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subject:"Hedging"
~isPartOf:"Journal of risk"
~subject:"Kreditrisiko"
~subject:"Messung"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
Kreditrisiko
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market risk
Portfolio selection
110
Portfolio-Management
110
Risikomaß
57
Risk measure
57
Theorie
41
Theory
41
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Jarrow, Robert A.
2
Aarons, Mark
1
Alemany, Ramon
1
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1
Balbás de la Corte, Alejandro
1
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1
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1
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Journal of risk
Insurance / Mathematics & economics
93
Journal of banking & finance
82
International journal of theoretical and applied finance
67
Finance research letters
65
International review of financial analysis
51
European journal of operational research : EJOR
43
Finance and stochastics
41
Risks : open access journal
41
International review of economics & finance : IREF
36
Quantitative finance
35
The journal of credit risk : published quarterly by Incisive Media
35
Research paper series / Swiss Finance Institute
34
The journal of futures markets
33
Applied economics
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
31
Energy economics
30
Journal of economic dynamics & control
30
Economic modelling
29
Journal of risk and financial management : JRFM
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Swiss Finance Institute Research Paper
26
The North American journal of economics and finance : a journal of financial economics studies
26
Journal of risk management in financial institutions
23
SpringerLink / Bücher
23
The European journal of finance
23
The journal of risk model validation
23
Journal of financial economics
22
Discussion paper / Deutsche Bundesbank
21
Journal of financial stability
20
Mathematics and financial economics
20
NBER working paper series
20
Applied mathematical finance
19
Journal of mathematical finance
17
The review of financial studies
17
Bundesbank Series 2 Discussion Paper
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Working paper / National Bureau of Economic Research, Inc.
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Computational economics
15
Discussion paper / Tinbergen Institute
15
International journal of financial engineering
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ECONIS (ZBW)
34
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1
The informativeness of risk factor disclosures : estimating the covariance matrix of stock returns using similarity measures
Tilmann, Lukas
;
Walther, Martin J.
- In:
Journal of risk
25
(
2023
)
6
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014546363
Saved in:
2
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
3
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
4
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:
5
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
6
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
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
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
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