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~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The American economic review"
~subject:"Risikomaß"
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Risikomaß
Messung
140
Measurement
108
Theorie
56
Theory
56
Risiko
29
Risk
26
USA
25
United States
25
Deutschland
22
Portfolio selection
22
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22
Risk measure
22
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20
Risikomanagement
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18
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18
Armut
10
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21
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Brandtner, Mario
2
Breuer, Thomas
2
Armstrong, John
1
Bellini, Fabio
1
Brigo, Damiano
1
Brownlees, Christian
1
Chabot, Ben
1
Cotter, John
1
Csiszár, Imre
1
Dowd, Kevin
1
Ergün, Tolga A.
1
Furman, Edward
1
Ghysels, Eric
1
Girardi, Giulio
1
Gómez, Fabio
1
Idier, Julien
1
Kratz, Marie
1
Kurz, Christopher J.
1
Kürsten, Wolfgang
1
Lamé, Gildas
1
Leiss, Matthias
1
Liu, Ruicheng
1
Lok, Yen H.
1
McNeil, Alexander J.
1
Mésonnier, Jean-Stéphane
1
Nax, Heinrich H.
1
O'Brien, James M.
1
Peña Sánchez de Rivera, Juan Ignacio
1
Pitera, Marcin
1
Pun, Chi Seng
1
Rodríguez-Moreno, María
1
Rosazza Gianin, Emanuela
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Schmidt, Thorsten
1
Summer, Martin
1
Szegö, Giorgio P.
1
Szerszeń, Paweł J.
1
Tang, Qihe
1
Tasche, Dirk
1
Tolikas, Konstantinos
1
Tong, Zhiwei
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Europäische Hochschulschriften / 5
Journal of banking & finance
The American economic review
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
9
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Operations research letters
8
Research paper series / Swiss Finance Institute
8
ASTIN bulletin : the journal of the International Actuarial Association
7
Computational economics
7
International review of economics & finance : IREF
7
Journal of financial econometrics
7
Journal of risk and financial management : JRFM
7
The journal of operational risk
7
Applied economics letters
6
Astin bulletin : the journal of the International Actuarial Association
6
Risk measures for the 21st century
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
Applied economics
5
Applied mathematical finance
5
Journal of forecasting
5
Journal of mathematical finance
5
Computational management science
4
Economic modelling
4
INFORMS journal on computing : JOC
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic dynamics & control
4
Journal of mathematical economics
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ECONIS (ZBW)
22
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1
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:
2
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:
3
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:
4
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:
5
Systematic stress tests on public data
Breuer, Thomas
;
Summer, Martin
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
Saved in:
6
Option-implied objective measures of market risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
Saved in:
7
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
8
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
9
Unbiased estimation of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
10
An evaluation of bank measures for market risk before, during and after the financial crisis
O'Brien, James M.
;
Szerszeń, Paweł J.
- In:
Journal of banking & finance
80
(
2017
),
pp. 215-234
Persistent link: https://www.econbiz.de/10011816277
Saved in:
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