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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of banking & finance"
~subject:"Finanzkrise"
~subject:"Kreditrisiko"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
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Finanzkrise
Kreditrisiko
Prognoseverfahren
Risikomaß
Risk measure
212
Theorie
97
Theory
97
Portfolio selection
86
Portfolio-Management
86
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60
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60
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52
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52
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35
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Weiß, Gregor
5
Daníelsson, Jón
4
Pérignon, Christophe
4
Strobel, Frank
4
Bali, Turan G.
3
Brandtner, Mario
3
Dias, Alexandra
3
McNeil, Alexander J.
3
Paterlini, Sandra
3
Uryasev, Stan
3
Acerbi, Carlo
2
Armstrong, John
2
Bernard, Carole
2
Breuer, Thomas
2
Brigo, Damiano
2
Campbell, Rachel
2
Caporin, Massimiliano
2
Cui, Xueting
2
Dowd, Kevin
2
Escanciano, Juan Carlos
2
Fabozzi, Frank J.
2
Faff, Robert W.
2
Fermanian, Jean-David
2
Gatzert, Nadine
2
Gordy, Michael B.
2
Huisman, Ronald
2
Jacobson, Tor
2
Kim, Young Shin
2
Koedijk, Kees
2
Li, Yuying
2
Lönnbark, Carl
2
Munari, Cosimo-Andrea
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Qin, Xiao
2
Račev, Svetlozar T.
2
Rockafellar, Ralph Tyrrell
2
Roszbach, Kasper
2
Rösch, Daniel
2
Santucci de Magistris, Paolo
2
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Seminar on Statistical and Computational Problems in Risk Management: VaR and Beyond VaR <2001, Rom>
1
Università degli studi di Roma "La Sapienza"
1
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Applied economics letters
Journal of banking & finance
Insurance / Mathematics & economics
217
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
93
Economic modelling
69
Energy economics
69
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
62
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
45
Journal of forecasting
42
Journal of econometrics
41
Computational economics
38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
32
Working papers
32
Scandinavian actuarial journal
31
Finance and stochastics
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
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ECONIS (ZBW)
212
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1
(Simple) ΔCoVaR bounds
Mercadier, Mathieu
;
Strobel, Frank
- In:
Applied economics letters
30
(
2023
)
14
,
pp. 1874-1881
Persistent link: https://www.econbiz.de/10014305372
Saved in:
2
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:
3
Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
Saved in:
4
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
5
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
6
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
7
Dependence structure and risk spillover among nonferrous metal futures : a vine copula approach
Ouyang, Ruolan
;
Ma, Jinming
;
Xiao, Xiaoxia
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1253-1260
Persistent link: https://www.econbiz.de/10014303863
Saved in:
8
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
9
Computing optimal portfolios of multi-assets with tail risk : the case of bitcoin
Popova, Ivilina
;
Yau, Jot
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1618-1626
Persistent link: https://www.econbiz.de/10014304579
Saved in:
10
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
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