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~isPartOf:"Applied economics"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Credit risk"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Search: subject_exact:"Risk measure"
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Credit risk
Multivariate Verteilung
Prognoseverfahren
Risk
Risk measure
164
Risikomaß
163
Theorie
109
Theory
109
Portfolio selection
80
Portfolio-Management
80
Risiko
67
Risikomanagement
52
Risk management
52
Measurement
33
Messung
33
Stochastic process
32
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32
Mathematical programming
31
Mathematische Optimierung
31
Statistical distribution
25
Statistische Verteilung
25
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23
ARCH-Modell
23
Estimation
21
Schätzung
21
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18
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18
Multivariate distribution
17
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15
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15
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15
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12
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12
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12
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12
Stochastic programming
12
Robust statistics
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Robustes Verfahren
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95
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Blazsek, Szabolcs
3
Allen, David E.
2
Barbi, Massimiliano
2
Boonen, Tim J.
2
Brandtner, Mario
2
Grechuk, Bogdan
2
Hammoudeh, Shawkat
2
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2
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2
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2
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2
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Romagnoli, Silvia
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2
Singh, Abhay Kumar
2
Siu, Tak Kuen
2
Sun, Jie
2
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2
Abuzayed, Bana
1
Ahmadi-Javid, Amir
1
Al-Fayoumi, Nedal
1
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1
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1
Alles, Lakshman
1
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1
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1
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1
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1
Centrone, Francesca
1
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1
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1
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1
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Applied economics
European journal of operational research : EJOR
Insurance / Mathematics & economics
143
Journal of banking & finance
87
Risks : open access journal
75
Finance research letters
56
International journal of forecasting
49
Journal of risk
49
Quantitative finance
39
Economic modelling
38
Energy economics
38
International review of financial analysis
38
Discussion paper / Tinbergen Institute
34
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of forecasting
33
The journal of risk model validation
28
Journal of risk and financial management : JRFM
27
Journal of empirical finance
26
Computational economics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Finance and stochastics
23
International review of economics & finance : IREF
23
The European journal of finance
23
International journal of theoretical and applied finance
22
Journal of risk management in financial institutions
22
Mathematics of operations research
22
Research paper series / Swiss Finance Institute
20
Scandinavian actuarial journal
20
The journal of credit risk : published quarterly by Incisive Media
20
Journal of international financial markets, institutions & money
19
Pacific-Basin finance journal
19
SFB 649 discussion paper
19
Journal of financial econometrics
18
Applied economics letters
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Mathematics and financial economics
17
Operations research
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of economic dynamics & control
15
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ECONIS (ZBW)
95
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1
Index policy for multiarmed bandit problem with dynamic risk measures
Malekipirbazari, Milad
;
Çavuş, Özlem
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 627-640
Persistent link: https://www.econbiz.de/10014456308
Saved in:
2
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
3
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
4
Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
Saved in:
5
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
6
Distortion risk measure under parametric ambiguity
Shao, Hui
;
Zhang, Zhe George
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1159-1172
Persistent link: https://www.econbiz.de/10014440209
Saved in:
7
Loss function-based change point detection in risk measures
Lazar, Emese
;
Wang, Shixuan
;
Xue, Xiaohan
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 415-431
Persistent link: https://www.econbiz.de/10014340186
Saved in:
8
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:
9
Adjusted Rényi entropic value-at-risk
Zou, Zhenfeng
;
Wu, Qinyu
;
Xia, Zichao
;
Hu, Taizhong
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 255-268
Persistent link: https://www.econbiz.de/10014276754
Saved in:
10
Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 322-347
Persistent link: https://www.econbiz.de/10014278005
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