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~isPartOf:"Agricultural finance review"
~isPartOf:"Journal of risk"
~source:"econis"
~subject:"United States"
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Bayesian Tail Risk Forecasting...
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United States
Risk management
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Risikomanagement
151
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133
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133
Portfolio selection
75
Portfolio-Management
75
Theorie
58
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58
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33
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value-at-risk (VaR)
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Lence, Sergio H.
3
Mishra, Ashok K.
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Hayes, Dermot James
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Mason, Chuck
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Richards, Timothy J.
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Turvey, Calum Greig
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Agricultural finance review
Journal of risk
Working paper / National Bureau of Economic Research, Inc.
35
Journal of banking & finance
23
The review of financial studies
22
Journal of risk management in financial institutions
21
The journal of structured finance
19
Working papers / Financial Institutions Center
17
The journal of risk and insurance : the journal of the American Risk and Insurance Association
16
Staff reports / Federal Reserve Bank of New York
13
The journal of finance : the journal of the American Finance Association
13
International review of financial analysis
12
Journal of financial and quantitative analysis : JFQA
12
Journal of financial economics
12
The journal of corporate accounting & finance
11
American journal of agricultural economics
10
Discussion paper / Centre for Economic Policy Research
10
Energy economics
10
International journal of risk assessment and management : IJRAM
10
Journal of agricultural and applied economics
10
NBER working paper series
10
Journal of risk and financial management : JRFM
9
The journal of investing
9
Applied economics
8
Journal of financial services research : JFSR
8
Risk management and insurance review
8
SpringerLink / Bücher
8
The journal of futures markets
8
Working paper
8
Agricultural and resource economics review : ARER
7
Applied financial economics
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
Journal of empirical finance
7
The electricity journal
7
The journal of fixed income
7
The panic of 2008 : causes, consequences and implications for reform
7
Background screening and investigations : managing hiring risk from the HR and security perspectives
6
CFS working paper series
6
Econometric Institute research papers
6
Economic modelling
6
European journal of operational research : EJOR
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1
Evaluation of risk reductions associated with multi-peril crop insurance products
Schnitkey, Gary D.
;
Sherrick, Bruce J.
;
Irwin, Scott H.
- In:
Agricultural finance review
63
(
2003
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001782018
Saved in:
2
Systemic risk in US crop reinsurance programs
Mason, Chuck
;
Hayes, Dermot James
;
Lence, Sergio H.
- In:
Agricultural finance review
63
(
2003
)
1
,
pp. 23-39
Persistent link: https://www.econbiz.de/10001782021
Saved in:
3
Could the government manage its exposure to crop reinsurance risk?
Hayes, Dermot James
;
Lence, Sergio H.
;
Mason, Chuck
- In:
Agricultural finance review
63
(
2003
)
2
,
pp. 127-142
Persistent link: https://www.econbiz.de/10001930298
Saved in:
4
Loss-given-default on farm real estate loans : probability of full recovery
Yan, Yan
;
Barry, Peter J.
- In:
Agricultural finance review
66
(
2006
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10003387853
Saved in:
5
Efficient execution in the secondary mortgage market : a stochastic optimization model using
CVaR
constraints
Wang, Chung-Jui
;
Uryasev, Stan
- In:
Journal of risk
10
(
2007/08
)
1
,
pp. 41-66
Persistent link: https://www.econbiz.de/10003572494
Saved in:
6
Real estate investment trust return dynamics and value-at-risk under alternative classes of model specifications
Yu, Jung-suk
- In:
Journal of risk
15
(
2012/13
)
4
,
pp. 3-33
Persistent link: https://www.econbiz.de/10009771008
Saved in:
7
Asset allocation with conditional value-at-risk budgets
Boudt, Kris
;
Carl, Peter
;
Peterson, Brian G.
- In:
Journal of risk
15
(
2012/13
)
3
,
pp. 39-68
Persistent link: https://www.econbiz.de/10009732840
Saved in:
8
The relationship between credit default swap spreads and equity prices
Marzano, Michele
;
Dunn, Gary
;
Constantinou, Nick
- In:
Journal of risk
17
(
2014/15
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10010476254
Saved in:
9
Application of credit risk models to agricultural lending
Zech, Lyubov
;
Pederson, Glenn
- In:
Agricultural finance review
64
(
2004
)
2
,
pp. 91-106
Persistent link: https://www.econbiz.de/10003038913
Saved in:
10
Biography: agricultural finance review
Turvey, Calum Greig
- In:
Agricultural finance review
69
(
2009
)
1
,
pp. 5-14
Persistent link: https://www.econbiz.de/10003894560
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