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~isPartOf:"Applied economics"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Finance research letters"
~subject:"Basel Accord"
~subject:"Measurement"
~subject:"Messung"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Basel Accord
Measurement
Messung
Risikomaß
169
Risk measure
169
Theorie
73
Theory
73
Portfolio selection
66
Portfolio-Management
66
Risiko
62
Risk
62
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48
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48
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42
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42
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Afonso, Lourdes B.
1
Alqahtani, Faisal
1
Ardakani, Omid M.
1
Aw, Grace
1
Barbi, Massimiliano
1
Baviera, Roberto
1
Bodnar, Taras
1
Boonen, Tim J.
1
Borenstein, Denis
1
Borges, Maria Rosa
1
Chen, Qihao
1
Cho, Yongbok
1
Feng, Runhuan
1
Floryszczak, A.
1
Furman, Edward
1
Gavronski, Pedro Gerhardt
1
González, Oliver
1
Gubareva, Mariya
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Huang, Guanglin
1
Huang, Wenli
1
Huang, Zhuo
1
Hürlimann, Werner
1
Jang, Hyun Jin
1
Keddad, Benjamin
1
Kleinow, Jacob
1
Lee, Eun-joo
1
Lee, Seung-Hwan
1
Lee, Yong Woong
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Li, Xiping
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Liang, Fang
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Lévy Véhel, Jacques
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Majri, M.
1
Majumder, Debasish
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Malone, Chris B.
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Moreira, Fernando
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Pan, Xiao
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Park, Sumin
1
Parolya, Nestor
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Privault, Nicolas
1
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Applied economics
Astin bulletin : the journal of the International Actuarial Association
Finance research letters
Insurance / Mathematics & economics
111
Journal of banking & finance
38
Journal of risk
36
Risks : open access journal
35
European journal of operational research : EJOR
31
Mathematics of operations research
19
International journal of theoretical and applied finance
18
Finance and stochastics
17
Mathematics and financial economics
17
The journal of operational risk
17
Econometric Institute research papers
15
Quantitative finance
15
The journal of risk model validation
14
Discussion paper / Tinbergen Institute
13
Journal of risk management in financial institutions
13
Research paper series / Swiss Finance Institute
12
Scandinavian actuarial journal
12
International review of financial analysis
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Working paper
11
Operations research
10
Economic modelling
9
Journal of forecasting
9
International review of economics & finance : IREF
8
Journal of financial econometrics
8
Journal of risk and financial management : JRFM
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Operations research letters
8
The journal of credit risk : published quarterly by Incisive Media
8
ASTIN bulletin : the journal of the International Actuarial Association
7
Computational economics
7
Journal of financial stability
7
Journal of international financial markets, institutions & money
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Applied economics letters
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ECONIS (ZBW)
29
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1
Measuring systemic risk contribution : a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
Saved in:
2
The Piggy Bank Index : an intuitive risk measure to assess liquidity and capital adequacy in banks
González, Oliver
;
Keddad, Benjamin
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490272
Saved in:
3
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
4
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
5
Subjectivity in conventional tail measures : an exploratory model with "risks & biases"
Majumder, Debasish
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473436
Saved in:
6
Coherent measure of portfolio risk
Ardakani, Omid M.
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014525068
Saved in:
7
The measure of model risk in credit capital requirements
Baviera, Roberto
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494868
Saved in:
8
Asymmetric asset correlation in credit portfolios
Cho, Yongbok
;
Lee, Yong Woong
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478636
Saved in:
9
Measuring systemic risk via GAS models and extreme value theory : revisiting the 2007 financial crisis
Gavronski, Pedro Gerhardt
;
Ziegelmann, Flavio A.
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012490211
Saved in:
10
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
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