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subject:"Financial crisis"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of risk management in financial institutions"
~subject:"Portfolio-Management"
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Financial crisis
Portfolio-Management
Risikomaß
121
Risk measure
121
Theorie
43
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43
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42
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Risk management
40
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International review of financial analysis
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
62
Finance research letters
56
Risks : open access journal
49
Economic modelling
40
Quantitative finance
37
The North American journal of economics and finance : a journal of financial economics studies
36
Discussion paper / Tinbergen Institute
34
Journal of risk and financial management : JRFM
30
Journal of economic dynamics & control
26
Applied economics
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The European journal of finance
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Computational economics
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Research in international business and finance
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The journal of risk model validation
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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Finance and stochastics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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International journal of forecasting
16
Operations research
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The journal of asset management
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Applied economics letters
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Econometric Institute research papers
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Energy economics
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Journal of econometrics
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The journal of credit risk : published quarterly by Incisive Media
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Working paper
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Scandinavian actuarial journal
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Pacific-Basin finance journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
53
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1
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
2
Does systemic risk in the fund markets predict future economic downturns?
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492409
Saved in:
3
Is downside risk priced in cryptocurrency market?
Dobrynskaja, V. V.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446931
Saved in:
4
Do green investments improve portfolio diversification? : evidence from mean conditional value-at-risk optimization
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Louhichi, Waël
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543934
Saved in:
5
Do ESG ETFs provide downside risk protection during Covid-19? : evidence from forecast combination models
Huang, Yujun
- In:
International review of financial analysis
94
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014543986
Saved in:
6
Diversifying and hedging REIT portfolios with cryptocurrencies : evidence from global and regional REIT indices
Odusami, Babatunde Olatunji
;
Akinsomi, Omokolade
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014544083
Saved in:
7
From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.
;
Nedeltchev, Dragomir C.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
Saved in:
8
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:
9
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:
10
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
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