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~isPartOf:"Agricultural finance review"
~isPartOf:"Journal of risk"
~source:"econis"
~subject:"Portfolio selection"
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Bayesian Tail Risk Forecasting...
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Portfolio selection
Risk management
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Portfolio-Management
75
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value-at-risk (VaR)
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Berger, Theo
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Boudt, Kris
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Aarons, Mark
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Abergel, Frédéric
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Agricultural finance review
Journal of risk
Insurance / Mathematics & economics
142
Journal of banking & finance
114
European journal of operational research : EJOR
91
Finance research letters
80
Risks : open access journal
68
Quantitative finance
55
International review of financial analysis
49
Journal of risk and financial management : JRFM
42
Wiley finance series
39
The North American journal of economics and finance : a journal of financial economics studies
38
Economic modelling
36
Journal of risk management in financial institutions
35
The journal of asset management
31
The journal of portfolio management : JPM
31
Applied economics
30
International journal of theoretical and applied finance
30
SpringerLink / Bücher
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Discussion paper / Tinbergen Institute
28
International review of economics & finance : IREF
27
Journal of empirical finance
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The journal of portfolio management : a publication of Institutional Investor
27
Journal of economic dynamics & control
24
Research paper series / Swiss Finance Institute
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The journal of risk model validation
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Energy economics
23
The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
22
Operations research
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Research in international business and finance
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Computational economics
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Finance and stochastics
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Scandinavian actuarial journal
19
Journal of econometrics
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Journal of investment management : JOIM
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The journal of investing
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Journal of international financial markets, institutions & money
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Risiko-Manager
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Sovereign wealth management
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Springer eBook Collection
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Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
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2
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
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3
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
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4
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
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5
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:
6
Decomposition of portfolio risk into independent factors using an inductive causal search algorithm
Deaton, Brian D.
- In:
Journal of risk
19
(
2016
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10011579769
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7
Analytical method for computing stressed value-at-risk with conditional value-at-risk
Hong, KiHoon
- In:
Journal of risk
19
(
2016/2017
)
3
,
pp. 85-106
Persistent link: https://www.econbiz.de/10011689731
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8
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
Riccetti, Luca
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 79-102
Persistent link: https://www.econbiz.de/10011710254
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9
Risk management for private equity funds
Buchner, Axel
- In:
Journal of risk
19
(
2017
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011799119
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10
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
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