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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Economic modelling"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
~subject:"Measurement"
~subject:"Welt"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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ARCH model
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Welt
Risikomaß
292
Risk measure
292
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190
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190
Portfolio selection
133
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133
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Boonen, Tim J.
3
Francq, Christian
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Rosazza Gianin, Emanuela
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2
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Chen, Yanhong
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1
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Astin bulletin : the journal of the International Actuarial Association
Economic modelling
European journal of operational research : EJOR
International journal of theoretical and applied finance
Journal of econometrics
Insurance / Mathematics & economics
111
Journal of banking & finance
55
Finance research letters
49
Journal of risk
47
Energy economics
40
Risks : open access journal
37
The North American journal of economics and finance : a journal of financial economics studies
36
International review of financial analysis
31
Journal of empirical finance
30
The journal of risk model validation
28
Applied economics
25
International review of economics & finance : IREF
24
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International journal of forecasting
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Research paper series / Swiss Finance Institute
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Research in international business and finance
15
Discussion paper / Tinbergen Institute
14
Econometric Institute research papers
14
Journal of international financial markets, institutions & money
14
Scandinavian actuarial journal
14
The European journal of finance
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Journal of financial econometrics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of mathematical finance
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Pacific-Basin finance journal
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Journal of risk management in financial institutions
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Operations research letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
98
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1
Robust insurance design with distortion risk measures
Boonen, Tim J.
;
Jiang, Wenjun
- In:
European journal of operational research : EJOR
316
(
2024
)
2
,
pp. 694-706
Persistent link: https://www.econbiz.de/10014575576
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2
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
3
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:
4
A simulation-based method for estimating systemic risk measures
Ye, Wuyi
;
Zhou, Yi
;
Chen, Pengzhan
;
Wu, Bin
- In:
European journal of operational research : EJOR
313
(
2024
)
1
,
pp. 312-324
Persistent link: https://www.econbiz.de/10014456563
Saved in:
5
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
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6
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
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7
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
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8
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
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9
Sensitivity measures based on scoring functions
Fissler, Tobias
;
Pesenti, Silvana M.
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1408-1423
Persistent link: https://www.econbiz.de/10014282998
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10
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
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