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~isPartOf:"Applied economics letters"
~subject:"Forecasting model"
~subject:"Portfolio selection"
~subject:"Welt"
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Search: subject:"Expected Shortfall"
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Forecasting model
Portfolio selection
Welt
Risikomaß
32
Risk measure
32
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14
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14
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9
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8
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8
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Almudhaf, Fahad
1
Ardia, David
1
Chen, Shan
1
Choe, Geon Ho
1
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1
Choi, So Eun
1
Diao, Xundi
1
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1
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Lepetit, Lætitia
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Applied economics letters
Insurance / Mathematics & economics
107
Journal of banking & finance
94
Finance research letters
69
Journal of risk
66
European journal of operational research : EJOR
65
Risks : open access journal
61
International journal of forecasting
51
Quantitative finance
47
Economic modelling
46
International review of financial analysis
46
The North American journal of economics and finance : a journal of financial economics studies
42
Energy economics
40
Discussion paper / Tinbergen Institute
38
Journal of forecasting
36
Applied economics
30
Journal of risk and financial management : JRFM
30
Journal of empirical finance
29
The journal of risk model validation
29
Computational economics
28
International review of economics & finance : IREF
27
Journal of economic dynamics & control
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Research paper series / Swiss Finance Institute
23
The European journal of finance
23
Econometric Institute research papers
22
International journal of theoretical and applied finance
22
Research in international business and finance
22
Journal of risk management in financial institutions
20
Journal of financial econometrics
19
Journal of international financial markets, institutions & money
19
Working paper
18
Finance and stochastics
17
Journal of econometrics
17
Operations research
17
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Pacific-Basin finance journal
16
The journal of asset management
16
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Scandinavian actuarial journal
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ECONIS (ZBW)
18
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1
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:
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
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:
4
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:
5
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:
6
Systemically important financial institutions in China : from view of tail risk spillover network
Yang, Xin
;
Chen, Shan
;
Liu, Zhifeng
;
Yang, Xiaoguang
; …
- In:
Applied economics letters
29
(
2022
)
19
,
pp. 1833-1839
Persistent link: https://www.econbiz.de/10013412314
Saved in:
7
Backtesting
expected
shortfall
: evidence from European securitized real estate
Almudhaf, Fahad
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 176-182
Persistent link: https://www.econbiz.de/10011853830
Saved in:
8
An alternative Z-score measure for downside bank insolvency risk
Lepetit, Lætitia
;
Strobel, Frank
;
Tran Thu Ha
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 137-142
Persistent link: https://www.econbiz.de/10012415101
Saved in:
9
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
Saved in:
10
Option valuation with liquidity risk and jumps
Zhang, Hai
;
Ku, Hyejin
- In:
Applied economics letters
25
(
2018
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
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