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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Quantitative finance"
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Search: subject_exact:"Risikomaß"
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Risikomaß
328
Risk measure
328
Theorie
244
Theory
244
Risk
171
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170
Portfolio selection
167
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167
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135
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331
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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
5
Hu, Taizhong
5
Landsman, Zinoviy
5
Rosazza Gianin, Emanuela
5
Boonen, Tim J.
4
Cai, Jun
4
Cossette, Hélène
4
Eling, Martin
4
Sordo, Miguel A.
4
Su, Jianxi
4
Yang, Fan
4
Bellini, Fabio
3
Chi, Yichun
3
Dhaene, Jan
3
Gerlach, Richard
3
Guillou, Armelle
3
Hua, Lei
3
Ignatieva, Ekaterina
3
Kim, Joseph H. T.
3
Laeven, Roger J. A.
3
Li, Jinzhu
3
Ling, Chengxiu
3
Liu, Fangda
3
Marceau, Etienne
3
Peng, Liang
3
Pitselis, Georgios
3
Račev, Svetlozar T.
3
Rudloff, Birgit
3
Rüschendorf, Ludger
3
Sordo, M. A.
3
Tsanakas, Andreas
3
Wang, Xing
3
Wei, Yunran
3
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Discussion paper
Insurance / Mathematics & economics
International journal of theoretical and applied finance
Quantitative finance
Journal of banking & finance
181
Journal of risk
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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71
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71
The North American journal of economics and finance : a journal of financial economics studies
67
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67
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62
International journal of forecasting
59
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55
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53
Journal of risk and financial management : JRFM
52
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47
The journal of operational risk
47
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42
Journal of econometrics
41
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40
International review of economics & finance : IREF
40
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
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34
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SFB 649 discussion paper
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Scandinavian actuarial journal
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Finance and stochastics
30
Pacific-Basin finance journal
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30
Econometric Institute research papers
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Management science : journal of the Institute for Operations Research and the Management Sciences
28
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ECONIS (ZBW)
331
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331
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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
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
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
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
8
Vulnerability-CoVaR : investigating the crypto-market
Waltz, Martin
;
Singh, Abhay Kumar
;
Okhrin, Ostap
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1731-1745
Persistent link: https://www.econbiz.de/10013367943
Saved in:
9
The nonsense of bitcoin 1n portfolio analysis
Shalit, Haim
-
2024
Persistent link: https://www.econbiz.de/10014486908
Saved in:
10
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
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