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~isPartOf:"Agricultural finance review"
~isPartOf:"Energy economics"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of risk"
~source:"econis"
~subject:"Messung"
~subject:"Stochastic process"
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Bayesian Tail Risk Forecasting...
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Messung
Stochastic process
Risk management
477
Risikomanagement
467
Risikomaß
321
Risk measure
321
Theorie
273
Theory
273
Risk
210
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Uryasev, Stan
3
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Baum, Christopher F.
2
Boonen, Tim J.
2
Brandtner, Mario
2
Chen, Liyuan
2
Jiang, Wenjun
2
Kürsten, Wolfgang
2
Pesenti, Silvana M.
2
Pichler, Alois
2
Righi, Marcelo Brutti
2
Rischau, Robert
2
Rosazza Gianin, Emanuela
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Shapiro, Alexander
2
Tsanakas, Andreas
2
Valladão, Davi M.
2
Zerilli, Paola
2
Çavuş, Özlem
2
Abate, Arega Getaneh
1
Ackooij, Wim van
1
Ahmadi-Javid, Amir
1
Aktürk, M. Selim
1
Alem, Douglas
1
Alemany, Ramon
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Alkhaleel, Basem A.
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Ansaripoor, Amir H.
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Baule, Rainer
1
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1
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1
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1
Bignozzi, Valeria
1
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Agricultural finance review
Energy economics
European journal of operational research : EJOR
Journal of risk
Insurance / Mathematics & economics
133
Risks : open access journal
44
Journal of banking & finance
32
Finance research letters
28
Quantitative finance
27
International journal of theoretical and applied finance
23
Journal of econometrics
23
Finance and stochastics
22
Mathematics of operations research
22
Journal of risk and financial management : JRFM
20
Mathematics and financial economics
19
The journal of operational risk
18
Scandinavian actuarial journal
17
Operations research
14
Insurance : mathematics and economics
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
International journal of production research
12
International review of financial analysis
12
Journal of financial econometrics
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Research paper series / Swiss Finance Institute
12
The journal of risk model validation
12
Applied economics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Operations research letters
11
ASTIN bulletin : the journal of the International Actuarial Association
10
Astin bulletin : the journal of the International Actuarial Association
10
Computational economics
10
Computers & operations research : and their applications to problems of world concern ; an international journal
10
Discussion paper / Tinbergen Institute
10
International journal of production economics
10
International review of economics & finance : IREF
10
Journal of mathematical finance
10
Journal of risk management in financial institutions
10
Mathematical finance : an international journal of mathematics, statistics and financial economics
10
Applied economics letters
9
INFORMS journal on computing : JOC
9
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ECONIS (ZBW)
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1
The Minimum-
CVaR
strategy with semi-parametric estimation in carbon market hedging problems
Chai, Shanglei
;
Zhou, Peng
- In:
Energy economics
76
(
2018
),
pp. 64-75
Persistent link: https://www.econbiz.de/10011976584
Saved in:
2
New algorithmic framework for conditional value at risk : application to stochastic fixed-charge transportation
Fernández, Elena
;
Hinojosa, Yolanda
;
Puerto, Justo
; …
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 215-226
Persistent link: https://www.econbiz.de/10012014841
Saved in:
3
Expected shortfall : heuristics and certificates
Ramponi, Federico Alessandro
;
Campi, Marco C.
- In:
European journal of operational research : EJOR
267
(
2018
)
3
,
pp. 1003-1013
Persistent link: https://www.econbiz.de/10011812858
Saved in:
4
Risk measures and the impact of asset price bubbles
Jarrow, Robert A.
;
Silva, Felipe Bastos Gurgel
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
Saved in:
5
Hedging Conditional Value at Risk with options
Capiński, Maciej
- In:
European journal of operational research : EJOR
242
(
2015
)
2
,
pp. 688-691
Persistent link: https://www.econbiz.de/10010491633
Saved in:
6
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
7
Risk tomography
Prékopa, András
;
Lee, Jinwook
- In:
European journal of operational research : EJOR
265
(
2018
)
1
,
pp. 149-168
Persistent link: https://www.econbiz.de/10011805383
Saved in:
8
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
9
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
10
Tail risk in energy portfolios
González-Pedraz, Carlos
;
Moreno, Manuel
;
Peña …
- In:
Energy economics
46
(
2014
),
pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
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