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subject:"Risikomaß"
~isPartOf:"Journal of risk management in financial institutions"
~isPartOf:"The journal of risk model validation"
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Risikomaß
Portfolio selection
172
Portfolio-Management
172
Theorie
70
Theory
70
Risk management
52
Risikomanagement
51
Risk measure
41
Credit risk
37
Kreditrisiko
37
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28
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28
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27
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machine learning
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Billio, Monica
3
Chlebus, Marcin
3
Barro, Diana
2
Canestrelli, Elio
2
Colucci, Stefano
2
Yang, Bill Huajian
2
Afonso, António
1
Barziy, Illya
1
Buczyńsk, Mateusz
1
Caporin, Massimiliano
1
Casarin, Roberto
1
Cesarone, Francesco
1
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1
Chen, Wei
1
Cipollini, Fabrizio
1
Cong, Chang
1
Cui, Kaijie
1
Dodgson, Matthew
1
Du, Zunwei
1
Erdman, Donald
1
Fei, Glenn
1
Fischer, Matthias
1
Frattarolo, Lorenzo
1
Gallo, Giampiero M.
1
George, Constantine
1
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Gonpot, Preethee Nunkoo
1
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1
Han, Chulwoo
1
Henzler, Jörg
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1
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1
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1
Kielak, Karol
1
Kontaxis, Grigorios
1
Kupiec, Paul H.
1
Lanza, Fabio
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Law, Keith K. F.
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Journal of risk management in financial institutions
The journal of risk model validation
Working papers
Insurance / Mathematics & economics
105
Journal of banking & finance
77
European journal of operational research : EJOR
62
Journal of risk
57
Risks : open access journal
46
Finance research letters
45
Quantitative finance
40
Economic modelling
31
International review of financial analysis
31
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
International journal of theoretical and applied finance
22
Applied economics
20
Journal of economic dynamics & control
20
Computational economics
19
Journal of empirical finance
19
The European journal of finance
19
Research in international business and finance
18
Finance and stochastics
17
Operations research
17
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of asset management
15
International journal of forecasting
14
Econometric Institute research papers
13
Journal of econometrics
13
Journal of international financial markets, institutions & money
13
Scandinavian actuarial journal
13
The journal of credit risk : published quarterly by Incisive Media
12
Energy economics
11
Journal of forecasting
11
Mathematical finance : an international journal of mathematics, statistics and financial economics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Mathematics and financial economics
11
Operations research letters
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ECONIS (ZBW)
41
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1
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
2
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
3
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
Saved in:
4
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:
5
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:
6
Size does matter : a study on the required window size for optimal quality market risk models
Buczyńsk, Mateusz
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322119
Saved in:
7
HRP performance comparison in portfolio optimization under various codependence and distance metrics
Barziy, Illya
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322189
Saved in:
8
Value-at-risk: the comparison of state-of-the-art models on varous assets
Kielak, Karol
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322235
Saved in:
9
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
10
Nonconvex noncash risk measures
Cong, Chang
;
Zhao, Peibiao
- In:
The journal of risk model validation
15
(
2021
)
2
,
pp. 23-38
Persistent link: https://www.econbiz.de/10012817203
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