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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Financial services"
~subject:"Measurement"
~type:"article"
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Financial services
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Risikomaß
46
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46
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27
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22
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22
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16
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Durand, Cyril
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
106
Risks : open access journal
37
Journal of risk
31
European journal of operational research : EJOR
30
Journal of banking & finance
30
Mathematics of operations research
19
Finance and stochastics
17
Finance research letters
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Mathematics and financial economics
17
Quantitative finance
17
The journal of risk model validation
13
Scandinavian actuarial journal
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of operational risk
10
International review of financial analysis
9
Operations research
9
Computational economics
8
Journal of financial econometrics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Operations research letters
8
ASTIN bulletin : the journal of the International Actuarial Association
7
International review of economics & finance : IREF
7
Journal of risk and financial management : JRFM
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
The European journal of finance
7
Applied economics letters
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Astin bulletin : the journal of the International Actuarial Association
6
Economic modelling
6
Journal of forecasting
6
Journal of mathematical finance
6
Journal of risk management in financial institutions
6
Risk measures for the 21st century
6
The North American journal of economics and finance : a journal of financial economics studies
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
Applied economics
5
Applied mathematical finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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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
Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Set-valued dynamic risk measures for bounded discrete-time processes
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012270994
Saved in:
9
Theoretical sensitivity analysis for quantitative operational risk management
Kato, Takashi
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011733962
Saved in:
10
Set-valued law invariant coherent and convex risk measures
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012019780
Saved in:
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