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~isPartOf:"Applied economics letters"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The journal of risk model validation"
~subject:"Portfolio selection"
~subject:"Stochastischer Prozess"
~subject:"Welt"
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Search: subject:"Expected Shortfall"
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Portfolio selection
Stochastischer Prozess
Welt
Risikomaß
213
Risk measure
213
Theorie
126
Theory
126
Portfolio-Management
90
Risiko
71
Risikomanagement
71
Risk
71
Risk management
71
Measurement
47
Messung
47
Stochastic process
33
Mathematical programming
30
Mathematische Optimierung
30
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Credit risk
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value-at-risk (VaR)
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English
115
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Grechuk, Bogdan
3
Boonen, Tim J.
2
Brandtner, Mario
2
Cesarone, Francesco
2
Chen, Fen-ying
2
Colucci, Stefano
2
Gao, Jianjun
2
Gonpot, Preethee Nunkoo
2
Kürsten, Wolfgang
2
Lee, Yong Woong
2
Ling, Aifan
2
Pichler, Alois
2
Puerto, Justo
2
Rischau, Robert
2
Shapiro, Alexander
2
Sun, Jie
2
Yang, Bill Huajian
2
Yang, Xiaoguang
2
Ahmadi-Javid, Amir
1
Alem, Douglas
1
Alkhaleel, Basem A.
1
Almudhaf, Fahad
1
Ansaripoor, Amir H.
1
Ardia, David
1
Asimit, Alexandru V.
1
Ausín, M. Concepción
1
Babat, Onur
1
Bahramgiri, Mohsen
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Barrieu, Pauline
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1
Büyüktahtakın, İ. Esra
1
Cai, Chunlin
1
Cai, Jun
1
Campi, Marco C.
1
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1
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Applied economics letters
European journal of operational research : EJOR
The journal of risk model validation
Insurance / Mathematics & economics
110
Journal of banking & finance
87
Journal of risk
60
Finance research letters
53
Risks : open access journal
53
Economic modelling
42
International review of financial analysis
42
Quantitative finance
41
The North American journal of economics and finance : a journal of financial economics studies
35
Energy economics
33
Journal of risk and financial management : JRFM
32
International journal of theoretical and applied finance
29
Discussion paper / Tinbergen Institute
28
Applied economics
24
International review of economics & finance : IREF
24
Computational economics
22
Journal of economic dynamics & control
20
Journal of empirical finance
20
Research in international business and finance
20
Research paper series / Swiss Finance Institute
20
The European journal of finance
20
Finance and stochastics
19
Operations research
19
Journal of international financial markets, institutions & money
18
Econometric Institute research papers
17
Journal of econometrics
17
Journal of risk management in financial institutions
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
The journal of asset management
17
Working paper
17
International journal of forecasting
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of forecasting
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Mathematics and financial economics
13
Operations research letters
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Pacific-Basin finance journal
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ECONIS (ZBW)
115
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1
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
2
Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance
Cai, Jun
;
Liu, Fangda
;
Yin, Mingren
- In:
European journal of operational research : EJOR
318
(
2024
)
1
,
pp. 310-326
Persistent link: https://www.econbiz.de/10015047732
Saved in:
3
Assessing systemic risk of Islamic banks during the COVID-19 pandemic crisis
Fatnassi, Ibrahim
;
Hammami, Yacine
- In:
Applied economics letters
31
(
2024
)
11
,
pp. 1037-1044
Persistent link: https://www.econbiz.de/10014557987
Saved in:
4
Did COVID-19 increase equity market risk exposure? : evidence from China, the UK, and the US
Li, Matthew C.
;
Lai, Catherine C.
;
Xiao, Ling
- In:
Applied economics letters
29
(
2022
)
6
,
pp. 567-571
Persistent link: https://www.econbiz.de/10012873353
Saved in:
5
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:
6
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:
7
Worst-case Conditional Value at Risk for asset liability management : a framework for general loss functions
Ghahtarani, Alireza
;
Saif, Ahmed
;
Ghasemi, Alireza
- In:
European journal of operational research : EJOR
318
(
2024
)
2
,
pp. 500-519
Persistent link: https://www.econbiz.de/10015047959
Saved in:
8
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
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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