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~isPartOf:"Applied economics"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~subject:"Basel Accord"
~subject:"Measurement"
~subject:"Messung"
~subject:"Multivariate Verteilung"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Basel Accord
Measurement
Messung
Multivariate Verteilung
Risikomaß
76
Risk measure
76
Theorie
42
Theory
42
Portfolio selection
27
Portfolio-Management
27
Risiko
26
Risk
26
Statistical distribution
24
Statistische Verteilung
24
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Risk management
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extreme value theory
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25
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Tiwari, Aviral Kumar
3
Barbi, Massimiliano
2
Furman, Edward
2
Hammoudeh, Shawkat
2
Hernandez, Jose Arreola
2
Romagnoli, Silvia
2
Su, Jianxi
2
Afonso, Lourdes B.
1
Al-Yahyaee, Khamis Hamed
1
Allen, David E.
1
Alqahtani, Faisal
1
Boonen, Tim J.
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Borges, Maria Rosa
1
DasGupta, Ranjan
1
Díaz Hernández, Adán
1
Ergen, Ibrahim
1
Feng, Runhuan
1
Floryszczak, A.
1
Geman, Hélyette
1
Goodwin, Barry K.
1
Gubareva, Mariya
1
Hürlimann, Werner
1
Janabi, Mazin A. M. al
1
Jang, Hyun Jin
1
Ji, Qiang
1
Karnakar, Madhusudan
1
Kumar, Satish
1
Lee, Eun-joo
1
Lee, Seung-Hwan
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Lévy Véhel, Jacques
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Majri, M.
1
Mensi, Walid
1
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1
Nguyen, Duc Khuong
1
Nolasco Jáuregui, Oralia
1
Pan, Xiao
1
Park, Sumin
1
Pathak, Rajesh
1
Powell, Robert
1
Privault, Nicolas
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Applied economics
Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
128
Journal of banking & finance
48
Risks : open access journal
45
Journal of risk
40
European journal of operational research : EJOR
36
Finance research letters
21
International review of financial analysis
19
Mathematics of operations research
19
Quantitative finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
Finance and stochastics
18
International journal of theoretical and applied finance
18
The journal of operational risk
18
Energy economics
17
Journal of risk and financial management : JRFM
17
Mathematics and financial economics
17
Economic modelling
16
Econometric Institute research papers
15
The journal of risk model validation
15
Discussion paper / Tinbergen Institute
14
Journal of risk management in financial institutions
14
Scandinavian actuarial journal
14
Working paper
13
Journal of forecasting
12
Research paper series / Swiss Finance Institute
12
Computational economics
11
International review of economics & finance : IREF
11
Journal of international financial markets, institutions & money
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Operations research
10
SFB 649 discussion paper
10
Journal of financial econometrics
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
The European journal of finance
9
Applied economics letters
8
Journal of mathematical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
25
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1
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
2
Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches
Tiwari, Aviral Kumar
;
Pathak, Rajesh
;
DasGupta, Ranjan
; …
- In:
Applied economics
53
(
2021
)
58
,
pp. 6770-6788
Persistent link: https://www.econbiz.de/10012697968
Saved in:
3
Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Moosavian, Seyyed Ali Zeytoon Nejad
;
Goodwin, Barry K.
- In:
Applied economics
53
(
2021
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10012416054
Saved in:
4
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
Saved in:
5
Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano
;
Geman, Hélyette
;
Romagnoli, Silvia
- In:
Applied economics
52
(
2020
)
26
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
Saved in:
6
Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Raheem, I. D.
;
Ji, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3055-3072
Persistent link: https://www.econbiz.de/10012221480
Saved in:
7
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
8
Measuring quantile risk hedging effectiveness : a GO-GARCH-EVT-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
Saved in:
9
A conditional equity risk model for regulatory assessment
Floryszczak, A.
;
Lévy Véhel, Jacques
;
Majri, M.
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
1
,
pp. 217-242
Persistent link: https://www.econbiz.de/10012105450
Saved in:
10
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
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