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subject:"Financial crisis"
~isPartOf:"Journal of risk management in financial institutions"
~subject:"Measurement"
~subject:"Portfolio-Management"
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Financial crisis
Measurement
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Risikomaß
47
Risk measure
47
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20
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20
Theorie
15
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15
Bank risk
11
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11
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George, Constantine
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1
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1
Soumaré, Issouf
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Toms, J. Steven
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Wilkens, Sascha
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Journal of risk management in financial institutions
Insurance / Mathematics & economics
156
Journal of banking & finance
99
European journal of operational research : EJOR
78
Journal of risk
73
Finance research letters
62
Risks : open access journal
60
Quantitative finance
43
International review of financial analysis
41
Economic modelling
40
The North American journal of economics and finance : a journal of financial economics studies
39
Discussion paper / Tinbergen Institute
36
Journal of risk and financial management : JRFM
32
Journal of economic dynamics & control
28
Finance and stochastics
27
The journal of risk model validation
27
Applied economics
26
International journal of theoretical and applied finance
26
International review of economics & finance : IREF
24
The European journal of finance
24
Computational economics
23
Journal of international financial markets, institutions & money
22
Journal of empirical finance
21
Mathematics and financial economics
21
Mathematics of operations research
21
Research in international business and finance
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Operations research
20
Research paper series / Swiss Finance Institute
19
Scandinavian actuarial journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
18
Working paper
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Applied economics letters
17
International journal of forecasting
17
The journal of asset management
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Journal of econometrics
16
Operations research letters
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Econometric Institute research papers
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Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
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
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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
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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
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:
5
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:
6
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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7
The top 14 challenges for today’s model risk managers : has the time come to think about going beyond SR11-7?
Hill, Jon R.
- In:
Journal of risk management in financial institutions
12
(
2019
)
2
,
pp. 145-167
Persistent link: https://www.econbiz.de/10012065278
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8
Machine learning in risk measurement : Gaussian process regression for value-at-risk and expected shortfall
Wilkens, Sascha
- In:
Journal of risk management in financial institutions
12
(
2019
)
3
,
pp. 374-383
Persistent link: https://www.econbiz.de/10012131743
Saved in:
9
Market risk calculation for private equity fund-of-funds
Henzler, Jörg
;
George, Constantine
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
4
,
pp. 328-360
Persistent link: https://www.econbiz.de/10011980279
Saved in:
10
Managing model risk : editorial
Mark, Robert
- In:
Journal of risk management in financial institutions
9
(
2016
)
3
,
pp. 204-206
Persistent link: https://www.econbiz.de/10011661825
Saved in:
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