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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Ausreißer"
~subject:"Basler Akkord"
~subject:"Credit risk"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Ausreißer
Basler Akkord
Credit risk
Measurement
Risikomaß
60
Risk measure
60
Theorie
32
Theory
32
Portfolio selection
27
Portfolio-Management
27
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23
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23
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Fischer, Matthias
2
Löderbusch, Matthias
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Maciag, Jakob
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Aas, Kjersti
1
Batiz-Zuk, Enrique
1
Bewick, Jill
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Charlin, Ventura
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International review of economics & finance : IREF
The journal of credit risk : published quarterly by Incisive Media
Insurance / Mathematics & economics
127
Journal of banking & finance
61
Risks : open access journal
51
Journal of risk
46
European journal of operational research : EJOR
36
The journal of operational risk
24
Discussion paper / Tinbergen Institute
23
Finance research letters
23
The journal of risk model validation
23
International journal of theoretical and applied finance
22
Journal of risk management in financial institutions
21
Economic modelling
20
Quantitative finance
20
Mathematics of operations research
19
Finance and stochastics
18
Applied economics
17
International review of financial analysis
17
Mathematics and financial economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
Econometric Institute research papers
16
Journal of international financial markets, institutions & money
14
Scandinavian actuarial journal
14
Research paper series / Swiss Finance Institute
13
Working paper
13
Journal of risk and financial management : JRFM
12
Astin bulletin : the journal of the International Actuarial Association
11
Computational economics
11
International journal of forecasting
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of financial econometrics
11
Journal of forecasting
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Operations research
11
The European journal of finance
11
Applied economics letters
10
Energy economics
10
Journal of econometrics
10
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ECONIS (ZBW)
31
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1
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
2
Book-to-market equity and asset correlations : an international study
Ho, Kung-Cheng
;
Lee, Shih-Cheng
;
Chen, Jiun-Lin
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 258-274
Persistent link: https://www.econbiz.de/10013343395
Saved in:
3
Systemic risk measures and distribution forecasting of macroeconomic shocks
Chen, Guojin
;
Liu, Yanzhen
;
Zhang, Yu
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 178-196
Persistent link: https://www.econbiz.de/10012692464
Saved in:
4
Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Liu, Yezheng
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
Saved in:
5
Three ways to improve the systemic risk analysis of the Central and Eastern European region using SRISK and CoVaR
Karaś, Marta
;
Szczepaniak, Witold
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 27-62
Persistent link: https://www.econbiz.de/10012671414
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6
Valuation of Asian options with default risk under GARCH models
Wang, Xingchun
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 27-40
Persistent link: https://www.econbiz.de/10012486762
Saved in:
7
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
Saved in:
8
Basel risk weight functions and forward-looking expected credit losses
Eleftherios, Vlachostergios
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
4
,
pp. 29-42
Persistent link: https://www.econbiz.de/10012153043
Saved in:
9
Financial systemic risk measurement based on causal network connectedness analysis
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
;
Zhang, Wei
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 290-307
Persistent link: https://www.econbiz.de/10012372774
Saved in:
10
Calculating capital charges for sector concentration risk
Kurtz, Cornelius
;
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 35-67
Persistent link: https://www.econbiz.de/10012041800
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