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~isPartOf:"Journal of banking & finance"
~subject:"Credit risk"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Credit risk
Portfolio-Management
Prognoseverfahren
Risk
Risikomaß
181
Risk measure
181
Theorie
83
Theory
83
Portfolio selection
77
Risikomanagement
52
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Brandtner, Mario
3
Daníelsson, Jón
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McNeil, Alexander J.
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2
Breuer, Thomas
2
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Campbell, Rachel
2
Cui, Xueting
2
Dias, Alexandra
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Zhu, Shushang
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1
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1
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Journal of banking & finance
Insurance / Mathematics & economics
159
European journal of operational research : EJOR
87
Risks : open access journal
79
Finance research letters
77
Journal of risk
76
International journal of forecasting
53
Economic modelling
51
Quantitative finance
51
International review of financial analysis
50
Discussion paper / Tinbergen Institute
48
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of risk model validation
39
Journal of risk and financial management : JRFM
37
Applied economics
36
Journal of forecasting
36
Energy economics
33
Journal of empirical finance
33
International journal of theoretical and applied finance
31
Computational economics
30
Journal of economic dynamics & control
29
Finance and stochastics
28
International review of economics & finance : IREF
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Research paper series / Swiss Finance Institute
27
The European journal of finance
27
Journal of risk management in financial institutions
25
Mathematics of operations research
23
Research in international business and finance
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Scandinavian actuarial journal
23
Econometric Institute research papers
22
Journal of financial econometrics
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Operations research
21
The journal of credit risk : published quarterly by Incisive Media
21
Journal of econometrics
20
Journal of mathematical finance
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Mathematics and financial economics
20
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
115
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115
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
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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