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subject:"Derivative"
subject:"Theory"
~isPartOf:"Journal of risk"
~subject:"Operationelles Risiko"
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Search: subject_exact:"Risk management"
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Derivative
Theory
Operationelles Risiko
Risikomanagement
76
Risk management
76
Portfolio selection
40
Portfolio-Management
40
Risikomaß
40
Risk measure
40
Theorie
32
risk management
23
Risiko
20
Risk
20
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19
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value-at-risk (VaR)
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Ausreißer
5
Outliers
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Aarons, Mark
1
Arici, G.
1
Auer, Benjamin R.
1
Baule, Rainer
1
Belles-Sampera, Jaume
1
Bertram, Philip
1
Boeve, Rolf
1
Braun, Valentin
1
Breton, Michèle
1
Börner, Christoph J.
1
Castellanos, Jenny
1
Ceretta, Paulo Sergio
1
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1
Charoenwong, Ben
1
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1
Cong, Jianfa
1
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1
Dalai, M.
1
Deaton, Brian D.
1
Deege, Matthias
1
Desmettre, Sascha
1
Embrechts, Paul
1
Emmer, Susanne
1
Feng, Guanhao
1
Guillén, Montserrat
1
Gzyl, Henryk
1
Hackethal, Andreas
1
Hesse, Frederik
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Jadhav, Deepak
1
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1
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1
Kratz, Marie
1
Lau, Christian
1
Leonardi, Roberto
1
Li, Phillip
1
Li, Yuying
1
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Journal of risk
Insurance / Mathematics & economics
162
European journal of operational research : EJOR
123
The journal of operational risk
118
Journal of banking & finance
101
Risks : open access journal
79
SpringerLink / Bücher
74
Journal of risk management in financial institutions
50
Energy economics
39
Europäische Hochschulschriften / 5
38
Finance research letters
36
Gabler Edition Wissenschaft
36
Journal of risk and financial management : JRFM
35
NBER working paper series
35
Working paper / National Bureau of Economic Research, Inc.
32
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Quantitative finance
31
International journal of production economics
28
International journal of production research
27
NBER Working Paper
26
Research paper series / Swiss Finance Institute
25
Economic modelling
24
International journal of theoretical and applied finance
24
International review of financial analysis
23
Wiley finance series
23
Scandinavian actuarial journal
22
The European journal of finance
22
Journal of empirical finance
21
Die Bank
20
Finance and stochastics
20
American journal of agricultural economics
19
Applied economics
19
International review of economics & finance : IREF
19
Schriftenreihe Finanzmanagement
19
Discussion paper
18
Discussion paper / Centre for Economic Policy Research
18
Managing business risk : a practical guide to protecting your business
18
Risiko-Manager
18
The journal of risk model validation
18
Computers & operations research : and their applications to problems of world concern ; an international journal
17
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ECONIS (ZBW)
33
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1
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:
2
Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
Saved in:
3
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
4
Optimal equity protection of Solvency II regulated portfolios
Vaucher, Benoit
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 69-81
Persistent link: https://www.econbiz.de/10011847474
Saved in:
5
The quickest way to lose the money you cannot afford to lose : reverse stress testing with maximum entropy
Rebonato, Riccardo
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 83-93
Persistent link: https://www.econbiz.de/10011847481
Saved in:
6
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
7
Optimal foreign exchange hedge tenor with liquidity risk
Zhang, Rongju
;
Aarons, Mark
;
Loeper, Gregoire
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012500295
Saved in:
8
Does higher-frequency data always help to predict longer-horizon volatility?
Charoenwong, Ben
;
Feng, Guanhao
- In:
Journal of risk
19
(
2017
)
5
,
pp. 55-75
Persistent link: https://www.econbiz.de/10011747111
Saved in:
9
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:
10
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
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