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~isPartOf:"Quantitative finance"
~subject:"Credit risk"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Risikomanagement"
~subject:"Statistical distribution"
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Credit risk
Multivariate Verteilung
Prognoseverfahren
Risikomanagement
Statistical distribution
Risikomaß
54
Risk measure
54
Portfolio selection
37
Portfolio-Management
37
Theorie
37
Theory
37
Risiko
28
Risk
28
Risk management
19
Measurement
16
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34
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Gerlach, Richard
2
Härdle, Wolfgang
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1
Bee, Marco
1
Bergk, Kerstin
1
Birge, John R.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Deng, Kaihua
1
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1
Ding, Rui
1
Ertley, Brian
1
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1
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1
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1
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1
Hacini, Mehdi-Vincent
1
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1
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Quantitative finance
Insurance / Mathematics & economics
145
Journal of banking & finance
98
Risks : open access journal
79
Finance research letters
67
Journal of risk
66
International journal of forecasting
56
European journal of operational research : EJOR
54
Economic modelling
46
Discussion paper / Tinbergen Institute
44
Energy economics
44
International review of financial analysis
44
The North American journal of economics and finance : a journal of financial economics studies
44
The journal of risk model validation
43
The journal of operational risk
37
Journal of forecasting
34
Journal of empirical finance
33
Journal of risk and financial management : JRFM
33
Applied economics
32
Journal of risk management in financial institutions
31
Computational economics
29
International review of economics & finance : IREF
27
Journal of econometrics
27
The European journal of finance
26
International journal of theoretical and applied finance
23
Research paper series / Swiss Finance Institute
23
Working papers
23
Journal of financial econometrics
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
SFB 649 discussion paper
21
The journal of credit risk : published quarterly by Incisive Media
21
Applied economics letters
19
Journal of international financial markets, institutions & money
19
Scandinavian actuarial journal
19
SpringerLink / Bücher
19
Econometric Institute research papers
18
Pacific-Basin finance journal
18
Research in international business and finance
18
Journal of economic dynamics & control
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
34
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1
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
2
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
3
Vulnerability-CoVaR : investigating the crypto-market
Waltz, Martin
;
Singh, Abhay Kumar
;
Okhrin, Ostap
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1731-1745
Persistent link: https://www.econbiz.de/10013367943
Saved in:
4
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
5
Risk management under weighted limited expected loss
Chen, An
;
Nguyen, Thai
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 593-612
Persistent link: https://www.econbiz.de/10014552107
Saved in:
6
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
7
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
8
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
9
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
10
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
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