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~isPartOf:"Journal of banking & finance"
~subject:"Bankrisiko"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Schätzung"
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Bankrisiko
Portfolio-Management
Prognoseverfahren
Risk
Schätzung
Risikomaß
181
Risk measure
181
Theorie
83
Theory
83
Portfolio selection
77
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Weiß, Gregor
4
Brandtner, Mario
3
Daníelsson, Jón
3
Paterlini, Sandra
3
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2
Breuer, Thomas
2
Brigo, Damiano
2
Campbell, Rachel
2
Cui, Xueting
2
Dias, Alexandra
2
Escanciano, Juan Carlos
2
Huisman, Ronald
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Koedijk, Kees
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McNeil, Alexander J.
2
Peña Sánchez de Rivera, Juan Ignacio
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Wied, Dominik
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Zhu, Shushang
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1
Alexander, Gordon J.
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Alexander, S.
1
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1
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An, Yunbi
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Aramonte, Sirio
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Bali, Turan G.
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Journal of banking & finance
Insurance / Mathematics & economics
164
European journal of operational research : EJOR
85
Risks : open access journal
82
Journal of risk
79
Finance research letters
71
Economic modelling
54
The North American journal of economics and finance : a journal of financial economics studies
52
International review of financial analysis
50
International journal of forecasting
49
Discussion paper / Tinbergen Institute
47
Quantitative finance
47
Journal of risk and financial management : JRFM
41
Applied economics
40
The journal of risk model validation
38
Energy economics
37
Journal of empirical finance
37
Journal of forecasting
37
International journal of theoretical and applied finance
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Computational economics
29
The European journal of finance
29
Finance and stochastics
28
Journal of econometrics
28
Journal of economic dynamics & control
28
Research in international business and finance
27
Research paper series / Swiss Finance Institute
27
Working papers
26
International review of economics & finance : IREF
25
Journal of risk management in financial institutions
23
Mathematics of operations research
23
Scandinavian actuarial journal
23
Econometric Institute research papers
22
Journal of financial econometrics
22
Journal of mathematical finance
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Mathematics and financial economics
21
Pacific-Basin finance journal
21
The journal of operational risk
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
112
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1
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
2
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
3
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
4
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
5
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
6
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
7
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
8
Systemic risk allocation using the asymptotic marginal expected shortfall
Qin, Xiao
;
Chen Zhou
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820456
Saved in:
9
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
10
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
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