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~isPartOf:"Computational economics"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
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Search: ("Branchenentwicklung" OR "Unsicherheit" OR "Wirtschaftskrise") AND NOT isPartOf:Wirtschaftsdienst
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Prognoseverfahren
Risikomaß
Risiko
268
Risk
268
Theorie
114
Theory
114
Volatility
73
Volatilität
73
Oil price
66
Ölpreis
66
Portfolio selection
65
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65
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55
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54
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54
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75
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Delage, Erick
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Li, Jonathan Yu-Meng
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Marzban, Saeed
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Nonejad, Nima
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Sun, Edward W.
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Tiwari, Aviral Kumar
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Wang, Yudong
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Yu, Min-Teh
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Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Ahmed, Rizwan
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1
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1
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1
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1
Buccioli, Alice
1
Bunn, Derek W.
1
Cai, Jun
1
Cai, Yanpeng
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Chai, Shanglei
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Chamaiporn Kumpamool
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Cristobal-Fransi, Eduard
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Computational economics
Energy economics
Quantitative finance
Insurance / Mathematics & economics
129
Finance research letters
66
European journal of operational research : EJOR
57
Journal of banking & finance
53
Risks : open access journal
52
International journal of forecasting
37
Applied economics
30
International review of financial analysis
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Journal of risk
27
Journal of empirical finance
25
International review of economics & finance : IREF
23
Economic modelling
22
Mathematics of operations research
21
Finance and stochastics
20
Journal of forecasting
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Research paper series / Swiss Finance Institute
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Scandinavian actuarial journal
20
The North American journal of economics and finance : a journal of financial economics studies
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Discussion paper / Tinbergen Institute
19
Operations research
19
International journal of theoretical and applied finance
18
Journal of econometrics
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Pacific-Basin finance journal
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Mathematics and financial economics
17
NBER working paper series
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Applied economics letters
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Journal of risk and financial management : JRFM
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Department of Economics working paper series
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Discussion paper / Centre for Economic Policy Research
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
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The European journal of finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
75
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1
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
2
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
3
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
4
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:
5
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
6
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
7
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
8
Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots
Liu, Tao
;
Guan, Xinyue
;
Wei, Yigang
;
Xue, Shan
;
Xu, Liang
- In:
Energy economics
121
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014438458
Saved in:
9
Do gas price and uncertainty indices forecast crude oil prices? : fresh evidence through XGBoost modeling
Tissaoui, Kais
;
Zaghdoudi, Taha
;
Hakimi, Abdelaziz
; …
- In:
Computational economics
62
(
2023
)
2
,
pp. 663-687
Persistent link: https://www.econbiz.de/10014382756
Saved in:
10
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
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