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subject:"Risk"
type_genre:"Elektronischer Datenträger als Beilage"
~person:"Bhansali, Vineer"
~person:"Guillén, Montserrat"
~subject:"Extreme values"
~type_genre:"Article in journal"
~type_genre:"Guidebook"
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Risk
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19
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10
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8
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risk management
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Elektronischer Datenträger als Beilage
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Bhansali, Vineer
Guillén, Montserrat
Wang, Ruodu
16
Mao, Tiantian
10
Boonen, Tim J.
7
Cai, Jun
7
Gleißner, Werner
7
Li, Jianping
7
Li, Johnny Siu-Hang
7
Qazi, Abroon
7
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7
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7
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6
Kakushadze, Zura
6
Rüschendorf, Ludger
6
Tan, Ken Seng
6
Broll, Udo
5
Chen, Zhiping
5
Cossette, Hélène
5
Embrechts, Paul
5
Furman, Edward
5
Ghadge, Abhijeet
5
Mitra, Sovan
5
Naeem, Muhammad Abubakr
5
Puccetti, Giovanni
5
Quigley, John
5
Rashid, Abdul
5
Rosazza Gianin, Emanuela
5
Stoja, Evarist
5
Turvey, Calum Greig
5
Van Vuuren, Gary
5
Yang, Fan
5
Zhu, Xiaoqian
5
Asimit, Alexandru V.
4
Balbás, Beatriz
4
Brandtner, Mario
4
Chaudhry, Sajid M.
4
Cheng, T. C. E.
4
Cheung, Ka Chun
4
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4
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The journal of investing
3
Insurance / Mathematics & economics
2
Journal of risk
1
Risks : open access journal
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of operational risk
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
11
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1
Continuing risks
Constantinescu, Corina
;
Guillén, Montserrat
; …
- In:
Risks : open access journal
11
(
2023
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10014232583
Saved in:
2
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:
3
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
4
Forecasting compositional risk allocations
Boonen, Tim J.
;
Guillén, Montserrat
;
Santolino, Miguel
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 79-86
Persistent link: https://www.econbiz.de/10011990442
Saved in:
5
Distortion risk measures for nonnegative multivariate risks
Guillén, Montserrat
;
Sarabia Alzaga, José Maria
; …
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 35-57
Persistent link: https://www.econbiz.de/10011895037
Saved in:
6
Right tail hedging: managing risk when markets melt up
Bhansali, Vineer
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
7
,
pp. 55-62
Persistent link: https://www.econbiz.de/10012260366
Saved in:
7
What attitudes to risk underlie distortion risk measure choices?
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 101-109
Persistent link: https://www.econbiz.de/10011492606
Saved in:
8
The risk in risk parity : a factor-based analysis of asset-based risk parity
Bhansali, Vineer
;
Davis, Joshua M.
;
Rennison, Graham
; …
- In:
The journal of investing
21
(
2012
)
3
,
pp. 102-110
Persistent link: https://www.econbiz.de/10009672546
Saved in:
9
Active risk parity
Bhansali, Vineer
- In:
The journal of investing
21
(
2012
)
3
,
pp. 88-92
Persistent link: https://www.econbiz.de/10009672549
Saved in:
10
How much risk is mitigated by LTC protection schemes? : a methodological note and a case study of the public system in Spain
Guillén, Montserrat
;
Comas-Herrera, Adelina
- In:
The Geneva papers on risk and insurance - issues and …
37
(
2012
)
4
,
pp. 712-724
Persistent link: https://www.econbiz.de/10009675294
Saved in:
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