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Risikomaß
71
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71
Option pricing theory
49
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39
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Economic modelling
International journal of theoretical and applied finance
507
Journal of banking & finance
379
Insurance / Mathematics & economics
355
Mathematical finance : an international journal of mathematics, statistics and financial theory
278
The journal of futures markets
273
The journal of computational finance
263
Applied mathematical finance
253
Quantitative finance
252
Finance and stochastics
248
European journal of operational research : EJOR
245
Finance research letters
227
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Risks : open access journal
204
Review of derivatives research
175
Journal of economic dynamics & control
164
Computational economics
146
The North American journal of economics and finance : a journal of financial economics studies
146
Journal of risk
145
Energy economics
133
Journal of mathematical finance
132
International journal of financial engineering
124
International review of financial analysis
118
Research paper series / Swiss Finance Institute
117
The European journal of finance
117
Journal of econometrics
106
Discussion paper / Tinbergen Institute
102
Journal of risk and financial management : JRFM
98
SFB 649 discussion paper
96
Applied economics
93
Journal of empirical finance
93
Journal of financial economics
93
Asia-Pacific financial markets
88
International review of economics & finance : IREF
88
Management science : journal of the Institute for Operations Research and the Management Sciences
74
The journal of risk model validation
74
Review of quantitative finance and accounting
73
NBER working paper series
71
SpringerLink / Bücher
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70
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ECONIS (ZBW)
119
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1
Operational risk of option hedging
Mitra, Sovan
- In:
Economic modelling
33
(
2013
),
pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
Saved in:
2
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
3
Foreign exchange risk in a managed float regime : a case study of Pakistani rupee
Mudakkar, Syeda Rabab
;
Uppal, Jamshed Y.
;
Zaman, Khalid
; …
- In:
Economic modelling
35
(
2013
),
pp. 409-417
Persistent link: https://www.econbiz.de/10010259786
Saved in:
4
Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M.
- In:
Economic modelling
50
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
Saved in:
5
Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman
;
Ali Shah, Syed Zulfiqar
;
Abbas, Qaisar
- In:
Economic modelling
44
(
2015
),
pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
Saved in:
6
Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment
Li, Ting
;
Zhang, Weiguo
;
Xu, Weijun
- In:
Economic modelling
31
(
2013
),
pp. 12-17
Persistent link: https://www.econbiz.de/10009725814
Saved in:
7
Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand
;
Joëts, Marc
;
Tokpavi, Sessi
- In:
Economic modelling
31
(
2013
),
pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
Saved in:
8
Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi
;
Koivusalo, Alexander F. R.
- In:
Economic modelling
30
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
Saved in:
9
Markets liquidity risk under extremal dependence : analysis with VaRs methods
Ourir, Awatef
;
Snoussi, Wafa
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1830-1836
Persistent link: https://www.econbiz.de/10009667092
Saved in:
10
The sovereign property of foreign reserve investment in China : a CVaR approach
Li, Jie
;
Huang, Huaxia
;
Xiao, Xiao
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1524-1536
Persistent link: https://www.econbiz.de/10009667289
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