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source:"econis"
~isPartOf:"Agricultural finance review"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of risk"
~subject:"Measurement"
~subject:"Multivariate Verteilung"
~subject:"Theory"
~type:"article"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Measurement
Multivariate Verteilung
Theory
Risikomaß
173
Risk measure
173
Portfolio selection
76
Portfolio-Management
76
Risikomanagement
61
Risk management
61
Theorie
54
Risiko
44
Risk
44
ARCH model
35
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Estimation
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Estimation theory
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Schätztheorie
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Forecasting model
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Prognoseverfahren
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value-at-risk (VaR)
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Basel Accord
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Basler Akkord
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Multivariate distribution
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79
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Righi, Marcelo Brutti
3
Berger, Theo
2
Jiang, Cuixia
2
Li, Yuqian
2
Tan, Ken Seng
2
Uryasev, Stan
2
Xu, Qifa
2
Alemany, Ramon
1
Alexeev, Vitali
1
Amendola, Alessandra
1
Arias-Sema, María A.
1
Arici, G.
1
Auer, Benjamin R.
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Baule, Rainer
1
Belles-Sampera, James
1
Bertram, Philip
1
Bignozzi, Valeria
1
Boeve, Rolf
1
Bolancé, Catalina
1
Boonen, Tim J.
1
Bouaddi, Mohammed
1
Braun, Valentin
1
Breton, Michèle
1
Börner, Christoph J.
1
Candila, Vincenzo
1
Caporin, Massimiliano
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Caro-Lopera, Francisco J.
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Chen, Pengzhan
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1
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Agricultural finance review
International review of economics & finance : IREF
Journal of risk
Insurance / Mathematics & economics
193
Journal of banking & finance
100
European journal of operational research : EJOR
95
Risks : open access journal
77
Finance research letters
44
Quantitative finance
43
Economic modelling
41
International review of financial analysis
37
Journal of empirical finance
37
International journal of forecasting
35
Applied economics
34
Journal of risk and financial management : JRFM
33
International journal of theoretical and applied finance
32
The journal of risk model validation
30
Computational economics
28
Finance and stochastics
28
Scandinavian actuarial journal
27
Energy economics
26
The European journal of finance
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Mathematics and financial economics
25
The North American journal of economics and finance : a journal of financial economics studies
25
Journal of econometrics
23
The journal of operational risk
23
Journal of economic dynamics & control
22
Journal of forecasting
22
The journal of credit risk : published quarterly by Incisive Media
22
Mathematics of operations research
21
Operations research
21
Operations research letters
21
Astin bulletin : the journal of the International Actuarial Association
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of financial econometrics
18
Applied economics letters
17
Journal of mathematical finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of risk management in financial institutions
16
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets : comparing the impacts of three Stock Connect programs
Yao, Yinhong
;
Li, Jingyu
;
Chen, Wei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1217-1233
Persistent link: https://www.econbiz.de/10014446620
Saved in:
2
COVID-19 uncertainty index in Japan : newspaper-based measures and economic activities
Morita, Hiroshi
;
Ono, Taiki
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 390-403
Persistent link: https://www.econbiz.de/10014535355
Saved in:
3
How does bubble risk propagate among financial assets? : a perspective from the BSADF-vine copula model
Yao, Can-Zhong
;
Li, Min-Jian
;
Xu, Xin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 347-364
Persistent link: https://www.econbiz.de/10014475372
Saved in:
4
Value-at-risk models : a systematic review of the literature
Shayya, Reem
;
Sorrosal Forradellas, Maria Teresa
; …
- In:
Journal of risk
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014314618
Saved in:
5
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
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6
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
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7
An approach to capital allocation based on mean conditional value-at-risk
Han, Yuecai
;
Zhang, Fengtong
;
Liu, Xinyu
- In:
Journal of risk
25
(
2023
)
6
,
pp. 53-71
Persistent link: https://www.econbiz.de/10014546366
Saved in:
8
Modeling maxima with a regime-switching Fréchet model
Tan, Keqi
;
Chen, Yu
;
Chen, Pengzhan
- In:
Journal of risk
25
(
2022
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014342458
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9
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
10
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
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