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~person:"Müller, Fernanda Maria"
~person:"Rüschendorf, Ludger"
~source:"econis"
~subject:"Convex risk measures"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Convex risk measures
Prognoseverfahren
Risk
Risikomaß
23
Risk measure
23
Theorie
21
Theory
21
Portfolio selection
18
Portfolio-Management
18
Risiko
18
Measurement
11
Messung
11
Risikomanagement
11
Risk management
11
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5
Risk measures
4
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4
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4
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4
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3
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3
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3
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Capital determination
2
Capital income
2
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2
Deviation measures
2
Factor analysis
2
Faktorenanalyse
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Kapitaleinkommen
2
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2
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2
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2
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2
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1
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English
20
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Müller, Fernanda Maria
Rüschendorf, Ludger
McAleer, Michael
35
Wang, Ruodu
24
Righi, Marcelo Brutti
19
Stoja, Evarist
16
Pérez Amaral, Teodosio
15
Mao, Tiantian
13
Jiménez-Martín, Juan-Ángel
12
Rosazza Gianin, Emanuela
12
Chlebus, Marcin
11
Daníelsson, Jón
11
Brandtner, Mario
10
Cai, Jun
10
Caporin, Massimiliano
10
Gerlach, Richard
10
Polanski, Arnold
10
Weiß, Gregor
10
Balbás de la Corte, Alejandro
9
Cheung, Ka Chun
9
Dhaene, Jan
9
Gupta, Rangan
9
Härdle, Wolfgang
9
Tang, Qihe
9
Asai, Manabu
8
Bellini, Fabio
8
Dionne, Georges
8
Embrechts, Paul
8
Furman, Edward
8
Herrera, Rodrigo
8
Hoogerheide, Lennart
8
Kürsten, Wolfgang
8
Laeven, Roger J. A.
8
Liu, Haiyan
8
Lucas, André
8
Munari, Cosimo-Andrea
8
Paolella, Marc S.
8
Pichler, Alois
8
Weigert, Florian
8
Allen, David E.
7
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Insurance / Mathematics & economics
4
Computational economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Finance and stochastics
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of forecasting
1
Mathematical methods of operations research
1
Risk management : a journal of risk, crisis and disaster
1
Risk management : an international journal
1
Risks : open access journal
1
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1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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1
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
2
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
3
Risk excess measures induced by hemi-metrics
Faugeras, Olivier
;
Rüschendorf, Ludger
-
2018
Persistent link: https://www.econbiz.de/10013488890
Saved in:
4
Risk measures-based cluster methods for finance
Guedes, Pablo Cristini
;
Müller, Fernanda Maria
;
Righi, …
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-56
Persistent link: https://www.econbiz.de/10013490814
Saved in:
5
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
6
Is there a risk premium? : Evidence from thirteen measures
Fracasso, Laís Martins
;
Müller, Fernanda Maria
; …
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 182-199
Persistent link: https://www.econbiz.de/10014490275
Saved in:
7
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
8
Comparison of risk forecasts for cryptocurrencies : a focus on Range Value at Risk
Müller, Fernanda Maria
;
Santos, Samuel Solgon
; …
- In:
Finance research letters
48
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463260
Saved in:
9
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
10
On a robust risk measurement approach for capital determination errors minimization
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
; …
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 199-211
Persistent link: https://www.econbiz.de/10012420135
Saved in:
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