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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Insolvenz"
~subject:"Portfolio selection"
~subject:"Verlust"
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Search: subject:"Expected Shortfall"
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Insolvenz
Portfolio selection
Verlust
Risikomaß
71
Risk measure
71
Theorie
48
Theory
48
Portfolio-Management
34
Credit risk
26
Kreditrisiko
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expected shortfall
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International journal of theoretical and applied finance
The journal of credit risk : published quarterly by Incisive Media
Insurance / Mathematics & economics
111
Journal of banking & finance
79
European journal of operational research : EJOR
66
Journal of risk
56
Risks : open access journal
49
Finance research letters
42
Quantitative finance
34
Economic modelling
32
International review of financial analysis
28
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
Applied economics
20
Journal of economic dynamics & control
20
Journal of empirical finance
20
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20
The European journal of finance
19
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Finance and stochastics
17
Research in international business and finance
17
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
16
Operations research
16
International journal of forecasting
15
Journal of international financial markets, institutions & money
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of asset management
15
The journal of operational risk
15
Econometric Institute research papers
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Journal of econometrics
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Scandinavian actuarial journal
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Journal of risk management in financial institutions
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of forecasting
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ECONIS (ZBW)
37
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1
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
2
Dynamic mean-variance portfolios with risk budget
Luo, Sheng-Feng
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270888
Saved in:
3
A liquidation risk adjustment for value at risk and
expected
shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
4
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
5
An ergodic BSDE risk representation in a jump-diffusion framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
Saved in:
6
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
7
Primary-firm-driven portfolio loss
Turnbull, Stuart M.
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 33-52
Persistent link: https://www.econbiz.de/10011777676
Saved in:
8
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
9
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
10
Art-secured lending : a risk analysis framework
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
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