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isPartOf:"Review of financial economics : RFE"
subject:"Risk measure"
~accessRights:"restricted"
~isPartOf:"Journal of risk : JOR"
~isPartOf:"Operations research"
~isPartOf:"Research paper series / Swiss Finance Institute"
~source:"econis"
~type_genre:"Aufsatz in Zeitschrift"
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Risk measure
Risikomanagement
32
Risk management
32
Portfolio selection
17
Portfolio-Management
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Risiko
16
Risk
16
Theorie
13
Theory
13
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Embrechts, Paul
2
Wang, Ruodu
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Capponi, Agostino
1
Chen, Jiusheng
1
Depaire, Benoit
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Dionne, Georges
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Geboers, Hans
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Sorrosal Forradellas, Maria Teresa
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Wang, Liao
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Review of financial economics : RFE
Journal of risk : JOR
Operations research
Research paper series / Swiss Finance Institute
Insurance / Mathematics & economics
65
European journal of operational research : EJOR
31
Finance research letters
26
Journal of banking & finance
25
Journal of risk
25
Energy economics
23
The journal of operational risk
18
Quantitative finance
17
Economic modelling
16
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of risk model validation
15
International review of financial analysis
13
Applied economics
12
International review of economics & finance : IREF
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of forecasting
9
Journal of econometrics
9
Pacific-Basin finance journal
9
International journal of theoretical and applied finance
8
Research in international business and finance
8
Scandinavian actuarial journal
8
Computational economics
7
Journal of empirical finance
7
Journal of financial econometrics
7
Journal of international financial markets, institutions & money
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The European journal of finance
7
Astin bulletin : the journal of the International Actuarial Association
6
Journal of mathematical finance
6
Risks : open access journal
6
Finance and stochastics
5
International journal of finance & economics : IJFE
5
International journal of production research
5
Operations research letters
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The journal of credit risk : published quarterly by Incisive Media
5
Applied economics letters
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International journal of financial engineering
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Journal of economic dynamics & control
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1
Peak-to-valley drawdowns : insights into extreme path-dependent market risk
Geboers, Hans
;
Depaire, Benoit
;
Straetmans, Stefan
- In:
Journal of risk : JOR
26
(
2023
)
2
,
pp. 65-104
Persistent link: https://www.econbiz.de/10014487302
Saved in:
2
Systemic risk-driven portfolio selection
Capponi, Agostino
;
Rubtsov, Alexey
- In:
Operations research
70
(
2022
)
3
,
pp. 1598-1612
Persistent link: https://www.econbiz.de/10013366163
Saved in:
3
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
4
Are gold, USD, and Bitcoin hedge or safe haven against stock? : the implication for risk management
Sharma, Udayan
;
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
41
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014278639
Saved in:
5
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk : JOR
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014487093
Saved in:
6
Value-at-risk models : a systematic review of the literature
Shayya, Reem
;
Sorrosal Forradellas, Maria Teresa
; …
- In:
Journal of risk : JOR
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014487101
Saved in:
7
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk : JOR
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014487244
Saved in:
8
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
9
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
Saved in:
10
On the measurement of economic tail risk
Kou, Steven
;
Peng, Xianhua
- In:
Operations research
64
(
2016
)
5
,
pp. 1056-1072
Persistent link: https://www.econbiz.de/10011594638
Saved in:
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