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subject:"Derivative"
subject:"Risk measure"
~isPartOf:"Computational economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Credit derivative"
~subject:"Measurement"
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Search: subject_exact:"Risk management"
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Derivative
Risk measure
Credit derivative
Measurement
Risk management
80
Risikomanagement
78
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38
Theorie
35
Theory
35
Portfolio selection
28
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28
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24
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Brigo, Damiano
2
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Computational economics
International journal of forecasting
International journal of theoretical and applied finance
Insurance / Mathematics & economics
104
Journal of banking & finance
72
Risks : open access journal
59
European journal of operational research : EJOR
48
Journal of risk
43
Energy economics
42
Finance research letters
41
The journal of operational risk
38
Journal of risk management in financial institutions
31
The North American journal of economics and finance : a journal of financial economics studies
29
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28
International review of financial analysis
27
SpringerLink / Bücher
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24
International review of economics & finance : IREF
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21
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15
Journal of empirical finance
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Journal of financial stability
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Schriftenreihe Finanzmanagement
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The journal of credit risk : published quarterly by Incisive Media
14
Agricultural finance review
13
Finance and stochastics
13
Journal of econometrics
13
Research in international business and finance
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
International journal of risk assessment and management : IJRAM
12
The journal of futures markets
12
Working papers
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Journal of international financial markets, institutions & money
11
Journal of mathematical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
11
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ECONIS (ZBW)
46
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1
Daily growth at risk : financial or real drivers? : the answer is not always the same
Chuliá, Helena
;
Garron, Ignacio
;
Uribe, Jorge
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 762-776
Persistent link: https://www.econbiz.de/10014547204
Saved in:
2
An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià
;
Cristobal-Fransi, Eduard
;
Vintrò, Carla
; …
- In:
Computational economics
61
(
2023
)
1
,
pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
Saved in:
3
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
4
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
5
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
6
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
7
Dependence and systemic risk analysis between S&P 500 index and sector indexes : a conditional value-at-risk approach
Jiao, Shoukun
;
Ye, Wuyi
- In:
Computational economics
59
(
2022
)
3
,
pp. 1203-1229
Persistent link: https://www.econbiz.de/10013169244
Saved in:
8
Tail risk early warning system for capital markets based on machine learning algorithms
Zhang, Zongxin
;
Chen, Ying
- In:
Computational economics
60
(
2022
)
3
,
pp. 901-923
Persistent link: https://www.econbiz.de/10013380850
Saved in:
9
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
10
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
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