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subject:"Derivative"
subject:"Risk measure"
~isPartOf:"International journal of financial engineering"
~isPartOf:"The journal of risk model validation"
~isPartOf:"Working papers"
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Derivative
Risk measure
Risk management
95
Risikomanagement
94
Risikomaß
40
Theorie
36
Theory
36
Portfolio selection
29
Portfolio-Management
29
Risiko
24
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24
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20
Kreditrisiko
20
risk management
17
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16
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13
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backtesting
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Billio, Monica
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Pelizzon, Loriana
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Caporin, Massimiliano
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Chlebus, Marcin
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1
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International journal of financial engineering
The journal of risk model validation
Working papers
Insurance / Mathematics & economics
101
Journal of banking & finance
65
Risks : open access journal
56
European journal of operational research : EJOR
46
Energy economics
42
Journal of risk
42
Finance research letters
35
Economic modelling
28
The North American journal of economics and finance : a journal of financial economics studies
28
International review of financial analysis
27
The journal of operational risk
27
Journal of risk management in financial institutions
26
Quantitative finance
24
International review of economics & finance : IREF
22
International journal of theoretical and applied finance
21
Applied economics
20
SpringerLink / Bücher
20
Journal of risk and financial management : JRFM
19
The European journal of finance
18
Discussion paper / Tinbergen Institute
14
Journal of empirical finance
14
Finance and stochastics
13
International journal of forecasting
13
Journal of econometrics
13
Journal of financial stability
13
Research in international business and finance
13
Research paper series / Swiss Finance Institute
13
The journal of credit risk : published quarterly by Incisive Media
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Agricultural finance review
12
Schriftenreihe Finanzmanagement
12
The journal of futures markets
12
International journal of risk assessment and management : IJRAM
11
Journal of international financial markets, institutions & money
11
Journal of mathematical finance
11
Computational economics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
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ECONIS (ZBW)
46
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1
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
2
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
3
HRP performance comparison in portfolio optimization under various codependence and distance metrics
Barziy, Illya
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322189
Saved in:
4
Value-at-risk: the comparison of state-of-the-art models on varous assets
Kielak, Karol
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322235
Saved in:
5
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
6
Hedging rainfall risk : an illustrative analysis of rainfall index-based futures contracts
Dileep N.
;
Kotreshwar G.
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014521332
Saved in:
7
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
8
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
9
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
10
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
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