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Operational risk : A Basel II+...
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Theory
Risikomaß
271
Risk measure
270
risk measures
229
Risk measures
221
Theorie
213
Risk
210
Risiko
209
Risk management
167
Risikomanagement
161
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155
Measurement
154
Portfolio selection
132
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131
Multivariate Verteilung
81
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81
Bank risk
58
Bankrisiko
58
EVT
57
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54
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54
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45
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45
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44
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44
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44
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38
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38
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37
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35
ARCH-Modell
35
Operational risk
35
vine copula
35
GARCH
31
Operationelles Risiko
30
VaR
30
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29
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29
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English
212
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Munari, Cosimo-Andrea
13
Righi, Marcelo Brutti
12
Koch Medina, Pablo
9
Denuit, Michel
6
Pichler, Alois
6
Farkas, Walter
5
Müller, Fernanda Maria
5
Gao, Niushan
4
Maruotti, Antonello
4
Wang, Ruodu
4
Amarante, Massimiliano
3
Cheung, Ka Chun
3
Dhaene, Jan
3
Feng, Runhuan
3
Guégan, Dominique
3
Hassani, Bertrand
3
Hellmann, Tobias
3
Moresco, Marlon Ruoso
3
Paul, Samit
3
Pesenti, Silvana M.
3
Pflug, Georg
3
Punzo, Antonio
3
Riedel, Frank
3
Weber, Stefan
3
Arduca, Maria
2
Assa, Hirbod
2
Bee, Marco
2
Ceretta, Paulo Sergio
2
Cossette, Hélène
2
Delage, Erick
2
Eling, Martin
2
Embrechts, Paul
2
Georghiou, Angelos
2
Godin, Frédéric
2
Gospodinov, Nikolaj
2
Grün, Bettina
2
Hambuckers, Julien
2
Hamel, Emmanuel
2
Hobæk Haff, Ingrid
2
Hofert, Marius
2
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Insurance / Mathematics & economics
26
Risks : open access journal
14
European journal of operational research : EJOR
10
Journal of risk
5
Scandinavian actuarial journal
5
Finance research letters
4
Insurance : mathematics and economics
4
Journal of banking & finance
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Mathematics of operations research
4
Operations research letters
4
Research paper series / Swiss Finance Institute
4
Applied economics
3
Astin bulletin : the journal of the International Actuarial Association
3
Discussion paper / Tinbergen Institute
3
Finance and stochastics
3
Journal of forecasting
3
Quantitative finance
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied economics letters
2
Applied mathematical finance
2
Asia-Pacific journal of risk and insurance : APJRI
2
FAU discussion papers in economics
2
Financial innovation : FIN
2
INFORMS journal on computing : JOC
2
Journal of risk and financial management : JRFM
2
Journal of risk finance : the convergence of financial products and insurance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematics and financial economics
2
Operations research
2
Risk management : a journal of risk, crisis and disaster
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of operational risk
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Administrative Sciences : open access journal
1
Annals of economics and statistics
1
CAEPR working papers
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
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ECONIS (ZBW)
212
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1
Multivariate VaRs for operational risk capital computation : a vine structure approach
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
International journal of risk assessment and management …
17
(
2013
)
2
,
pp. 148-170
Persistent link: https://www.econbiz.de/10010385914
Saved in:
2
Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-
EVT
-CVaR model
Bedoui, Rihab
;
Benkraiem, Ramzi
;
Guesmi, Khaled
; …
- In:
Technological forecasting & social change : an …
197
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468847
Saved in:
3
Integrating operational and financial risk assessments
Figini, Silvia
;
Kenett, Ron
;
Salini, Silvia
-
2010
Persistent link: https://www.econbiz.de/10011752232
Saved in:
4
Qualitative analysis of operational risks : a step-by-step approach
Tripathi, Akhilesh
- In:
Praj̄nȧn : journal of social and management sciences
45
(
2016
)
2
,
pp. 143-164
Persistent link: https://www.econbiz.de/10011577064
Saved in:
5
The impact of extreme values on the assessment of financial assets
Mansour, Sihem
;
Hellara, Slaheddine
- In:
International journal of monetary economics and finance
8
(
2015
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011374612
Saved in:
6
Electricity prices forecast analysis using the extreme value theory
Simões, Mário Domingues de Paula
;
Klotzle, Marcelo Cabus
- In:
International journal of financial markets and derivatives
5
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011589159
Saved in:
7
Extreme risk modeling : an
EVT
-pair-copulas approach for financial stress tests
Koliai, Lyes
- In:
Journal of banking & finance
70
(
2016
),
pp. 1-22
Persistent link: https://www.econbiz.de/10011635106
Saved in:
8
Co-movement, dependence structure and ethical investment funds under GFC
Luo, Hang
;
Bhatti, Muhammad Ishaq
- In:
Theoretical economics letters
9
(
2019
)
6
,
pp. 1852-1872
Persistent link: https://www.econbiz.de/10012239703
Saved in:
9
Portfolio optimization from a Copulas-GJR-GARCH-
EVT
-CVAR model : empirical evidence from ASEAN stock indexes
Sang Phu Nguyen
;
Toan Luu Duc Huynh
- In:
Quantitative finance and economics
3
(
2019
)
3
,
pp. 562-585
Persistent link: https://www.econbiz.de/10012176618
Saved in:
10
Relative efficiency of component GARCH-
EVT
approach in managing intraday market risk
Paul, Samit
;
Karmakar, Madhusudan
- In:
Multinational finance journal
21
(
2017
)
4
,
pp. 247-283
Persistent link: https://www.econbiz.de/10012547567
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