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~isPartOf:"International review of financial analysis"
~subject:"Insolvenz"
~subject:"Portfolio selection"
~subject:"Verlust"
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Search: subject:"Expected Shortfall"
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Insolvenz
Portfolio selection
Verlust
Risikomaß
74
Risk measure
74
Portfolio-Management
31
Theorie
28
Theory
28
Capital income
21
Kapitaleinkommen
21
Risiko
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Risk
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Risk management
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Volatility
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ARCH-Modell
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Schätzung
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Aktienmarkt
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Stock market
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Prognoseverfahren
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Value-at-risk
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Statistical distribution
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Statistische Verteilung
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Systemic risk
11
Systemrisiko
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10
Expected shortfall
9
Measurement
9
Messung
9
Multivariate Verteilung
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Ahelegbey, Daniel Felix
1
Akinsomi, Omokolade
1
Ben Ameur, Hachmi
1
Berger, Theo
1
Borer, Daniel
1
Bredin, Donal
1
Brio, Esther B. del
1
Butt, Hilal Anwar
1
Chau Trinh Nguyen
1
Chávez-Bedoya, Luis
1
Conlon, Thomas
1
Dai, Zhifeng
1
Degiannakis, Stavros
1
Dobrynskaja, V. V.
1
Fan, Caiyun
1
Fitriya Fauzi
1
Ftiti, Zied
1
Fu, Tianwen
1
Giudici, Paolo
1
Han, Yingwei
1
Hoang, Thi Hong Van
1
Huang, Yujun
1
Hui, Yongchang
1
Kang, Jie
1
Kang, Sang Hoon
1
Lazar, Emese
1
Lee, Yong Woong
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Li, Jie
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Lin, Jia-Juan
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Liu, Zhenya
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Louhichi, Waël
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Lu, Shanglin
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Ly, Sel
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Ma, Yao
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Missong, Martin
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Mojtahedi, Fatemeh
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International review of financial analysis
Insurance / Mathematics & economics
111
Journal of banking & finance
79
European journal of operational research : EJOR
68
Journal of risk
58
Risks : open access journal
51
Finance research letters
48
Quantitative finance
40
Economic modelling
33
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
International journal of theoretical and applied finance
22
Journal of economic dynamics & control
21
Journal of empirical finance
21
The journal of risk model validation
21
Applied economics
20
Computational economics
19
The European journal of finance
19
Research in international business and finance
18
Finance and stochastics
17
International review of economics & finance : IREF
17
Operations research
17
Research paper series / Swiss Finance Institute
17
International journal of forecasting
16
The journal of operational risk
16
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 credit risk : published quarterly by Incisive Media
15
Econometric Institute research papers
13
Journal of econometrics
13
Scandinavian actuarial journal
13
Journal of risk management in financial institutions
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Energy economics
11
Journal of forecasting
11
Mathematical finance : an international journal of mathematics, statistics and financial economics
11
Mathematics and financial economics
11
Operations research letters
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ECONIS (ZBW)
31
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1
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
2
Do green investments improve portfolio diversification? : evidence from mean conditional value-at-risk optimization
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Louhichi, Waël
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543934
Saved in:
3
Diversifying and hedging REIT portfolios with cryptocurrencies : evidence from global and regional REIT indices
Odusami, Babatunde Olatunji
;
Akinsomi, Omokolade
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014544083
Saved in:
4
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:
5
Do ESG ETFs provide downside risk protection during Covid-19? : evidence from forecast combination models
Huang, Yujun
- In:
International review of financial analysis
94
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014543986
Saved in:
6
An empirical investigation of multiperiod tail risk forecasting models
Zhang, Ning
;
Su, Xiaoman
;
Qi, Shuyuan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248332
Saved in:
7
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
8
Identifying systemic risk of assets during international financial crises using Value at Risk elasticities
Borer, Daniel
;
Perera, Devmali
;
Fitriya Fauzi
;
Chau …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469916
Saved in:
9
From BASEL III to BASEL IV and beyond :
expected
shortfall
and expectile risk measures
Zaevski, Tsvetelin S.
;
Nedeltchev, Dragomir C.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
Saved in:
10
Should investors include green bonds in their portfolios? : Evidence for the USA and Europe
Han, Yingwei
;
Li, Jie
- In:
International review of financial analysis
80
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013366150
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