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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Ausreißer"
~subject:"Credit risk"
~subject:"Measurement"
~subject:"Portfolio-Management"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Ausreißer
Credit risk
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Theorie
Risikomaß
25
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25
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22
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14
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Filipović, Damir
2
Glasserman, Paul
2
Arai, Takuji
1
Bardou, O.
1
Bielecki, Tomasz R.
1
Broda, Simon A.
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1
Cambou, Mathieu
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
198
Journal of banking & finance
130
European journal of operational research : EJOR
99
Risks : open access journal
90
Journal of risk
83
Finance research letters
59
Economic modelling
51
International review of financial analysis
46
Quantitative finance
45
The North American journal of economics and finance : a journal of financial economics studies
43
Applied economics
42
The journal of risk model validation
42
Journal of empirical finance
41
International journal of theoretical and applied finance
39
Journal of risk and financial management : JRFM
37
International journal of forecasting
36
Journal of econometrics
32
Computational economics
31
Journal of economic dynamics & control
30
The European journal of finance
30
Scandinavian actuarial journal
29
Finance and stochastics
28
Energy economics
27
The journal of operational risk
27
Journal of forecasting
25
Mathematics and financial economics
25
Journal of risk management in financial institutions
24
Operations research
24
Operations research letters
24
The journal of credit risk : published quarterly by Incisive Media
24
Applied economics letters
23
International review of economics & finance : IREF
23
Journal of financial econometrics
23
Journal of international financial markets, institutions & money
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Mathematics of operations research
22
Research in international business and finance
22
Astin bulletin : the journal of the International Actuarial Association
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Model uncertainty and scenario aggregation
Cambou, Mathieu
;
Filipović, Damir
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 534-567
Persistent link: https://www.econbiz.de/10011752528
Saved in:
2
Comparing local risks by acceptance and rejection
Schreiber, Amnon
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 412-430
Persistent link: https://www.econbiz.de/10011577169
Saved in:
3
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
4
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Saved in:
5
Coherence and elicitability
Ziegel, Johanna F.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 901-918
Persistent link: https://www.econbiz.de/10011583809
Saved in:
6
CVaR hedging using quantization-based stochastic approximation algorithm
Bardou, O.
;
Frikha, N.
;
Pagès, Gilles
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 184-229
Persistent link: https://www.econbiz.de/10011550286
Saved in:
7
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
8
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
9
Risk measures on P(R) and value at risk with probability/loss function
Frittelli, Marco
;
Maggis, Marco
;
Peri, Ilaria
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 442-463
Persistent link: https://www.econbiz.de/10010484275
Saved in:
10
Dynamic coherent acceptability indices and their applications to finance
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Zhang, Zhao
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 411-441
Persistent link: https://www.econbiz.de/10010484294
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