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Archimedean copulae for risk m...
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Risikomaß
123
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Risikomanagement
76
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70
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70
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51
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Journal of risk
IMF Staff Country Reports
481
Insurance / Mathematics & economics
358
Journal of banking & finance
338
SpringerLink / Bücher
309
European journal of operational research : EJOR
305
Journal of risk management in financial institutions
297
Risks : open access journal
293
Finance research letters
271
International journal of production research
249
Journal of risk and financial management : JRFM
200
International journal of production economics
191
Risiko-Manager
177
IMF Working Papers
173
Energy economics
172
International review of financial analysis
165
The journal of operational risk
161
MPRA Paper
148
International journal of risk assessment and management : IJRAM
142
Springer eBook Collection
140
Managing business risk : a practical guide to protecting your business
123
NBER working paper series
121
Wiley finance series
116
Economic modelling
114
Discussion paper / Tinbergen Institute
111
International journal of project management : the journal of The International Project Management Association
111
Applied economics
109
The North American journal of economics and finance : a journal of financial economics studies
104
World Bank E-Library Archive
104
Speech / Federal Reserve Board (Board of Governors of the Federal Reserve System)
102
Europäische Hochschulschriften / 5
95
Working Paper
95
Working paper / National Bureau of Economic Research, Inc.
95
Journal of Risk and Financial Management
93
Management science : journal of the Institute for Operations Research and the Management Sciences
91
Quantitative finance
91
The journal of risk model validation
91
Managerial Finance
90
NBER Working Paper
89
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ECONIS (ZBW)
160
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1
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
2
Risk measures and the impact of asset price bubbles
Jarrow, Robert A.
;
Silva, Felipe Bastos Gurgel
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
Saved in:
3
Path-consistent wrong-way risk : a structural model approach
Hofer, Markus
- In:
Journal of risk
19
(
2016
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10011579756
Saved in:
4
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
5
Applying the Cornish-Fisher expansion to value-at-risk estimation in Islamic banking
Izhar, Hylmun
- In:
Journal of risk
17
(
2014/2015
)
6
,
pp. 51-72
Persistent link: https://www.econbiz.de/10011438927
Saved in:
6
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
7
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
8
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
9
Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
Saved in:
10
Decomposition of portfolio risk into independent factors using an inductive causal search algorithm
Deaton, Brian D.
- In:
Journal of risk
19
(
2016
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10011579769
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