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subject:"Derivat"
type_genre:"Lehrbuch"
~isPartOf:"The journal of risk model validation"
~subject:"Finanzanalyse"
~subject:"Theory"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
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Derivat
Finanzanalyse
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USA
Risikomanagement
47
Risk management
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Risikomaß
23
Risk measure
23
Credit risk
16
Kreditrisiko
16
Theorie
16
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backtesting
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model risk
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credit risk
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model validation
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risk management
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18
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Bloxham, Nicholas
2
Jacobs, Michael <Jr.>
2
Mitic, Peter
2
Abad, Pilar
1
Arnsdorf, Matthias
1
Arrieta, Daniel
1
Benito Muela, Sonia
1
Breeden, Joseph L.
1
Cooper, James
1
Dekker, Peter
1
Ding, Lei
1
Dobrinov, Nikolay
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Du, Zunwei
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1
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Levonian, Mark E.
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Lin, Liyi
1
Loois, Miriam
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1
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Sensenbrenner, Frank J.
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Wang, Hu
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Wing, Jean Paul Chung
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Yang, Bill Huajian
1
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1
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The journal of risk model validation
Insurance / Mathematics & economics
160
European journal of operational research : EJOR
126
Journal of banking & finance
100
Risks : open access journal
74
Journal of risk management in financial institutions
48
Energy economics
42
Finance research letters
38
Journal of risk and financial management : JRFM
37
The journal of operational risk
34
Journal of risk
33
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Quantitative finance
32
Agricultural finance review
29
International journal of production economics
29
International review of financial analysis
27
The review of financial studies
27
Economic modelling
26
International journal of production research
25
International journal of theoretical and applied finance
24
The journal of finance : the journal of the American Finance Association
24
American journal of agricultural economics
23
Journal of financial economics
23
Journal of empirical finance
22
Scandinavian actuarial journal
22
The European journal of finance
21
Applied economics
20
Finance and stochastics
20
The journal of risk and insurance : the journal of the American Risk and Insurance Association
20
International journal of project management : the journal of The International Project Management Association
18
International review of economics & finance : IREF
18
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
17
The North American journal of economics and finance : a journal of financial economics studies
17
Computers & operations research : and their applications to problems of world concern ; an international journal
16
Die Bank
16
International journal of risk assessment and management : IJRAM
16
The journal of credit risk : published quarterly by Incisive Media
16
The journal of portfolio management : a publication of Institutional Investor
16
Journal of economic dynamics & control
15
Journal of financial intermediation
15
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ECONIS (ZBW)
18
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1
Exchange rate risk management for contractors within a hybrid payment scheme : a case study in Punta del Este, Uruguay
Egozcue, Martín
- In:
The journal of risk model validation
17
(
2023
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014485778
Saved in:
2
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
3
Quantifying model selection risk in macroeconomic sensitivity models
Breeden, Joseph L.
;
Dobrinov, Nikolay
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 55-71
Persistent link: https://www.econbiz.de/10014540599
Saved in:
4
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
5
Model risk qualification based on relative entropy
Arrieta, Daniel
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014540603
Saved in:
6
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
Saved in:
7
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
8
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
9
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
Saved in:
10
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
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