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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of mathematical finance"
~subject:"Measurement"
~type:"article"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Measurement
Risikomaß
256
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256
Theorie
130
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130
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101
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101
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77
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Brandtner, Mario
2
Breuer, Thomas
2
Furman, Edward
2
Armstrong, John
1
Bee, Marco
1
Bellini, Fabio
1
Boonen, Tim J.
1
Brigo, Damiano
1
Brownlees, Christian
1
Bücher, Axel
1
Chabot, Ben
1
Chen, Zengjing
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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Feng, Runhuan
1
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1
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1
Girardi, Giulio
1
Gómez, Fabio
1
He, Kun
1
Hoga, Yannick
1
Huang, Yuxia
1
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Idier, Julien
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Inoue, Atsushi
1
Kato, Takashi
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Kürsten, Wolfgang
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1
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1
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Astin bulletin : the journal of the International Actuarial Association
Journal of banking & finance
Journal of financial econometrics
Journal of mathematical finance
Insurance / Mathematics & economics
104
European journal of operational research : EJOR
29
Risks : open access journal
28
Journal of risk
25
Mathematics of operations research
19
Finance and stochastics
17
Mathematics and financial economics
17
Quantitative finance
16
Finance research letters
15
International journal of theoretical and applied finance
14
Scandinavian actuarial journal
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of risk model validation
10
International review of financial analysis
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Operations research
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Management science : journal of the Institute for Operations Research and the Management Sciences
8
Operations research letters
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ASTIN bulletin : the journal of the International Actuarial Association
7
Computational economics
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International review of economics & finance : IREF
7
Journal of risk and financial management : JRFM
7
The journal of operational risk
7
Applied economics letters
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Risk measures for the 21st century
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Applied economics
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Applied mathematical finance
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Journal of forecasting
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INFORMS journal on computing : JOC
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Journal of mathematical economics
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Journal of risk management in financial institutions
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ECONIS (ZBW)
39
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1
Market maker inventory, bid-ask spreads, and the computation of option implied risk measures
Eraker, Bjørn
;
Osterrieder, Daniela
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1820-1851
Persistent link: https://www.econbiz.de/10014444758
Saved in:
2
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 959-987
Persistent link: https://www.econbiz.de/10014314844
Saved in:
3
Measuring systemic risk using multivariate quantile-located ES models
Garcia-Jorcano, Laura
;
Sanchis-Marco, Lidia
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 1-72
Persistent link: https://www.econbiz.de/10013542847
Saved in:
4
Limit theory for forecasts of extreme distortion risk measures and expectiles
Hoga, Yannick
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10012878185
Saved in:
5
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
6
Machine-learning-enhanced systemic risk measure : a two-step supervised learning approach
Liu, Ruicheng
;
Pun, Chi Seng
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013448776
Saved in:
7
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
8
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
9
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
10
Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 556-584
Persistent link: https://www.econbiz.de/10012316700
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