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subject:"Theorie"
subject:"Theory"
~person:"Hurlin, Christophe"
~person:"Righi, Marcelo Brutti"
~subject:"Derivat"
~subject:"Indexderivat"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risk management"
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Theorie
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Risikomanagement
18
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10
Risk measure
10
Portfolio selection
8
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8
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8
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Hurlin, Christophe
Righi, Marcelo Brutti
Broll, Udo
21
Wang, Ruodu
15
Fabozzi, Frank J.
12
Embrechts, Paul
11
Tan, Ken Seng
11
Bartram, Söhnke M.
8
Mao, Tiantian
8
Cai, Jun
7
Dionne, Georges
7
Gatzert, Nadine
7
Godin, Frédéric
7
Rüschendorf, Ludger
7
Wahl, Jack E.
7
Alexander, Gordon J.
6
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Boonen, Tim J.
6
Chen, Zhiping
6
Chi, Yichun
6
Furman, Edward
6
Härdle, Wolfgang
6
Puccetti, Giovanni
6
Tang, Qihe
6
Baptista, Alexandre M.
5
Bernard, Carole
5
Brandtner, Mario
5
Cheung, Ka Chun
5
Cossette, Hélène
5
Dias, Alexandra
5
Feng, Runhuan
5
Jacobs, Michael <Jr.>
5
Kakushadze, Zura
5
Liu, Fangda
5
McAleer, Michael
5
Mitic, Peter
5
Odening, Martin
5
Schmeiser, Hato
5
Shevchenko, Pavel V.
5
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European journal of operational research : EJOR
2
Journal of banking & finance
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational economics
1
International review of economics & finance : IREF
1
Journal of financial intermediation
1
Journal of forecasting
1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
12
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1
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
2
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
3
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
4
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects
Dumitrescu, Elena
;
Hué, Sullivan
;
Hurlin, Christophe
; …
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1178-1192
Persistent link: https://www.econbiz.de/10013263050
Saved in:
5
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
6
Global risk evolution and diversification : a Copula-DCC-GARCH model approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Revista Brasileira de Finanças : RBFin
10
(
2012
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10010412236
Saved in:
7
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
8
The counterparty risk exposure of ETF investors
Hurlin, Christophe
;
Iseli, Grégoire
;
Pérignon, Christophe
- In:
Journal of banking & finance
102
(
2019
),
pp. 215-230
Persistent link: https://www.econbiz.de/10012162775
Saved in:
9
Pitfalls in systemic-risk scoring
Benoit, Sylvain
;
Hurlin, Christophe
;
Pérignon, Christophe
- In:
Journal of financial intermediation
38
(
2019
),
pp. 19-44
Persistent link: https://www.econbiz.de/10012269638
Saved in:
10
Loss functions for Loss Given Default model comparison
Hurlin, Christophe
;
Leymarie, Jérémy
;
Patin, Antoine
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 348-360
Persistent link: https://www.econbiz.de/10011813102
Saved in:
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