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Search: subject:"Expected Shortfall"
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Risikomaß
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McAleer, Michael
94
Wang, Ruodu
48
Allen, David E.
43
Härdle, Wolfgang
42
Stoja, Evarist
37
Pérez Amaral, Teodosio
32
Fabozzi, Frank J.
31
Dowd, Kevin
30
Hammoudeh, Shawkat
30
Chang, Chia-Lin
28
Daníelsson, Jón
28
Vanduffel, Steven
28
Polanski, Arnold
27
Vries, Casper G. de
27
Righi, Marcelo Brutti
25
Embrechts, Paul
24
Jiménez-Martín, Juan-Ángel
24
Powell, Robert
24
Rosazza Gianin, Emanuela
24
Rüschendorf, Ludger
24
Caporin, Massimiliano
23
Račev, Svetlozar T.
22
Giot, Pierre
21
Paolella, Marc S.
21
Dhaene, Jan
20
Huschens, Stefan
20
Kratz, Marie
20
Wied, Dominik
20
Ardia, David
19
Bernard, Carole
19
Dionne, Georges
19
Stoyanov, Stoyan V.
19
Brandtner, Mario
18
Gerlach, Richard
18
Hoogerheide, Lennart
18
Lucas, André
18
Tsanakas, Andreas
18
Albrecht, Peter
17
Boonen, Tim J.
17
Cai, Jun
17
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National Bureau of Economic Research
13
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
12
Basel Committee on Banking Supervision
7
Springer Fachmedien Wiesbaden
7
HAL
6
Business School, University of Sydney
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Friedrich-Schiller-Universität Jena
3
Geary Institute, University College Dublin
3
Pensions Institute
3
Springer-Verlag GmbH
3
Swiss Finance Institute
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Tinbergen Instituut
3
Universität Mannheim
3
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3
CESifo
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Deutsche Bundesbank
2
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
2
Federal Reserve Bank of San Francisco
2
Instituto Valenciano de Investigaciones Económicas
2
International Center for Financial Asset Management and Engineering
2
School of Economics and Finance, Tasmanian School of Business and Economics
2
Society for Computational Economics - SCE
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Universität Konstanz
2
Verlag Dr. Kovač
2
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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
Berliner Wissenschafts-Verlag
1
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1
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1
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1
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Insurance / Mathematics & economics
218
Journal of banking & finance
181
Journal of risk
123
Finance research letters
115
European journal of operational research : EJOR
114
Risks : open access journal
108
Energy economics
74
International review of financial analysis
74
Economic modelling
73
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
39
Research in international business and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research paper series / Swiss Finance Institute
35
Journal of economic dynamics & control
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working papers
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Scandinavian actuarial journal
31
Working paper
31
Finance and stochastics
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Journal of financial econometrics
28
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Source
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ECONIS (ZBW)
7,528
RePEc
182
EconStor
74
Other ZBW resources
12
BASE
8
Showing
2,621
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of
7,804
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2621
Extended saddlepoint methods for credit risk measurement
García-Céspedes, Rúben
;
Moreno, Manuel
- In:
The journal of computational finance
20
(
2016
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011656202
Saved in:
2622
Fitting a distribution to value-at-risk and
expected
shortfall
, with an application to covered bonds
Tasche, Dirk
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 77-111
Persistent link: https://www.econbiz.de/10011597894
Saved in:
2623
Finite difference methods for estimating marginal risk contributions in asset management
Olschewsky, Michael
;
Lüdemann, Stefan
;
Poddig, Thorsten
- In:
Journal of risk
18
(
2016
)
5
,
pp. 63-99
Persistent link: https://www.econbiz.de/10011598391
Saved in:
2624
Market risk of investment in us subprime crisis : comparison of a pure diffusion and a pure jump model
Mozumder, Sharif
;
Rahman, Arafatur
- In:
Annals of financial economics
11
(
2016
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011685729
Saved in:
2625
Testing for systemic risk using stock returns
Kupiec, Paul H.
;
Güntay, Levent
- In:
Journal of financial services research : JFSR
49
(
2016
)
2/3
,
pp. 203-227
Persistent link: https://www.econbiz.de/10011592075
Saved in:
2626
On the measurement of economic tail risk
Kou, Steven
;
Peng, Xianhua
- In:
Operations research
64
(
2016
)
5
,
pp. 1056-1072
Persistent link: https://www.econbiz.de/10011594638
Saved in:
2627
Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics
Bartels, Mariana
;
Ziegelmann, Flávio A.
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 66-79
Persistent link: https://www.econbiz.de/10011597172
Saved in:
2628
Forecasting volatility of tanker freight rates based on asymmetric regime-switching GARCH models
Lauenstein, Philipp
;
Walther, Thomas
- In:
International journal of financial engineering and risk …
2
(
2016
)
3
,
pp. 172-199
Persistent link: https://www.econbiz.de/10011778834
Saved in:
2629
Expected
shortfall
and tail conditional expectation with the Pearson type IV distribution
Stavroyiannis, Stavros
- In:
Global business & economics review
18
(
2016
)
1
,
pp. 41-53
Persistent link: https://www.econbiz.de/10011738550
Saved in:
2630
Mean-variance versus mean-
expected
shortfall
models : an application to wheat variety selection
Sukcharoen, Kunlapath
;
Leatham, David J.
- In:
Journal of agricultural and applied economics : JAEE
48
(
2016
)
2
,
pp. 148-172
Persistent link: https://www.econbiz.de/10011619747
Saved in:
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