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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Basler Akkord"
~subject:"Measurement"
~subject:"Theorie"
~subject:"Welt"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Basler Akkord
Measurement
Theorie
Welt
Risikomaß
138
Risk measure
138
Theory
82
Portfolio selection
59
Portfolio-Management
59
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Araichi, Sawssen
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Chi, Yichun
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Hu, Yijun
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Astin bulletin : the journal of the International Actuarial Association
Economic modelling
International journal of theoretical and applied finance
Insurance / Mathematics & economics
190
Journal of banking & finance
112
European journal of operational research : EJOR
92
Risks : open access journal
79
Journal of risk
60
Finance research letters
45
International review of financial analysis
40
Quantitative finance
39
Discussion paper / Tinbergen Institute
38
Journal of empirical finance
38
Energy economics
32
International journal of forecasting
31
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Journal of risk and financial management : JRFM
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Scandinavian actuarial journal
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk management in financial institutions
26
The European journal of finance
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25
Mathematical finance : an international journal of mathematics, statistics and financial theory
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SFB 649 discussion paper
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Journal of econometrics
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Research paper series / Swiss Finance Institute
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The journal of credit risk : published quarterly by Incisive Media
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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Mathematics of operations research
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ECONIS (ZBW)
101
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1
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:
2
The determinants of systemic risk contagion
Sencer Atasoy, Burak
;
Ozkan, Ibrahim
;
Erden, Lütfi
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451156
Saved in:
3
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
Saved in:
4
Portfolio optimization in the presence of tail correlation
Ben Abdelaziz, Fouad
;
Chibane, Messaoud
- In:
Economic modelling
122
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014388707
Saved in:
5
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
6
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
7
A model-based index for systemic risk contribution measurement in financial networks
Deng, Yang
;
Zhang, Ziqing
;
Zhu, Li
- In:
Economic modelling
95
(
2021
),
pp. 35-48
Persistent link: https://www.econbiz.de/10012695628
Saved in:
8
Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
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9
Robust portfolio selection with regime switching and asymmetric dependence
Su, Xiaoshan
;
Bai, Manying
;
Han, Yingwei
- In:
Economic modelling
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012795788
Saved in:
10
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
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