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subject:"Derivative"
subject:"Risk measure"
~isPartOf:"The journal of futures markets"
~isPartOf:"The journal of risk model validation"
~isPartOf:"Working papers"
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Derivative
Risk measure
Risk management
97
Risikomanagement
96
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38
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36
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36
Portfolio selection
26
Portfolio-Management
26
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risk management
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The journal of futures markets
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
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Journal of risk management in financial institutions
26
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24
International review of economics & finance : IREF
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SpringerLink / Bücher
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Journal of empirical finance
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International journal of forecasting
13
Journal of econometrics
13
Journal of financial stability
13
Research in international business and finance
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Research paper series / Swiss Finance Institute
13
The journal of credit risk : published quarterly by Incisive Media
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Agricultural finance review
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Schriftenreihe Finanzmanagement
12
International journal of risk assessment and management : IJRAM
11
Journal of international financial markets, institutions & money
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Journal of mathematical finance
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International journal of financial engineering
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
48
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1
How do firms hedge in financial distress?
Dudley, Evan
;
Andrén, Niclas
;
Jankensgård, Håkan
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1324-1351
Persistent link: https://www.econbiz.de/10013287960
Saved in:
2
Derivative disclosures and managerial opportunism
He, Guanming
;
Ren, Helen Mengbing
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 384-419
Persistent link: https://www.econbiz.de/10014475490
Saved in:
3
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:
4
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
5
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
6
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:
7
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:
8
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:
9
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
10
Commodity tail risks
Ammann, Manuel
;
Mörke, Mathis
;
Prokopczuk, Marcel
; …
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 168-197
Persistent link: https://www.econbiz.de/10014292992
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