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~accessRights:"restricted"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"The European journal of finance"
~subject:"Risk measure"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Risk measure
Risikomaß
21
Portfolio selection
10
Portfolio-Management
10
Theorie
9
Theory
9
Risikomanagement
7
Risk management
7
Statistical distribution
7
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6
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value-at-risk
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Grundke, Peter
2
Abendschein, Michael
1
Abourashchi, Niloufar
1
Alshater, Muneer Maher
1
Barone-Adesi, Giovanni
1
Bellini, Fabio
1
Bernard, Carole
1
Bernardi, Mauro
1
Bratis, Theodoros
1
Brio, Esther B. del
1
Catania, Leopoldo
1
Chen, Yi-Hsuan
1
Cheng, Jie
1
Choi, Ji-Eun
1
Clacher, Iain
1
Corsaro, Stefania
1
De Luca, Giovanni
1
Di Bernardino, Elena
1
Dobrev, Dobrislav
1
El Khoury, Rim
1
Fall, Malick
1
Fong, Tom
1
Freeman, Mark C.
1
Giannopoulos, Kostas
1
Han, Chulwoo
1
Hillier, David
1
Hong, Yi
1
Karimalis, Emmanouil N.
1
Kemp, Malcolm H. D.
1
Kouretas, Georgios P.
1
Laopodis, Nikiforos
1
Mora-Valencia, Andrés
1
Nasekin, Sergey
1
Nasrallah, Nohade
1
Nesmith, Travis D.
1
Nomikos, Nikos K.
1
Oh, Dong Hwan
1
Perote, Javier
1
Petrella, Lea
1
Rivieccio, Giorgia
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Finance and economics discussion series
The European journal of finance
Insurance / Mathematics & economics
139
Finance research letters
96
European journal of operational research : EJOR
85
Journal of risk
59
Journal of banking & finance
56
The North American journal of economics and finance : a journal of financial economics studies
52
Energy economics
51
International review of financial analysis
47
Economic modelling
46
Quantitative finance
45
Applied economics
41
International journal of forecasting
39
The journal of risk model validation
37
Computational economics
33
International review of economics & finance : IREF
31
Research in international business and finance
28
Journal of econometrics
27
Journal of empirical finance
27
Scandinavian actuarial journal
27
Journal of financial econometrics
25
Pacific-Basin finance journal
25
SpringerLink / Bücher
24
Journal of international financial markets, institutions & money
23
The journal of operational risk
23
International journal of theoretical and applied finance
19
Journal of mathematical finance
19
Operations research
19
Journal of economic dynamics & control
18
Mathematics of operations research
18
Mathematics and financial economics
17
Astin bulletin : the journal of the International Actuarial Association
16
Journal of forecasting
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Operations research letters
16
Applied economics letters
15
Computers & operations research : and their applications to problems of world concern ; an international journal
15
Finance and stochastics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Risk management : a journal of risk, crisis and disaster
15
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ECONIS (ZBW)
21
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1
Assessing systemic risk spillovers from FinTech to China's financial system
Tian, Maoxi
;
El Khoury, Rim
;
Nasrallah, Nohade
; …
- In:
The European journal of finance
30
(
2024
)
8
,
pp. 803–826
Persistent link: https://www.econbiz.de/10014547999
Saved in:
2
On the ranking consistency of systemic risk measures : empirical evidence
Abendschein, Michael
;
Grundke, Peter
- In:
The European journal of finance
28
(
2022
)
3
,
pp. 261-290
Persistent link: https://www.econbiz.de/10013373254
Saved in:
3
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
Saved in:
4
Dynamics among global asset portfolios
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
The European journal of finance
26
(
2020
)
18
,
pp. 1876-1899
Persistent link: https://www.econbiz.de/10012314662
Saved in:
5
Quantifying systemic risk with factor copulas
Chen, Yi-Hsuan
;
Nasekin, Sergey
- In:
The European journal of finance
26
(
2020
)
18
,
pp. 1926-1947
Persistent link: https://www.econbiz.de/10012314665
Saved in:
6
Value-at-Risk dynamics : a copula-VAR approach
De Luca, Giovanni
;
Rivieccio, Giorgia
;
Corsaro, Stefania
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 223-237
Persistent link: https://www.econbiz.de/10012207202
Saved in:
7
Global systemic risk measures and their forecasting power for systemic events
Grundke, Peter
;
Tuchscherer, Michael
- In:
The European journal of finance
25
(
2019
)
3
,
pp. 205-233
Persistent link: https://www.econbiz.de/10012206970
Saved in:
8
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1746-1764
Persistent link: https://www.econbiz.de/10012207145
Saved in:
9
Three regime bivariate normal distribution : a new estimation method for co-value-at-risk, CoVaR
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
The European journal of finance
25
(
2019
)
18
,
pp. 1817-1833
Persistent link: https://www.econbiz.de/10012207151
Saved in:
10
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
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