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Measuring the Rule of Law
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Risk measure
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Wang, Ruodu
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23
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14
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13
Bellini, Fabio
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9
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9
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9
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Müller, Fernanda Maria
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8
Cai, Jun
8
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Centrone, Francesca
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Jiang, Wenjun
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International Risk Management Conference <5, 2012, Rom>
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Insurance / Mathematics & economics
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European journal of operational research : EJOR
36
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Journal of banking & finance
27
Mathematics of operations research
23
Mathematics and financial economics
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Finance and stochastics
20
Journal of risk
20
Finance research letters
19
Quantitative finance
18
International journal of theoretical and applied finance
14
Scandinavian actuarial journal
14
Insurance : mathematics and economics
13
The journal of operational risk
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of risk model validation
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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
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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
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Journal of financial econometrics
8
Journal of mathematical finance
8
Operations research
8
Operations research letters
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Applied economics letters
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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
International review of financial analysis
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
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ECONIS (ZBW)
1,366
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1
Displaced Relative Changes in Historical Simulation : Application to Risk Measures of Interest Rates with Phases of Negative Rates
Fries, Christian
-
2016
In this paper we introduce the displaced historical simulation model which is designed to handle negative and close-to-zero risk factors. This is an issue of recent and major interest to the financial sector, both from a regulatory and financial institutions perspective, especially in light of...
Persistent link: https://www.econbiz.de/10013007760
Saved in:
2
Does downside risk in the stock market differ by legal origin? : the impact of property rights and the rule of law on stock markets
Tomita, Yosuke
- In:
International review of financial analysis
93
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543479
Saved in:
3
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:
4
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:
5
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
6
Konzeptionelle und statistische Grundlagen der portfolioorientierten Kreditrisikomessung
Huschens, Stefan
;
Locarek-Junge, Hermann
-
2000
Persistent link: https://www.econbiz.de/10001467735
Saved in:
7
Errores y posibles soluciones en la aplicación del "value at risk"
González Sánchez, Mariano
-
2000
Persistent link: https://www.econbiz.de/10001475995
Saved in:
8
Interdependence and usefulness of different market risk measures
Knif, Johan
;
Sand°as, Dag
-
1989
Persistent link: https://www.econbiz.de/10000779046
Saved in:
9
Credit risk
measurement
: new approaches to value at risk and other paradigms
Saunders, Anthony
-
1999
Persistent link: https://www.econbiz.de/10000682884
Saved in:
10
Options positions : risk
measurement
and capital requirements
Estrella, Arturo
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000905447
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