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isPartOf:"The VaR implementation handbook"
~isPartOf:"International review of financial analysis"
~subject:"Risikomanagement"
~subject:"Risk management"
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Risikomanagement
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Risikomaß
92
Risk measure
92
Theorie
41
Theory
41
Portfolio selection
36
Portfolio-Management
36
Capital income
22
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Ahelegbey, Daniel Felix
1
Ben Ameur, Hachmi
1
Borer, Daniel
1
Brio, Esther B. del
1
Byström, Hans N. E.
1
Ceretta, Paulo Sergio
1
Chau Trinh Nguyen
1
Chen, Zhihua
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1
Di, Zengru
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1
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1
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1
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Fitriya Fauzi
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Ftiti, Zied
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1
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1
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The VaR implementation handbook
International review of financial analysis
Insurance / Mathematics & economics
93
Journal of banking & finance
52
Risks : open access journal
52
Journal of risk
40
European journal of operational research : EJOR
39
Finance research letters
30
Economic modelling
27
Energy economics
27
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27
The North American journal of economics and finance : a journal of financial economics studies
23
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International review of economics & finance : IREF
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International journal of forecasting
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10
International journal of risk assessment and management : IJRAM
10
Journal of international financial markets, institutions & money
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of finance & economics : IJFE
9
Journal of mathematical finance
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Pacific-Basin finance journal
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Scandinavian actuarial journal
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The journal of credit risk : published quarterly by Incisive Media
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Applied economics letters
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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1
When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets
Sitara Karim
;
Muhammad Shafiullah
;
Naeem, Muhammad Abubakr
- In:
International review of financial analysis
93
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543472
Saved in:
2
Nonlinear behavior of tail risk resonance and early warning : insight from global energy stock markets
Xie, Qichang
;
Fang, Tingwei
;
Rong, Xueyun
;
Xu, Xin
- In:
International review of financial analysis
93
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543522
Saved in:
3
Do green investments improve portfolio diversification? : evidence from mean conditional value-at-risk optimization
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Louhichi, Waël
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543934
Saved in:
4
From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.
;
Nedeltchev, Dragomir C.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
Saved in:
5
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
6
Identifying systemic risk of assets during international financial crises using Value at Risk elasticities
Borer, Daniel
;
Perera, Devmali
;
Fitriya Fauzi
;
Chau …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469916
Saved in:
7
We don't need no fancy hedges! Or do we?
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013375398
Saved in:
8
Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach
Wang, Ze
;
Gao, Xiangyun
;
Huang, Shupei
;
Sun, Qingru
; …
- In:
International review of financial analysis
84
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013472796
Saved in:
9
Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Mojtahedi, Fatemeh
- In:
International review of financial analysis
73
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
Saved in:
10
Research on China's financial systemic risk contagion under jump and heavy-tailed risk
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
;
Zhang, Wei
- In:
International review of financial analysis
72
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437236
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