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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Economic modelling"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Financial crisis"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Financial crisis
Measurement
Risikomaß
187
Risk measure
187
Portfolio selection
79
Portfolio-Management
79
Theorie
79
Theory
79
Risk management
66
Risikomanagement
65
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Changqing, Luo
2
McAleer, Michael
2
Adewuyi, Adeolu O.
1
Ahelegbey, Daniel Felix
1
Akhter, Selim
1
Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Bai, Manying
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
Cong, Yu
1
Daly, Kevin James
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1
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1
Deng, Yang
1
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1
Erden, Lütfi
1
Escanciano, Juan Carlos
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Fard, Farzad Alavi
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1
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1
Go, You-How
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1
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Astin bulletin : the journal of the International Actuarial Association
Economic modelling
Management science : journal of the Institute for Operations Research and the Management Sciences
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
104
Journal of banking & finance
39
European journal of operational research : EJOR
31
Risks : open access journal
30
Journal of risk
29
Finance research letters
24
Mathematics of operations research
19
Finance and stochastics
17
Mathematics and financial economics
17
International journal of theoretical and applied finance
16
International review of financial analysis
16
Discussion paper / Tinbergen Institute
15
Quantitative finance
15
International review of economics & finance : IREF
14
Scandinavian actuarial journal
12
Journal of international financial markets, institutions & money
11
The journal of risk model validation
11
Working paper
11
Applied economics
10
Applied economics letters
10
Journal of economic dynamics & control
10
Journal of risk and financial management : JRFM
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Operations research
9
ASTIN bulletin : the journal of the International Actuarial Association
8
Computational economics
8
Journal of risk management in financial institutions
8
Operations research letters
8
Research paper series / Swiss Finance Institute
8
The journal of operational risk
8
Econometric Institute research papers
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Journal of financial econometrics
7
Journal of forecasting
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
Risk measures for the 21st century
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The European journal of finance
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ECONIS (ZBW)
45
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1
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:
2
Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick
;
Demetrescu, Matei
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2954-2971
Persistent link: https://www.econbiz.de/10014305469
Saved in:
3
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:
4
Sensitivity-based Conditional Value at Risk (SCVaR) : an efficient measurement of credit exposure for options
Shi, Ruoshi
;
Zhao, Yanlong
;
Bao, Ying
;
Peng, Cheng
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539080
Saved in:
5
The response of hedge fund tail risk to macroeconomic shocks : a nonlinear VAR approach
Gregoriou, Greg N.
;
Racicot, François-Éric
;
Théoret, …
- In:
Economic modelling
94
(
2021
),
pp. 843-872
Persistent link: https://www.econbiz.de/10012695357
Saved in:
6
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:
7
Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Hashem, Shatha …
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668002
Saved in:
8
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:
9
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
10
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
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