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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Insolvenz"
~subject:"Portfolio selection"
~subject:"Verlust"
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Search: subject:"Expected Shortfall"
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Insolvenz
Portfolio selection
Verlust
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57
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32
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27
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Journal of international financial markets, institutions & money
The journal of credit risk : published quarterly by Incisive Media
Insurance / Mathematics & economics
111
Journal of banking & finance
79
European journal of operational research : EJOR
66
Journal of risk
56
Risks : open access journal
49
Finance research letters
42
Quantitative finance
34
Economic modelling
32
International review of financial analysis
28
The North American journal of economics and finance : a journal of financial economics studies
27
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26
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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20
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20
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19
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17
Research in international business and finance
17
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
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International journal of forecasting
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of asset management
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Econometric Institute research papers
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Journal of econometrics
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Scandinavian actuarial journal
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Journal of risk management in financial institutions
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of forecasting
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ECONIS (ZBW)
30
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1
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
2
Carry and conditional value at risk trend : capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts
Hertrich, Daniel
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014245938
Saved in:
3
Market risks that change US-European equity correlations
Sarwar, Ghulam
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
Saved in:
4
Portfolio risk and stress across the business cycle
Chakraborty, Sandip
;
Kakani, Ram Kumar
;
Sampath, Aravind
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533149
Saved in:
5
Primary-firm-driven portfolio loss
Turnbull, Stuart M.
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 33-52
Persistent link: https://www.econbiz.de/10011777676
Saved in:
6
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:
7
Fitting a distribution to value-at-risk and
expected
shortfall
, with an application to covered bonds
Tasche, Dirk
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 77-111
Persistent link: https://www.econbiz.de/10011597894
Saved in:
8
Systematic extreme downside risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
Saved in:
9
Forward-looking asset correlations in the estimation of economic capital
Chamizo, Álvaro
;
Fonollosa, Alexandre
;
Novales, Alfonso
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 264-288
Persistent link: https://www.econbiz.de/10012128297
Saved in:
10
Contagion risk in global banking sector
Daly, Kevin James
;
Batten, Jonathan A.
;
Mishra, Anil V.
; …
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012263308
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