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Messung
Statistical distribution
Risikomaß
53
Risk measure
53
Theorie
41
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41
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26
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26
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25
Portfolio selection
22
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Rosazza Gianin, Emanuela
3
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Koch Medina, Pablo
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Munari, Cosimo-Andrea
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Ararat, Çağın
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1
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Mathematics and financial economics
Operations research letters
Insurance / Mathematics & economics
148
Journal of banking & finance
46
Risks : open access journal
46
Journal of risk
40
European journal of operational research : EJOR
39
Finance research letters
29
The journal of operational risk
27
International journal of forecasting
26
Quantitative finance
26
Discussion paper / Tinbergen Institute
24
The journal of risk model validation
22
International review of financial analysis
21
Applied economics
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Economic modelling
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Mathematics of operations research
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International journal of theoretical and applied finance
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Journal of empirical finance
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Scandinavian actuarial journal
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International review of economics & finance : IREF
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Research paper series / Swiss Finance Institute
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Astin bulletin : the journal of the International Actuarial Association
13
Journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
The European journal of finance
12
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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SFB 649 discussion paper
11
Swiss Finance Institute Research Paper
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Energy economics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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21
Measuring risk with multiple eligible assets
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10010500704
Saved in:
22
Bid and ask prices as non-linear continuous time G-expectations based on distortions
Eberlein, Ernst
;
Madan, Dilip B.
;
Pistorius, Martijn
; …
- In:
Mathematics and financial economics
8
(
2014
)
3
,
pp. 265-289
Persistent link: https://www.econbiz.de/10010365556
Saved in:
23
Liquidity-adjusted risk measures
Weber, Stefan
;
Anderson, W.
;
Hamm, A.-M.
;
Knispel, Thomas
; …
- In:
Mathematics and financial economics
7
(
2013
)
1
,
pp. 69-91
Persistent link: https://www.econbiz.de/10009708950
Saved in:
24
Excess invariance and shortfall risk measures
Staum, Jeremy
- In:
Operations research letters
41
(
2013
)
1
,
pp. 47-53
Persistent link: https://www.econbiz.de/10009720201
Saved in:
25
Market price-based convex risk measures : a distribution-free optimization approach
Li, Jonathan Y.
;
Kwon, Roy H.
- In:
Operations research letters
40
(
2012
)
2
,
pp. 128-133
Persistent link: https://www.econbiz.de/10009507888
Saved in:
26
Bounds for nested law invariant coherent risk measures
Xin, Linwei
;
Shapiro, Alexander
- In:
Operations research letters
40
(
2012
)
6
,
pp. 431-435
Persistent link: https://www.econbiz.de/10009716584
Saved in:
27
Set-valued risk measures for conical market models
Hamel, Andreas
;
Heyde, Frank
;
Rudloff, Birgit
- In:
Mathematics and financial economics
5
(
2011
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009160246
Saved in:
28
Internal vs. external risk measures : how capital requirements differ in practice
Eling, Martin
;
Tibiletti, Luisa
- In:
Operations research letters
38
(
2010
)
5
,
pp. 482-488
Persistent link: https://www.econbiz.de/10008658767
Saved in:
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