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type_genre:"Hochschulschrift"
~isPartOf:"Quantitative finance"
~subject:"Basel Accord"
~subject:"Portfolio-Management"
~type_genre:"Article"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Ratgeber"
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Basel Accord
Portfolio-Management
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50
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27
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19
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Quantitative finance
Insurance / Mathematics & economics
103
Journal of banking & finance
71
European journal of operational research : EJOR
58
Journal of risk management in financial institutions
57
Risks : open access journal
53
Journal of risk
46
The journal of operational risk
46
Finance research letters
43
International review of financial analysis
30
The journal of portfolio management : JPM
30
Journal of risk and financial management : JRFM
29
Risiko-Manager
29
The North American journal of economics and finance : a journal of financial economics studies
24
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Economic modelling
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International review of economics & finance : IREF
23
The journal of asset management
20
Die Bank
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International journal of theoretical and applied finance
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
18
The journal of investing
17
The journal of risk model validation
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Applied economics
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Journal of investment management : JOIM
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The European journal of finance
15
The journal of credit risk : published quarterly by Incisive Media
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Energy economics
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Journal of empirical finance
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Scandinavian actuarial journal
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Finance and stochastics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of investment strategies
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Gabler Edition Wissenschaft
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Journal of financial stability
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Journal of risk finance : the convergence of financial products and insurance
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International Journal of Financial Studies : open access journal
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ASTIN bulletin : the journal of the International Actuarial Association
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International journal of financial engineering
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ECONIS (ZBW)
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1
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
2
Hedging error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
Saved in:
3
A data-driven explainable case-based reasoning approach for financial risk detection
Li, Wei
;
Paraschiv, Florentina
;
Sermpinis, Georgios
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2257-2274
Persistent link: https://www.econbiz.de/10013490942
Saved in:
4
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
5
Optimal stop-loss rules in markets with long-range dependence
Xiang, Yun
;
Deng, Shijie
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 253-263
Persistent link: https://www.econbiz.de/10014551974
Saved in:
6
Risk management under weighted limited expected loss
Chen, An
;
Nguyen, Thai
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 593-612
Persistent link: https://www.econbiz.de/10014552107
Saved in:
7
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
8
Kurtosis-based risk parity : methodology and portfolio effects
Braga, M. D.
;
Nava, C. R.
;
Zoia, M. G.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 453-469
Persistent link: https://www.econbiz.de/10014232668
Saved in:
9
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
10
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
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