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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Theory"
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Prognoseverfahren
Risk
Theory
Risk measure
346
Risikomaß
345
Theorie
203
Portfolio selection
155
Portfolio-Management
155
Risiko
108
Risikomanagement
102
Risk management
102
Statistical distribution
55
Statistische Verteilung
55
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52
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52
Measurement
51
Messung
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41
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35
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32
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32
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30
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30
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29
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29
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27
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27
Value-at-Risk
24
Systemic risk
23
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22
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22
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246
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Brandtner, Mario
6
Kürsten, Wolfgang
4
Weiß, Gregor
4
Boonen, Tim J.
3
Caporin, Massimiliano
3
Daníelsson, Jón
3
Dias, Alexandra
3
Grechuk, Bogdan
3
Koedijk, Kees
3
McNeil, Alexander J.
3
Pesenti, Silvana M.
3
Rosazza Gianin, Emanuela
3
Rösch, Daniel
3
Wied, Dominik
3
Zhu, Shushang
3
Acerbi, Carlo
2
Armstrong, John
2
Bellini, Fabio
2
Berens, Tobias
2
Bernard, Carole
2
Bonaccolto, Giovanni
2
Breuer, Thomas
2
Brigo, Damiano
2
Campbell, Rachel
2
Chen, Yi-Hsuan
2
Cui, Xueting
2
Dowd, Kevin
2
Fabozzi, Frank J.
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Gao, Jianjun
2
Huisman, Ronald
2
Lazar, Emese
2
León Valle, Ángel Manuel
2
Li, Duan
2
Li, Yanhai
2
Ling, Aifan
2
Maillet, Bertrand
2
Molnár, Peter
2
Ou, Jinwen
2
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HFDF <2, 1998, Zürich>
1
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European journal of operational research : EJOR
Journal of banking & finance
Journal of empirical finance
Insurance / Mathematics & economics
196
Risks : open access journal
87
Finance research letters
64
Journal of risk
55
International journal of forecasting
48
International review of financial analysis
46
Quantitative finance
46
Economic modelling
44
Discussion paper / Tinbergen Institute
43
Applied economics
35
Journal of forecasting
35
Energy economics
34
International journal of theoretical and applied finance
33
Journal of risk and financial management : JRFM
33
The journal of risk model validation
33
Finance and stochastics
30
The North American journal of economics and finance : a journal of financial economics studies
30
Journal of econometrics
28
Scandinavian actuarial journal
28
The European journal of finance
28
Computational economics
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Research paper series / Swiss Finance Institute
26
Journal of economic dynamics & control
25
Mathematics and financial economics
25
SFB 649 discussion paper
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Mathematics of operations research
24
International review of economics & finance : IREF
22
Operations research
22
Operations research letters
22
The journal of credit risk : published quarterly by Incisive Media
22
Applied economics letters
21
Astin bulletin : the journal of the International Actuarial Association
21
Journal of financial econometrics
21
Journal of risk management in financial institutions
21
Journal of international financial markets, institutions & money
20
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ECONIS (ZBW)
247
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1
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
2
Index policy for multiarmed bandit problem with dynamic risk measures
Malekipirbazari, Milad
;
Çavuş, Özlem
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 627-640
Persistent link: https://www.econbiz.de/10014456308
Saved in:
3
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
4
Time-varying Z-score measures for bank insolvency risk : best practice
Bouvatier, Vincent
;
Lepetit, Lætitia
;
Rehault, …
- In:
Journal of empirical finance
73
(
2023
),
pp. 170-179
Persistent link: https://www.econbiz.de/10014477006
Saved in:
5
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
6
Distortion risk measure under parametric ambiguity
Shao, Hui
;
Zhang, Zhe George
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1159-1172
Persistent link: https://www.econbiz.de/10014440209
Saved in:
7
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
8
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
9
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
10
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
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