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~isPartOf:"Journal of risk"
~subject:"Estimation"
~subject:"Risiko"
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Bericht der AG2: Risikomanagem...
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Estimation
Risiko
Risikomanagement
132
Risk management
132
Risikomaß
54
Risk measure
54
Portfolio selection
53
Portfolio-Management
53
Theorie
47
Theory
47
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risk management
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Poddig, Thorsten
2
Alemany, Ramon
1
Angeles, Joseph Emmanuel Lukban
1
Arici, G.
1
Arrondel, Luc
1
Augusto, Mário Gomes
1
Bachori, Bartholomew Bilijo
1
Balli, Faruk
1
Barbi, Massimiliano
1
Belles-Sampera, James
1
Bender, Micha
1
Bertram, Philip
1
Bikker, Jacob A.
1
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1
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1
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1
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1
Ceretta, Paulo Sergio
1
Chakir, Ahmed
1
Chen, Andrew H.
1
Chen, Jiusheng
1
Chen, Lei
1
Chen, Na
1
Clerc, Caroline
1
Cui, Xueting
1
Dalai, M.
1
Deaton, Brian D.
1
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Desmettre, Sascha
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Feng, Wenjun
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Applied economics
Journal of risk
Insurance / Mathematics & economics
117
Risks : open access journal
91
European journal of operational research : EJOR
82
Finance research letters
77
Journal of banking & finance
52
Journal of risk management in financial institutions
52
Energy economics
42
International journal of production research
37
International review of financial analysis
37
NBER working paper series
33
International journal of production economics
32
International journal of risk assessment and management : IJRAM
30
Journal of air transport management
30
International journal of project management : the journal of The International Project Management Association
28
Journal of risk and financial management : JRFM
28
Management science : journal of the Institute for Operations Research and the Management Sciences
27
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
27
World Bank E-Library Archive
27
Economic modelling
26
International review of economics & finance : IREF
26
NBER Working Paper
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SpringerLink / Bücher
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Working paper / National Bureau of Economic Research, Inc.
24
The North American journal of economics and finance : a journal of financial economics studies
21
Working paper
21
Quantitative finance
20
Pacific-Basin finance journal
19
Research paper series / Swiss Finance Institute
19
Applied economics letters
17
Discussion paper / Tinbergen Institute
17
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
17
Agricultural finance review
16
CESifo working papers
16
Journal of financial stability
16
Scandinavian actuarial journal
16
Working papers
16
The journal of operational risk
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Transportation research / E : an international journal
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ECONIS (ZBW)
52
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1
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:
2
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
Saved in:
3
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
4
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:
5
Synthetic CDO pricing : the perspective of risk integration
Hu, Conghui
;
Zhang, Xun
;
Gao, Qiuming
- In:
Applied economics
47
(
2015
)
13/15
,
pp. 1574-1587
Persistent link: https://www.econbiz.de/10010512015
Saved in:
6
Commodity market risk from 1995 to 2013 : an extreme value theory approach
Fretheim, Torun
;
Kristiansen, Glenn
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2768-2782
Persistent link: https://www.econbiz.de/10010519613
Saved in:
7
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
Saved in:
8
A new test procedure for the choice of dependence structure in risk measurement : application to the US and UK stock market indices
Shim, Jeungbo
;
Lee, Eun-joo
;
Lee, Seung-Hwan
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
Saved in:
9
The impact of model risk on capital reserves : a quantitative analysis
Bertram, Philip
;
Sibbertsen, Philipp
;
Stahl, Gerhard
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 69-97
Persistent link: https://www.econbiz.de/10011438894
Saved in:
10
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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