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~isPartOf:"Journal of mathematical finance"
~subject:"Capital income"
~subject:"Risk management"
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Capital income
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Chen, Zengjing
1
Colivicchi, Ilaria
1
Ferrentino, Rosa
1
Gumbo, Victor
1
He, Kun
1
Huang, Jhe-Jheng
1
Kato, Takashi
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Siziba, Simiso
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So, Leh-Chyan
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Vignaroli, Riccardo
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Journal of mathematical finance
Insurance / Mathematics & economics
103
Journal of banking & finance
68
Risks : open access journal
54
Journal of risk
50
Finance research letters
44
European journal of operational research : EJOR
40
The North American journal of economics and finance : a journal of financial economics studies
39
International review of financial analysis
38
Energy economics
34
Economic modelling
32
The journal of operational risk
27
Quantitative finance
26
The journal of risk model validation
25
Applied economics
22
International journal of forecasting
22
International review of economics & finance : IREF
22
Journal of empirical finance
21
Discussion paper / Tinbergen Institute
20
Journal of risk and financial management : JRFM
20
Journal of risk management in financial institutions
20
Research in international business and finance
20
Journal of econometrics
19
Research paper series / Swiss Finance Institute
19
International journal of theoretical and applied finance
17
The European journal of finance
17
Pacific-Basin finance journal
15
Journal of financial econometrics
14
Journal of international financial markets, institutions & money
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Computational economics
13
Finance and stochastics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Working papers
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Journal of forecasting
11
Applied economics letters
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International journal of finance & economics : IJFE
10
International journal of risk assessment and management : IJRAM
10
Journal of economic dynamics & control
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Review of financial economics : RFE
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1
The risk in the insurance field : a generalized analysis
Ferrentino, Rosa
;
Vota, Luca
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 200-221
Persistent link: https://www.econbiz.de/10012545597
Saved in:
2
Efficient estimation of distributional tail shape and the extremal index with applications to risk management
Sapp, Travis R. A.
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 626-659
Persistent link: https://www.econbiz.de/10011656984
Saved in:
3
Forecasting the impact of information security breaches on stock market returns and VaR backtest
Colivicchi, Ilaria
;
Vignaroli, Riccardo
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 402-454
Persistent link: https://www.econbiz.de/10012210337
Saved in:
4
Valuation and risk assessment of a portfolio of variable annuities : a vector autoregression approach
Orlando, Albina
;
Parker, Gary
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 349-371
Persistent link: https://www.econbiz.de/10011874781
Saved in:
5
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Saved in:
6
Asymptotic analysis for spectral risk measures parameterized by confidence level
Kato, Takashi
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 197-226
Persistent link: https://www.econbiz.de/10011846379
Saved in:
7
Measuring black swans in financial markets
Manhire, J. T.
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 227-239
Persistent link: https://www.econbiz.de/10011846384
Saved in:
8
Using conditional extreme value theory to estimate value-at-risk for daily currency exchange rates
Omari, Cyprian Ondieki
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 846-870
Persistent link: https://www.econbiz.de/10011859906
Saved in:
9
On quantum risk modelling
Kountzakis, Christos E.
;
Koutsouraki, Maria P.
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 43-47
Persistent link: https://www.econbiz.de/10011543089
Saved in:
10
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
Saved in:
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