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subject:"Financial crisis"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of risk management in financial institutions"
~subject:"Portfolio-Management"
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Financial crisis
Portfolio-Management
Risk measure
78
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77
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41
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32
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32
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30
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Finance and stochastics
Journal of risk management in financial institutions
Insurance / Mathematics & economics
105
Journal of banking & finance
93
European journal of operational research : EJOR
62
Journal of risk
60
Finance research letters
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Risks : open access journal
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International review of financial analysis
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ECONIS (ZBW)
33
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1
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
2
Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement
Quell, Peter
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 43-52
Persistent link: https://www.econbiz.de/10014489153
Saved in:
3
A generalised latent Poisson factor modelling approach for default correlations in credit portfolios
Saidane, Mohamed
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 89-105
Persistent link: https://www.econbiz.de/10014489156
Saved in:
4
Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z.
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
Saved in:
5
Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
Saved in:
6
Systemic risk analysis and SIFI detection: Mechanisms and measurement
Riccetti, Luca
- In:
Journal of risk management in financial institutions
15
(
2021/2022
)
3
,
pp. 245-259
Persistent link: https://www.econbiz.de/10013391976
Saved in:
7
Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
8
On fairness of systemic risk measures
Biagini, Francesca
;
Fouque, Jean-Pierre
;
Frittelli, Marco
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 513-564
Persistent link: https://www.econbiz.de/10012253395
Saved in:
9
Effective and efficient model risk management
Dodgson, Matthew
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
1
,
pp. 47-58
Persistent link: https://www.econbiz.de/10012250008
Saved in:
10
Sustainable profitability in volatile cyclical markets
Sarraf, Hanna
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
2
,
pp. 182-189
Persistent link: https://www.econbiz.de/10012250026
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