: https://www.econbiz.de/10001475995
Saved in:
6
Interdependence and usefulness of different market risk measures
Knif, Johan
;
Sand°as, Dag
-
1989
Persistent link: https://www.econbiz.de/10000779046
Saved in:
7
Credit risk
measurement
: new approaches to value at risk and other paradigms
Saunders, Anthony
-
1999
Persistent link: https://www.econbiz.de/10000682884
Saved in:
8
Options positions : risk
measurement
and capital requirements
Estrella, Arturo
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000905447
Saved in:
9
Riskmeasurement von Investmentfonds - theoretische und praktische Ansätze
Paape, Conny
- In:
Selected papers of the Symposium on Operations Research …
,
(pp. 402-407)
.
1998
Persistent link: https://www.econbiz.de/10001323305
Saved in:
10
An aggregate approach to capital requirement standards for financial institutions
Scheuenstuhl, Gerhard
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 851-876)
.
1997
Persistent link: https://www.econbiz.de/10001298976
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