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~isPartOf:"Journal of risk"
~source:"econis"
~subject:"value-at-risk (VaR)"
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Bayesian Tail Risk Forecasting...
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value-at-risk (VaR)
Risk management
152
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Risk measure
133
Portfolio selection
75
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75
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Abad, Pilar
1
Alemany, Ramon
1
Amendola, Alessandra
1
Ardia, David
1
Bellalah, Mondher
1
Benito Muela, Sonia
1
Berens, Tobias
1
Bolancé, Catalina
1
Boonen, Tim J.
1
Breton, Michèle
1
Buchner, Axel
1
Candila, Vincenzo
1
Chayeh, Zeineb
1
Dionne, Georges
1
Dorfleitner, Gregor
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Feng, Yuanhua
1
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1
Florentin, Clément
1
Gatarek, Lukasz
1
Gleißner, Werner
1
Hassani, Samir Saissi
1
Hoogerheide, Lennart
1
Kabaila, Paul
1
Letmathe, Sebastian
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López-Martín, Carmen
1
Mainzer, Rheanna
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Marzouk, Oussama
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Moldenhauer, Felix
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Padilla Barreto, Alemar E.
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Pitera, Marcin
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Riccetti, Luca
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Shi, Ming
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Sorrosal Forradellas, Maria Teresa
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Sánchez Granero, Miguel Angel
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Terceño, Antonio
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Uhde, André
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Weiß, Gregory N. F.
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Yu, Xinxin
1
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Agricultural finance review
Journal of risk
The journal of risk model validation
13
The journal of operational risk
10
Journal of risk : JOR
3
Applied economics
1
Journal of financial econometrics
1
Journal of risk and financial management : JRFM
1
Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
1
Revista de métodos cuantitativos para la economía y la empresa
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
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1
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Counterparty risk : credit valuation adjustment variability and value-at-risk
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012059879
Saved in:
5
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Saved in:
6
Initial margin with risky collateral
Shi, Ming
;
Yu, Xinxin
;
Zhang, Ke
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 49-68
Persistent link: https://www.econbiz.de/10011847469
Saved in:
7
Impact of D-Vine structure on risk estimation
Bolancé, Catalina
;
Alemany, Ramon
;
Padilla Barreto, …
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011914672
Saved in:
8
Advanced risk profile analysis of Islamic equity investment : evidence from the American, Asian and European markets
Bellalah, Mondher
;
Chayeh, Zeineb
- In:
Journal of risk
17
(
2014/2015
)
6
,
pp. 73-99
Persistent link: https://www.econbiz.de/10011438935
Saved in:
9
Static and dynamic risk capital allocations with the Euler rule
Boonen, Tim J.
- In:
Journal of risk
22
(
2019
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10013177092
Saved in:
10
Backtesting expected shortfall : a simple recipe?
Moldenhauer, Felix
;
Pitera, Marcin
- In:
Journal of risk
22
(
2019
)
1
,
pp. 17-42
Persistent link: https://www.econbiz.de/10013177098
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