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subject:"Financial crisis"
~isPartOf:"Staff working papers / Bank of England"
~subject:"Portfolio-Management"
~subject:"value at risk"
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Financial crisis
Portfolio-Management
value at risk
Risikomaß
10
Risk measure
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6
Risk
6
Estimation
5
Schätzung
5
Finanzkrise
4
Risikomanagement
4
Risk management
4
Theorie
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Theory
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Portfolio selection
3
tail risk
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CAPM
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Co-exceedance
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Forecasting model
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risk contribution
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Harris, Richard D. F.
3
Stoja, Evarist
3
Brookes, James
1
Chatterjee, Somnath
1
Covi, Giovanni
1
Jobst, Andreas A.
1
Lloyd, Simon
1
Manuel, Ed
1
Nguyen, Linh
1
Nguyen, Linh H.
1
Panchev, Konstantin
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Raja, Charumathi
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Staff working papers / Bank of England
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
52
Economic modelling
40
International review of financial analysis
39
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
33
Applied economics
27
Journal of economic dynamics & control
26
The European journal of finance
26
International journal of theoretical and applied finance
25
International review of economics & finance : IREF
22
Computational economics
21
Research in international business and finance
21
The journal of risk model validation
21
Journal of empirical finance
20
Journal of international financial markets, institutions & money
20
Finance and stochastics
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Research paper series / Swiss Finance Institute
18
Applied economics letters
17
Operations research
17
Energy economics
16
International journal of forecasting
16
The journal of asset management
16
Econometric Institute research papers
15
Journal of econometrics
15
Journal of forecasting
15
Journal of risk management in financial institutions
14
The journal of credit risk : published quarterly by Incisive Media
14
Working paper
14
Scandinavian actuarial journal
13
Working papers
13
Pacific-Basin finance journal
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
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ECONIS (ZBW)
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Measuring Capital at Risk in the UK banking sector: a microstructural network approach
Covi, Giovanni
;
Brookes, James
;
Raja, Charumathi
-
2022
Persistent link: https://www.econbiz.de/10013286826
Saved in:
2
Market-implied systemic risk and shadow capital adequacy
Chatterjee, Somnath
;
Jobst, Andreas A.
-
2019
Persistent link: https://www.econbiz.de/10012202397
Saved in:
3
Foreign vulnerabilities, domestic risks : the global drivers of GDP-at-Risk
Lloyd, Simon
;
Manuel, Ed
;
Panchev, Konstantin
-
2021
Persistent link: https://www.econbiz.de/10012795156
Saved in:
4
The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.
;
Stoja, Evarist
;
Tan, Linzhi
-
2016
Persistent link: https://www.econbiz.de/10011480647
Saved in:
5
Systematic tail risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
-
2016
Persistent link: https://www.econbiz.de/10011581609
Saved in:
6
Extreme downside risk and financial crises
Harris, Richard D. F.
;
Nguyen, Linh H.
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402719
Saved in:
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