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~isPartOf:"Finance research letters"
~subject:"Ausreißer"
~subject:"Bankrisiko"
~subject:"Credit risk"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Ausreißer
Bankrisiko
Credit risk
Measurement
Risikomaß
103
Risk measure
103
Portfolio selection
44
Portfolio-Management
44
Risiko
38
Risk
38
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35
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35
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31
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Wu, Xin
2
Zhu, Yanjian
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Ardakani, Omid M.
1
Aw, Grace
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Baviera, Roberto
1
Belbachir, Mohammadine
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Belhajjam, Abdellah
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Finance research letters
Insurance / Mathematics & economics
125
Journal of banking & finance
59
Risks : open access journal
54
Journal of risk
46
European journal of operational research : EJOR
39
The journal of operational risk
27
The journal of risk model validation
22
Economic modelling
21
International journal of theoretical and applied finance
21
International review of financial analysis
21
Journal of risk management in financial institutions
21
Quantitative finance
21
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of credit risk : published quarterly by Incisive Media
20
Discussion paper / Tinbergen Institute
19
Mathematics of operations research
19
Applied economics
18
Finance and stochastics
18
Mathematics and financial economics
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Journal of financial stability
14
Journal of international financial markets, institutions & money
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Scandinavian actuarial journal
14
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International journal of forecasting
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Research paper series / Swiss Finance Institute
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Applied economics letters
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Astin bulletin : the journal of the International Actuarial Association
11
International review of economics & finance : IREF
11
Journal of empirical finance
11
Journal of financial econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
11
The European journal of finance
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Energy economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of economic dynamics & control
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Journal of financial services research : JFSR
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Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
25
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1
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:
2
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
Saved in:
3
Worst-case higher moment risk measure : addressing distributional shifts and procyclicality
Castro Iragorri, Carlos Alberto
;
Gómez, Fabio
; …
- In:
Finance research letters
65
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014564284
Saved in:
4
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
5
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
6
Subjectivity in conventional tail measures : an exploratory model with "risks & biases"
Majumder, Debasish
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473436
Saved in:
7
Network effects on risk co-movements : a network quantile autoregression-based analysis
Chen, Yu
;
Gao, Yu
;
Shu, Lei
;
Zhu, Xiaonan
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473650
Saved in:
8
Coherent measure of portfolio risk
Ardakani, Omid M.
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014525068
Saved in:
9
Influential risk spreaders and their contribution to the systemic risk in the cryptocurrency network
Yang, Ming-Yuan
;
Wang, Chengjin
;
Wu, Zhen-Guo
;
Wu, Xin
; …
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014519738
Saved in:
10
The measure of model risk in credit capital requirements
Baviera, Roberto
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494868
Saved in:
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