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isPartOf:"Review of international economics"
subject:"Estimation"
~isPartOf:"Journal of banking & finance"
~person:"Brigo, Damiano"
~person:"Weiß, Gregor"
~subject:"Risikomaß"
~subject:"Welfare analysis"
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Brigo, Damiano
Weiß, Gregor
Brandtner, Mario
3
Daníelsson, Jón
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Dias, Alexandra
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Review of international economics
Journal of banking & finance
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Journal of banking and finance
1
Journal of financial engineering
1
Review of quantitative finance and accounting
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ECONIS (ZBW)
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Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
2
Risk managing tail-risk seekers : VaR and expected shortfall vs S-shaped utility
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
101
(
2019
),
pp. 122-135
Persistent link: https://www.econbiz.de/10012162636
Saved in:
3
Evaluating Value-at-Risk forecasts : a new set of multivariate backtests
Wied, Dominik
;
Weiß, Gregor
;
Ziggel, Daniel
- In:
Journal of banking & finance
72
(
2016
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
Saved in:
4
Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas
Weiß, Gregor
;
Supper, Hendrik
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3334-3350
Persistent link: https://www.econbiz.de/10010126429
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