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~isPartOf:"Computational economics"
~isPartOf:"Discussion paper"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of theoretical and applied finance"
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Search: subject_exact:"Risikomaß"
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Risikomaß
314
Risk measure
314
Theorie
228
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228
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154
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152
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149
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149
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Cheung, Ka Chun
7
Mao, Tiantian
7
Wang, Ruodu
7
Furman, Edward
6
Tan, Ken Seng
6
Tang, Qihe
6
Asimit, Alexandru V.
5
Guillén, Montserrat
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Hu, Taizhong
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Landsman, Zinoviy
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Rosazza Gianin, Emanuela
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Boonen, Tim J.
4
Cai, Jun
4
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4
Eling, Martin
4
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Sordo, Miguel A.
4
Su, Jianxi
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3
Chi, Yichun
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Dhaene, Jan
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3
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3
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3
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3
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3
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3
Righi, Marcelo Brutti
3
Rüschendorf, Ludger
3
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3
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3
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3
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Computational economics
Discussion paper
Insurance / Mathematics & economics
International journal of theoretical and applied finance
Journal of banking & finance
181
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123
European journal of operational research : EJOR
111
Risks : open access journal
106
Finance research letters
103
International review of financial analysis
74
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67
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67
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62
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59
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55
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54
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53
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52
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47
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47
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42
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41
International review of economics & finance : IREF
40
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38
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34
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
317
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1
An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià
;
Cristobal-Fransi, Eduard
;
Vintrò, Carla
; …
- In:
Computational economics
61
(
2023
)
1
,
pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
Saved in:
2
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
3
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
4
The nonsense of bitcoin 1n portfolio analysis
Shalit, Haim
-
2024
Persistent link: https://www.econbiz.de/10014486908
Saved in:
5
Scenario generation for financial data with a machine learning approach based on realized volatility and copulas
Mesquita, Caio Mário
;
Valle, Cristiano Arbex
;
Pereira, …
- In:
Computational economics
63
(
2024
)
5
,
pp. 1879-1919
Persistent link: https://www.econbiz.de/10014550838
Saved in:
6
GARCHNet: Value‑at‑risk forecasting with GARCH models based on neural networks
Buczynski, Mateusz
;
Chlebus, Marcin
- In:
Computational economics
63
(
2024
)
5
,
pp. 1949-1979
Persistent link: https://www.econbiz.de/10014550845
Saved in:
7
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
8
Horizon-adaptive extreme risk quantification for cryptocurrency assets
Tzagkarakis, George
;
Maurer, Frantz
- In:
Computational economics
62
(
2023
)
3
,
pp. 1251-1286
Persistent link: https://www.econbiz.de/10014382906
Saved in:
9
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
10
Multi-constrained optimal reinsurance model from the duality perspectives
Cheung, Ka Chun
;
He, Wanting
;
Wang, He
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 199-214
Persistent link: https://www.econbiz.de/10014466212
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