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language:"eng"
subject:"Risikomaß"
~isPartOf:"The journal of risk model validation"
~subject:"Derivat"
~subject:"Supply chain"
~subject:"USA"
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Risikomaß
Derivat
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Theorie
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Bloxham, Nicholas
2
Mitic, Peter
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Arnsdorf, Matthias
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Arrieta, Daniel
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Bee, Marco
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Biljon, L. van
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Ha Tran Manh
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The journal of risk model validation
International journal of production research
201
International journal of production economics
142
Insurance / Mathematics & economics
103
European journal of operational research : EJOR
98
Journal of banking & finance
77
Risks : open access journal
59
Transportation research / E : an international journal
54
Energy economics
50
The international journal of logistics management
45
Journal of risk
43
Omega : the international journal of management science
42
Supply chain management : an international journal
41
Finance research letters
40
Journal of risk management in financial institutions
39
International journal of logistics : research and applications
38
Economic modelling
35
International review of financial analysis
34
Journal of risk and financial management : JRFM
33
Working paper / National Bureau of Economic Research, Inc.
32
Management science : journal of the Institute for Operations Research and the Management Sciences
30
The North American journal of economics and finance : a journal of financial economics studies
30
SpringerLink / Bücher
29
The journal of operational risk
29
Agricultural finance review
28
Supply chain management
28
Journal of supply chain management, logistics and procurement
27
International journal of logistics systems and management
26
International journal of risk assessment and management : IJRAM
26
Quantitative finance
25
Manufacturing & service operations management : M & SOM
24
Applied economics
23
International review of economics & finance : IREF
23
International journal of theoretical and applied finance
21
The European journal of finance
20
Springer eBook Collection
19
The journal of risk and insurance : the journal of the American Risk and Insurance Association
19
IEEE transactions on engineering management : EM
18
International journal of physical distribution & logistics management : IJPD & LM
18
Journal of purchasing and supply management
18
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ECONIS (ZBW)
24
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1
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
2
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
3
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
4
Quantifying model selection risk in macroeconomic sensitivity models
Breeden, Joseph L.
;
Dobrinov, Nikolay
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 55-71
Persistent link: https://www.econbiz.de/10014540599
Saved in:
5
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
6
Model risk qualification based on relative entropy
Arrieta, Daniel
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014540603
Saved in:
7
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
8
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
9
The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
Fałdziński, Marcin
;
Osińska, Magdalena
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014335988
Saved in:
10
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
Saved in:
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