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subject:"Hedging"
~accessRights:"restricted"
~isPartOf:"Journal of risk"
~subject:"Forecasting model"
~subject:"Kreditrisiko"
~subject:"value-at-risk (VaR)"
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Hedging
Forecasting model
Kreditrisiko
value-at-risk (VaR)
Portfolio selection
63
Portfolio-Management
63
Risikomaß
33
Risk measure
33
Theorie
33
Theory
33
Risikomanagement
27
Risk management
27
Risiko
19
Risk
19
Estimation
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risk management
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Basler Akkord
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CAPM
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Statistical distribution
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Statistische Verteilung
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portfolio optimization
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25
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Aarons, Mark
1
Alemany, Ramon
1
Baule, Rainer
1
Berens, Tobias
1
Bertagna, Andrea
1
Bolancé, Catalina
1
Boonen, Tim J.
1
Braun, Valentin
1
Buchner, Axel
1
Cicon, James
1
Cong, Jianfa
1
Cortés, David
1
Deliu, Dragos
1
Dionne, Georges
1
Fermanian, Jean-David
1
Fischer, Matthias
1
Florentin, Clément
1
Gaigall, Daniel
1
Gajek, Lesław
1
Gao, Jun
1
Gao, Xiang
1
Hackethal, Andreas
1
Hamerle, Alfred
1
Hassani, Samir Saissi
1
Jarrow, Robert A.
1
Kabaila, Paul
1
Krajewska, Elzbieta
1
Liebig, Thilo
1
Liu, Xiaoli
1
Loeper, Gregoire
1
Lopez, Luca
1
Mainzer, Rheanna
1
Nagl, Maximilian
1
Nassigh, Aldo
1
Njegic, Jovan
1
Padilla Barreto, Alemar E.
1
Parnes, Dror
1
Pedescu, Mirela
1
Pfeuffer, Marius
1
Pioppi, Michele
1
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Journal of risk
Finance research letters
74
International review of financial analysis
63
Journal of banking & finance
51
Energy economics
35
The North American journal of economics and finance : a journal of financial economics studies
33
International review of economics & finance : IREF
32
Applied economics
30
Quantitative finance
30
Insurance / Mathematics & economics
28
Journal of empirical finance
28
SpringerLink / Bücher
28
Management science : journal of the Institute for Operations Research and the Management Sciences
27
European journal of operational research : EJOR
25
Economic modelling
23
Pacific-Basin finance journal
23
International journal of forecasting
22
Research in international business and finance
21
Computational economics
19
Journal of financial economics
19
Discussion papers / CEPR
17
International journal of theoretical and applied finance
17
The European journal of finance
17
Journal of international financial markets, institutions & money
15
The journal of asset management
15
The journal of credit risk : published quarterly by Incisive Media
15
Journal of economic dynamics & control
14
International journal of financial engineering
13
Journal of financial stability
13
Research paper series / Swiss Finance Institute
12
Discussion paper / Centre for Economic Policy Research
11
Finance and stochastics
11
Journal of financial and quantitative analysis : JFQA
11
Journal of forecasting
11
Springer eBook Collection
11
The journal of risk model validation
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied mathematical finance
9
Scandinavian actuarial journal
9
Swiss Finance Institute Research Paper
9
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ECONIS (ZBW)
25
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1
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
2
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
3
Detecting prudence and temperance in risk exposure : the hybrid variance framework
Gao, Jun
;
Gao, Xiang
;
Liu, Xiaoli
;
Wang, Zhan
- In:
Journal of risk
24
(
2022
)
5
,
pp. 75-88
Persistent link: https://www.econbiz.de/10014546352
Saved in:
4
Forecasting the European Monetary Union equity risk premium with regression trees
Cortés, David
;
Soriano, Pilar
- In:
Journal of risk
24
(
2022
)
6
,
pp. 1-23
Persistent link: https://www.econbiz.de/10013549665
Saved in:
5
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
6
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:
7
Hedging incentives for financial institutions
Weert, Frans J. de
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013177132
Saved in:
8
An internal default risk model : simulation of default times and recovery rates within the new fundamental review of the trading book framework
Bertagna, Andrea
;
Deliu, Dragos
;
Lopez, Luca
;
Nassigh, Aldo
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10013177133
Saved in:
9
Empirical analysis of oil risk-minimizing portfolios : the DCC-GARCH-MODWT approach
Zivkov, Dejan
;
Njegic, Jovan
;
Zakic, Vladimir
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 65-91
Persistent link: https://www.econbiz.de/10013177146
Saved in:
10
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
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