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~isPartOf:"Finance and stochastics"
~subject:"Bankrisiko"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Bankrisiko
Forecasting model
Prognoseverfahren
Risk
Risk measure
31
Risikomaß
30
Theorie
26
Theory
26
Risiko
21
Portfolio selection
18
Portfolio-Management
18
Measurement
17
Messung
17
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12
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12
Hedging
4
Credit risk
3
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Dynamic risk measure
3
Entscheidung unter Risiko
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3
Stochastischer Prozess
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3
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2
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2
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2
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2
Coherent risk measure
2
Convex risk measure
2
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2
Distortion risk measure
2
Expected shortfall
2
Financial services
2
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2
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Feinstein, Zachary
3
Wang, Ruodu
3
Embrechts, Paul
2
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2
Ararat, Çağın
1
Bellini, Fabio
1
Bernard, Carole
1
Biagini, Francesca
1
Bignozzi, Valeria
1
Cai, Jun
1
Chen, Yanhong
1
Chong, Wing Fung
1
Cvitanić, Jakša
1
Delbaen, Freddy
1
Farkas, Walter
1
Fouque, Jean-Pierre
1
Frittelli, Marco
1
Gao, Niushan
1
Hu, Ying
1
Jiao, Ying
1
Karatzas, Ioannis
1
Klopfenstein, Olivier
1
Klüppelberg, Claudia
1
Koch Medina, Pablo
1
Krätschmer, Volker
1
Leung, Denny H.
1
Liang, Gechun
1
Lépinette, Emmanuel
1
Madan, Dilip B.
1
Mao, Tiantian
1
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1
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Penner, Irina
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Finance and stochastics
Insurance / Mathematics & economics
130
Journal of banking & finance
64
Risks : open access journal
63
European journal of operational research : EJOR
61
Finance research letters
52
International journal of forecasting
49
Journal of risk
45
International review of financial analysis
36
Quantitative finance
36
Economic modelling
33
Journal of forecasting
33
Discussion paper / Tinbergen Institute
30
The North American journal of economics and finance : a journal of financial economics studies
28
Energy economics
27
Journal of empirical finance
24
The journal of risk model validation
24
Applied economics
23
International review of economics & finance : IREF
23
Mathematics of operations research
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Computational economics
20
Journal of risk and financial management : JRFM
20
Journal of risk management in financial institutions
20
The journal of operational risk
20
Scandinavian actuarial journal
19
International journal of theoretical and applied finance
18
Research paper series / Swiss Finance Institute
18
The European journal of finance
18
Mathematics and financial economics
17
Operations research
17
Pacific-Basin finance journal
17
Journal of economic dynamics & control
16
Journal of financial econometrics
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Working papers
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Applied economics letters
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Journal of econometrics
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Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
2
Scenario-based risk evaluation
Wang, Ruodu
;
Ziegel, Johanna F.
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
Saved in:
3
Set-valued dynamic risk measures for processes and for vectors
Chen, Yanhong
;
Feinstein, Zachary
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 505-533
Persistent link: https://www.econbiz.de/10013440234
Saved in:
4
Set-valued risk measures as backward stochastic difference inclusions and equations
Ararat, Çağın
;
Feinstein, Zachary
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10012433511
Saved in:
5
Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
6
On fairness of systemic risk measures
Biagini, Francesca
;
Fouque, Jean-Pierre
;
Frittelli, Marco
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 513-564
Persistent link: https://www.econbiz.de/10012253395
Saved in:
7
An ergodic BSDE approach to forward entropic risk measures : representation and large-maturity behavior
Chong, Wing Fung
;
Hu, Ying
;
Liang, Gechun
; …
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 239-273
Persistent link: https://www.econbiz.de/10012023715
Saved in:
8
Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 795-826
Persistent link: https://www.econbiz.de/10012114659
Saved in:
9
Risk measures based on behavioural economics theory
Mao, Tiantian
;
Cai, Jun
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 367-393
Persistent link: https://www.econbiz.de/10011945793
Saved in:
10
Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
Gao, Niushan
;
Leung, Denny H.
;
Munari, Cosimo-Andrea
; …
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 395-415
Persistent link: https://www.econbiz.de/10011945798
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