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subject:"Bankrisiko"
~isPartOf:"Journal of risk"
~subject:"Original research"
~subject:"Portfolio-Management"
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Bankrisiko
Original research
Portfolio-Management
Risikomanagement
76
Risk management
76
Portfolio selection
40
Risikomaß
40
Risk measure
40
Theorie
32
Theory
32
risk management
23
Risiko
20
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20
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Finanzdienstleistung
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Kreditrisiko
16
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Guillén, Montserrat
2
Santolino, Miguel
2
Aarons, Mark
1
Abergel, Frédéric
1
Adrian, Tobias
1
Alemany, Ramon
1
Arici, G.
1
Auer, Benjamin R.
1
Baule, Rainer
1
Belles-Sampera, James
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Chan, Jiun Hong
1
Chang, Meng-Shiuh
1
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1
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1
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1
Coleman, Thomas F.
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Cong, Jianfa
1
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1
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1
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1
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1
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Journal of risk
Journal of banking & finance
105
Insurance / Mathematics & economics
101
Journal of risk management in financial institutions
96
The journal of operational risk
86
European journal of operational research : EJOR
63
Risks : open access journal
58
Finance research letters
53
Wiley finance series
50
SpringerLink / Bücher
45
International review of financial analysis
42
Risiko-Manager
41
Journal of risk and financial management : JRFM
32
Quantitative finance
32
The North American journal of economics and finance : a journal of financial economics studies
30
The journal of portfolio management : JPM
29
Journal of financial stability
26
The journal of portfolio management : a publication of Institutional Investor
25
Economic modelling
24
International review of economics & finance : IREF
24
Springer eBook Collection
22
Research paper series / Swiss Finance Institute
21
The journal of asset management
20
IMF working papers
18
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Discussion paper
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Gabler Edition Wissenschaft
17
International journal of economics and financial issues : IJEFI
17
International journal of theoretical and applied finance
17
NBER working paper series
17
The journal of investing
17
Die Bank
16
International journal of finance & economics : IJFE
16
Journal of international financial markets, institutions & money
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Research in international business and finance
16
Sovereign wealth management
16
The European journal of finance
16
The journal of risk model validation
16
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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ECONIS (ZBW)
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1
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
2
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
3
A factor-based risk model for multifactor investment strategies
Abergel, Frédéric
;
Bellone, Benoit
;
Soupé, François
- In:
Journal of risk
24
(
2022
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014546343
Saved in:
4
Performance measures adjusted for the risk situation (PARS)
Peters, Christoph
;
Seydel, Roland C.
- In:
Journal of risk
23
(
2021
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012630866
Saved in:
5
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
6
Optimal foreign exchange hedge tenor with liquidity risk
Zhang, Rongju
;
Aarons, Mark
;
Loeper, Gregoire
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012500295
Saved in:
7
A general framework for the identification and categorization of risk : an application to the context of financial markets
Bender, Micha
;
Panz, Sven
- In:
Journal of risk
23
(
2021
)
4
,
pp. 21-49
Persistent link: https://www.econbiz.de/10012593434
Saved in:
8
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
9
Could holding multiple safe havens improve diversification in a portfolio? : the extended skew-t vine copula approach
Chang, Meng-Shiuh
;
Yuan, Jing
;
Xu, Jing
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012059925
Saved in:
10
Measuring the systemic risk of China's banking sector : an application of differential DebtRank
Yin, Wenjie
;
Jin, Faqi
;
Tian, Meiyu
;
Wen, Fenghua
- In:
Journal of risk
22
(
2019
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10013177100
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