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~isPartOf:"Applied economics"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Credit risk"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Robustes Verfahren"
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Credit risk
Multivariate Verteilung
Prognoseverfahren
Robustes Verfahren
Risk measure
164
Risikomaß
163
Theorie
109
Theory
109
Portfolio selection
80
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Blazsek, Szabolcs
3
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2
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2
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Applied economics
European journal of operational research : EJOR
International journal of forecasting
49
Journal of banking & finance
46
Insurance / Mathematics & economics
35
Risks : open access journal
34
Finance research letters
33
Journal of forecasting
32
Journal of risk
26
The North American journal of economics and finance : a journal of financial economics studies
26
Discussion paper / Tinbergen Institute
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Energy economics
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International review of financial analysis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The journal of risk model validation
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The journal of credit risk : published quarterly by Incisive Media
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Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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The European journal of finance
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International review of economics & finance : IREF
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Pacific-Basin finance journal
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School of Accounting, Finance and Economics & FEMARC working paper series
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Journal of financial services research : JFSR
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
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1
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:
2
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:
3
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:
4
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:
5
Markov decision processes with recursive risk measures
Bäuerle, Nicole
;
Glauer, Alexander
- In:
European journal of operational research : EJOR
296
(
2022
)
3
,
pp. 953-966
Persistent link: https://www.econbiz.de/10013255611
Saved in:
6
Simulation methods for robust risk assessment and the distorted mix approach
Kim, Sojung
;
Weber, Stefan
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 380-398
Persistent link: https://www.econbiz.de/10013206852
Saved in:
7
Target-based distributionally robust optimization for single machine scheduling
Pei, Zhi
;
Lu, Haimin
;
Jin, Qingwei
;
Zhang, Lianmin
- In:
European journal of operational research : EJOR
299
(
2022
)
2
,
pp. 420-431
Persistent link: https://www.econbiz.de/10013207112
Saved in:
8
Copula-based Black-Litterman portfolio optimization
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10013262000
Saved in:
9
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:
10
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
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