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person:"Pesaran, M. Hashem"
~person:"Chaudhry, Sajid M."
~person:"Dionne, Georges"
~person:"Eller, Roland"
~person:"Mao, Tiantian"
~subject:"Risikomaß"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risk management"
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Risikomaß
Theorie
Risikomanagement
35
Risk management
35
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18
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17
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15
Risk
15
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12
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12
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Pesaran, M. Hashem
Chaudhry, Sajid M.
Dionne, Georges
Eller, Roland
Mao, Tiantian
Broll, Udo
16
Wang, Ruodu
16
Embrechts, Paul
13
Fabozzi, Frank J.
11
Tan, Ken Seng
11
Hammoudeh, Shawkat
10
Cai, Jun
9
Boonen, Tim J.
8
Gatzert, Nadine
8
Li, Jianping
8
McAleer, Michael
8
Righi, Marcelo Brutti
8
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7
Bartram, Söhnke M.
7
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7
Guillén, Montserrat
7
Janabi, Mazin A. M. al
7
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7
Rüschendorf, Ludger
7
Tang, Qihe
7
Yang, Fan
7
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Baptista, Alexandre M.
6
Bernard, Carole
6
Chen, Zhiping
6
Cheung, Ka Chun
6
Chi, Yichun
6
Dias, Alexandra
6
Furman, Edward
6
Godin, Frédéric
6
Härdle, Wolfgang
6
Jacobs, Michael <Jr.>
6
Karmakar, Madhusudan
6
Li, Johnny Siu-Hang
6
Stoja, Evarist
6
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6
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ECONIS (ZBW)
25
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1
The fatter the tail, the shorter the sail
Alsunbul, Saad
;
Alzugaiby, Basim
;
Chaudhry, Sajid M.
; …
- In:
Accounting and finance
64
(
2024
)
1
,
pp. 331-380
Persistent link: https://www.econbiz.de/10014537491
Saved in:
2
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
3
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:
4
Tail risk and systemic risk of finance and technology (FinTech) firms
Chaudhry, Sajid M.
;
Ahmed, Rizwan
;
Toan Luu Duc Huynh
; …
- In:
Technological forecasting & social change : an …
174
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013209636
Saved in:
5
Tail risk, systemic risk and spillover risk of crude oil and precious metals
Ahmed, Rizwan
;
Chaudhry, Sajid M.
;
Chamaiporn Kumpamool
; …
- In:
Energy economics
112
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013350761
Saved in:
6
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
7
Reinsurance demand and liquidity creation : a search for bicausality
Desjardins, Denise
;
Dionne, Georges
;
Koné, N'Golo
- In:
Journal of empirical finance
66
(
2022
),
pp. 137-154
Persistent link: https://www.econbiz.de/10013370712
Saved in:
8
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
9
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
10
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
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