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accessRights:"restricted"
subject:"Basel Accord"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Risikomaß"
~type_genre:"Aufsatz in Zeitschrift"
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Basel Accord
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Ararat, Çağin
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
65
The journal of operational risk
43
European journal of operational research : EJOR
34
Finance research letters
28
Journal of banking & finance
28
Journal of risk
25
Energy economics
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17
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
16
The journal of risk model validation
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International review of economics & finance : IREF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Research in international business and finance
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International journal of forecasting
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Journal of econometrics
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Pacific-Basin finance journal
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The European journal of finance
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Journal of international financial markets, institutions & money
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Die Bank
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Journal of empirical finance
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Journal of financial econometrics
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Journal of financial stability
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Journal of mathematical finance
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The journal of credit risk : published quarterly by Incisive Media
7
Astin bulletin : the journal of the International Actuarial Association
6
Finance and stochastics
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Operations research
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Risks : open access journal
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
6
International journal of finance & economics : IJFE
5
International journal of production research
5
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1
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
2
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
3
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
4
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
5
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
6
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
7
Theoretical sensitivity analysis for quantitative operational risk management
Kato, Takashi
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011733962
Saved in:
8
Fixing risk neutral risk measures
Stein, Harvey J.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
Saved in:
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