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~isPartOf:"International journal of theoretical and applied finance"
~subject:"EU-Staaten"
~subject:"Theorie"
~subject:"Yield curve"
~type:"article"
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EU-Staaten
Theorie
Yield curve
Risikomaß
46
Risk measure
46
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44
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30
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
199
Journal of banking & finance
181
Journal of money, credit and banking : JMCB
181
Journal of monetary economics
161
Applied economics
140
Journal of macroeconomics
138
Journal of economic dynamics & control
124
Economic modelling
122
Economics letters
118
European journal of operational research : EJOR
102
Journal of international money and finance
90
Risks : open access journal
84
Macroeconomic dynamics
81
Applied economics letters
64
Finance research letters
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57
International economic review
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International review of financial analysis
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Journal of post-Keynesian economics : JPKE
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The North American journal of economics and finance : a journal of financial economics studies
47
The European journal of finance
46
The American economic review
45
Applied financial economics
43
Kredit und Kapital
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
International journal of finance & economics : IJFE
41
Journal of risk
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Journal of econometrics
40
Southern economic journal
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International journal of forecasting
39
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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41
On the penalty function and on continuity properties of risk measures
Frittelli, Marco
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10008908375
Saved in:
42
Composition of time-consistent dynamic monetary risk measures in discrete time
Cheridito, Patrick
;
Kupper, Michael
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 137-162
Persistent link: https://www.econbiz.de/10008908381
Saved in:
43
Optimal trade execution under geometric Brownian motion in the Almgren and Chriss framework
Gatheral, Jim
;
Schied, Alexander
- In:
International journal of theoretical and applied finance
14
(
2011
)
3
,
pp. 353-368
Persistent link: https://www.econbiz.de/10009154914
Saved in:
44
Credit risk and incomplete information : filtering and EM parameter estimation
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 683-715
Persistent link: https://www.econbiz.de/10008904347
Saved in:
45
Optimal portfolios with stochastic short rate : pitfalls when the short rate is non-Gaussian or the market price of risk is unbounded
Kraft, Holger
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 767-796
Persistent link: https://www.econbiz.de/10003911240
Saved in:
46
Utility indifference pricing of interest-rate guarantees
Benth, Fred Espen
;
Proske, Frank
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10003847563
Saved in:
47
Measuring the market risk of freight rates : a value-at-risk approach
Angelidis, Timotheos
;
Skiadopoulos, George
- In:
International journal of theoretical and applied finance
11
(
2008
)
5
,
pp. 447-469
Persistent link: https://www.econbiz.de/10003759935
Saved in:
48
Projecting the forward rate flow onto a finite dimensional manifold
Bayraktar, Erhan
;
Chen, Li
;
Poor, H. Vincent
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 777-785
Persistent link: https://www.econbiz.de/10003379033
Saved in:
49
Self exciting threshold interest rates models
Decamps, Marc
;
Goovaerts, Marc J.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10003395984
Saved in:
50
Analytic backward induction of option cash flows: a new application paradigm for the Markovian interest rate models
Gan, Junwu
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1019-1057
Persistent link: https://www.econbiz.de/10003280033
Saved in:
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