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~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
~subject:"Spillover effect"
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Multivariate Verteilung
Prognoseverfahren
Risikomaß
Spillover effect
Risk measure
181
Theorie
83
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83
Portfolio selection
71
Portfolio-Management
71
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Cheung, Ka Chun
4
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2
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Finance research letters
Journal of econometrics
Scandinavian actuarial journal
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
111
Risks : open access journal
106
International review of financial analysis
74
Economic modelling
71
Energy economics
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Journal of empirical finance
55
Quantitative finance
54
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53
Journal of risk and financial management : JRFM
52
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47
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47
The journal of operational risk
47
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42
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International review of economics & finance : IREF
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38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
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36
Journal of economic dynamics & control
34
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SFB 649 discussion paper
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Applied economics letters
32
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ECONIS (ZBW)
181
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1
Tail risk spillovers among Chinese stock market sectors
Ouyang, Minhua
;
Xiao, Hailian
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014531159
Saved in:
2
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, Hamza
;
Linders, Daniël
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 219-243
Persistent link: https://www.econbiz.de/10014336322
Saved in:
3
The impact of correlation on (Range) Value-at-Risk
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 531-564
Persistent link: https://www.econbiz.de/10014383858
Saved in:
4
Some optimisation problems in insurance with a terminal distribution constraint
Colaneri, Katia
;
Eisenberg, Julia
;
Salterini, Benedetta
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10014383890
Saved in:
5
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
Saved in:
6
Dynamic reinsurance in discrete time minimizing the insurer's cost of capital
Glauner, Alexander
- In:
Scandinavian actuarial journal
2022
(
2022
)
4
,
pp. 279-306
Persistent link: https://www.econbiz.de/10013370638
Saved in:
7
Risk contagion of NFT : a time-frequency risk spillover perspective in the Carbon-NFT-Stock system
Liu, Jiatong
;
Zhu, You
;
Wang, Gang-Jin
;
Chi, Xie
;
Wang, …
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445243
Saved in:
8
The global spillovers of unconventional monetary policies on tail risks
Alonso, Irma
;
Serrano, Pedro
;
Vaello-Sebastià, Antoni
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445403
Saved in:
9
Measuring systemic risk contribution : a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
Saved in:
10
The Piggy Bank Index : an intuitive risk measure to assess liquidity and capital adequacy in banks
González, Oliver
;
Keddad, Benjamin
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490272
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