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subject:"Basel Accord"
~isPartOf:"Journal of risk"
~isPartOf:"Journal of the Operational Research Society"
~subject:"Mathematical programming"
~subject:"Stochastischer Prozess"
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Basel Accord
Mathematical programming
Stochastischer Prozess
Risikomanagement
94
Risk management
94
Portfolio selection
44
Portfolio-Management
44
Risikomaß
44
Risk measure
44
Theorie
41
Theory
41
risk management
27
Risiko
26
Risk
26
Financial services
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Finanzdienstleistung
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Credit risk
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Kreditrisiko
19
Bank risk
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Bankrisiko
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Measurement
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Messung
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Original research
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Basler Akkord
10
Estimation
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Schätzung
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Forecasting model
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Prognoseverfahren
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ARCH model
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ARCH-Modell
7
Hedging
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Statistical distribution
7
Statistische Verteilung
7
Volatility
7
Volatilität
7
value-at-risk (VaR)
7
Multivariate Verteilung
6
Multivariate distribution
6
Ausreißer
5
Outliers
5
Value-at-risk (VAR)
5
value-at-risk
5
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English
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Adrian, Tobias
1
Angilella, Silvia
1
Belles-Sampera, Jaume
1
Bertram, Philip
1
Chan, Jiun Hong
1
Cocozza, Rosa
1
Curcio, Domenico
1
Embrechts, Paul
1
Flower, Barry G.
1
Gianfrancesco, Igor
1
Guillén, Montserrat
1
Joshi, Mark S.
1
Kalata, Magdalena
1
Kellner, Ralf
1
Kinateder, Harald
1
Leong, Philip H. W.
1
Li, Phillip
1
Mazzù, Sebastiano
1
Mizgier, Kamil J.
1
Mohabbati-Kalejahi, Nasrin
1
Noorian, Farzad
1
Pedescu, Mirela
1
Petrovic, Dobrila
1
Román, Sebastián
1
Rösch, Daniel
1
Santolino, Miguel
1
Scheule, Harald
1
Sibbertsen, Philipp
1
Stahl, Gerhard
1
Villegas, Andrés M.
1
Villegas, Juan G.
1
Vinel, Alexander
1
Wilkens, Sascha
1
Wimmer, Maximilian
1
Zhang, Xiaofei
1
Zhao, Xinlei
1
Zhu, Dan
1
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Journal of risk
Journal of the Operational Research Society
The journal of operational risk
41
European journal of operational research : EJOR
39
Insurance / Mathematics & economics
33
Journal of risk management in financial institutions
31
SpringerLink / Bücher
28
International journal of production research
24
Journal of banking & finance
23
Risks : open access journal
22
Risiko-Manager
18
International journal of production economics
16
Journal of risk and financial management : JRFM
13
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
13
Die Bank
12
Finance research letters
11
Journal of financial regulation and compliance : an international journal
10
Journal of financial stability
10
Discussion paper
9
Discussion paper / Tinbergen Institute
9
Computers & operations research : and their applications to problems of world concern ; an international journal
8
Finance and stochastics
8
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
International review of financial analysis
8
Journal of banking regulation
8
The journal of credit risk : published quarterly by Incisive Media
8
The journal of risk model validation
8
Working papers / Financial Institutions Center
8
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
7
Scandinavian actuarial journal
7
Transportation research / E : an international journal
7
Economic modelling
6
IMF working papers
6
Mathematics of operations research
6
Omega : the international journal of management science
6
Praktiker-Handbuch Basel II : Kreditrisiko, operationelles Risiko, Überwachung, Offenlegung
6
Research paper series / Swiss Finance Institute
6
Applied economics
5
Astin bulletin : the journal of the International Actuarial Association
5
Europäische Hochschulschriften / 5
5
Handbuch ICAAP
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ECONIS (ZBW)
16
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1
Risk parity : An alternative formulation for risk-averse stochastic optimization in presence of heavy-tailed distribution of losses
Mohabbati-Kalejahi, Nasrin
;
Vinel, Alexander
- In:
Journal of the Operational Research Society
74
(
2023
)
3
,
pp. 797-810
Persistent link: https://www.econbiz.de/10014332139
Saved in:
2
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
3
Risk management and regulation
Adrian, Tobias
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 23-57
Persistent link: https://www.econbiz.de/10011847421
Saved in:
4
Compositional methods applied to capital allocation problems
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Journal of risk
19
(
2016
)
2
,
pp. 15-30
Persistent link: https://www.econbiz.de/10013177074
Saved in:
5
Nonmaturity desposits and banks' exposure to interest rate risk : issues arising from the Basel regulatory framework
Cocozza, Rosa
;
Curcio, Domenico
;
Gianfrancesco, Igor
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 99-134
Persistent link: https://www.econbiz.de/10011438896
Saved in:
6
A credit risk model with an automatic override for innovative small and medium-sized enterprises
Angilella, Silvia
;
Mazzù, Sebastiano
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1784-1800
Persistent link: https://www.econbiz.de/10012214779
Saved in:
7
Multi-objective optimisation of risk and business strategy in real-world supply networks in the presence of uncertainty
Petrovic, Dobrila
;
Kalata, Magdalena
- In:
Journal of the Operational Research Society
70
(
2019
)
11
,
pp. 1869-1884
Persistent link: https://www.econbiz.de/10012214827
Saved in:
8
Incorporating single and multiple losses in operational risk : a multi-period perspective
Mizgier, Kamil J.
;
Wimmer, Maximilian
- In:
Journal of the Operational Research Society
69
(
2018
)
3
,
pp. 358-371
Persistent link: https://www.econbiz.de/10012225020
Saved in:
9
An evolutionary strategy for multiobjective reinsurance optimization
Román, Sebastián
;
Villegas, Andrés M.
;
Villegas, Juan G.
- In:
Journal of the Operational Research Society
69
(
2018
)
10
,
pp. 1661-1677
Persistent link: https://www.econbiz.de/10012229185
Saved in:
10
A Darwinian view on internal models
Embrechts, Paul
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011847418
Saved in:
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