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person:"Cornett, Marcia Millon"
subject:"Theory"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Brandtner, Mario"
~person:"Buraschi, Andrea"
~person:"Embrechts, Paul"
~person:"Pedersen, Lasse Heje"
~person:"Puccetti, Giovanni"
~subject:"Basler Akkord"
~subject:"Hedging"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Theory
Basler Akkord
Hedging
Statistical distribution
Risikomanagement
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Risiko
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Aufsatz in Zeitschrift
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Cornett, Marcia Millon
Brandtner, Mario
Buraschi, Andrea
Embrechts, Paul
Pedersen, Lasse Heje
Puccetti, Giovanni
Breuer, Thomas
3
Dias, Alexandra
3
Fernando, Chitru S.
3
McNeil, Alexander J.
3
Adam, Tim
2
Armstrong, John
2
Bernard, Carole
2
Brigo, Damiano
2
Daníelsson, Jón
2
Hunter, William Curt
2
Jandačka, Martin
2
Júdice, Pedro
2
Paterlini, Sandra
2
Roncoroni, Andrea
2
Salas, Jesus M.
2
Smith, Stephen Drew
2
Summer, Martin
2
Vanini, Paolo
2
Adam, Tim René
1
Alexander, Gordon J.
1
Allen, Franklin
1
Allen, Linda
1
Aramonte, Sirio
1
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1
Banasik, John
1
Baptista, Alexandre M.
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Barone-Adesi, Giovanni
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Bauer, Daniel
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Bauer, Wolfgang
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Başak, Suleyman
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Bellini, Fabio
1
Birge, John R.
1
Blüm, Jürg M.
1
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1
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Journal of banking & finance
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2
Insurance / Mathematics & economics
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Operations research
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Scandinavian actuarial journal
2
Financial analysts' journal : FAJ
1
Journal of financial services research : JFSR
1
Journal of risk
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Risks : open access journal
1
The American economic review
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The European journal of finance
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The Geneva risk and insurance review
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ECONIS (ZBW)
5
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1
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
2
A clustering approach and a rule of thumb for risk aggregation
Di Lascio, F. Marta L.
;
Giammusso, Davide
;
Puccetti, …
- In:
Journal of banking & finance
96
(
2018
),
pp. 236-248
Persistent link: https://www.econbiz.de/10011967212
Saved in:
3
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Saved in:
4
Quantitative models for operational risk : extremes, dependence and aggregation
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Nešlehová, Johanna
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2635-2658
Persistent link: https://www.econbiz.de/10003376395
Saved in:
5
Risk management implications of time-inconsistency : model updating and recalibration of no-arbitrage models
Buraschi, Andrea
;
Corielli, Francesco
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2883-2907
Persistent link: https://www.econbiz.de/10003121060
Saved in:
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