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~isPartOf:"International review of financial analysis"
~isPartOf:"Quantitative finance"
~subject:"Risiko"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Risiko
Risikomaß
128
Risk measure
128
Portfolio selection
68
Portfolio-Management
68
Theorie
65
Theory
65
Risk
49
Risikomanagement
39
Risk management
39
Capital income
29
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29
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27
Schätzung
27
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26
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20
Expected shortfall
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Aktienmarkt
15
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Ausreißer
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49
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Delage, Erick
2
Li, Jonathan Yu-Meng
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Marzban, Saeed
2
Ahelegbey, Daniel Felix
1
Ben-Horin, Moshe
1
Bergk, Kerstin
1
Brandtner, Mario
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Bredin, Donal
1
Buccioli, Alice
1
Butt, Hilal Anwar
1
Chen, Yi-Hsuan
1
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1
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1
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1
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1
Costa, Giorgio
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Dai, Zhifeng
1
Dentcheva, Darinka
1
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1
Desmettre, Sascha
1
Di, Zengru
1
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1
Ding, Rui
1
Dobrynskaja, V. V.
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Ertley, Brian
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Gao, Xinxin
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1
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International review of financial analysis
Quantitative finance
Insurance / Mathematics & economics
121
European journal of operational research : EJOR
52
Risks : open access journal
48
Journal of banking & finance
45
Finance research letters
40
Journal of risk
27
Mathematics of operations research
21
Economic modelling
20
Finance and stochastics
20
Energy economics
18
Scandinavian actuarial journal
18
International review of economics & finance : IREF
17
Mathematics and financial economics
17
Operations research
17
International journal of theoretical and applied finance
16
Applied economics
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Pacific-Basin finance journal
14
The North American journal of economics and finance : a journal of financial economics studies
14
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Research paper series / Swiss Finance Institute
13
Discussion paper / Tinbergen Institute
12
Journal of mathematical finance
12
Journal of risk and financial management : JRFM
12
Astin bulletin : the journal of the International Actuarial Association
11
Journal of empirical finance
11
Computational economics
10
The journal of risk model validation
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of risk management in financial institutions
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Operations research letters
9
The European journal of finance
9
Journal of economic dynamics & control
8
Journal of international financial markets, institutions & money
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Swiss Finance Institute Research Paper
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Applied economics letters
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ECONIS (ZBW)
49
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49
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1
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
2
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
3
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
4
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
5
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
6
Does systemic risk in the fund markets predict future economic downturns?
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492409
Saved in:
7
Is downside risk priced in cryptocurrency market?
Dobrynskaja, V. V.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446931
Saved in:
8
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
9
When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets
Sitara Karim
;
Muhammad Shafiullah
;
Naeem, Muhammad Abubakr
- In:
International review of financial analysis
93
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543472
Saved in:
10
Nonlinear behavior of tail risk resonance and early warning : insight from global energy stock markets
Xie, Qichang
;
Fang, Tingwei
;
Rong, Xueyun
;
Xu, Xin
- In:
International review of financial analysis
93
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543522
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