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~subject:"Risikomaß"
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Risikomaß
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Lönnbark, Carl
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Ardakani, Omid M.
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Finance research letters
Insurance / Mathematics & economics
174
European journal of operational research : EJOR
87
Journal of banking & finance
83
Risks : open access journal
70
Journal of risk
43
Quantitative finance
38
Economic modelling
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Journal of empirical finance
34
International journal of forecasting
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International review of financial analysis
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International journal of theoretical and applied finance
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Scandinavian actuarial journal
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Finance and stochastics
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Applied economics
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Journal of risk and financial management : JRFM
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The journal of risk model validation
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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Computational economics
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Journal of econometrics
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Mathematics and financial economics
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Operations research letters
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The journal of credit risk : published quarterly by Incisive Media
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Journal of economic dynamics & control
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Mathematics of operations research
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Astin bulletin : the journal of the International Actuarial Association
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Journal of forecasting
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The journal of operational risk
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Applied economics letters
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Energy economics
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Journal of mathematical finance
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Journal of risk management in financial institutions
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Journal of financial econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The VaR implementation handbook
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
A simulation comparison of risk measures for portfolio optimization
Righi, Marcelo Brutti
;
Borenstein, Denis
- In:
Finance research letters
24
(
2018
),
pp. 105-112
Persistent link: https://www.econbiz.de/10011982511
Saved in:
2
Ambiguity and optimal portfolio choice with Value-at-Risk constraint
Jang, Bong-Gyu
;
Park, Seyoung
- In:
Finance research letters
18
(
2016
),
pp. 158-176
Persistent link: https://www.econbiz.de/10011656986
Saved in:
3
Conditional Sharpe ratios
Chow, Victor K.
;
Lai, Christine W.
- In:
Finance research letters
12
(
2015
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011552289
Saved in:
4
Bank insolvency risk and Z-score measures : a refinement
Lepetit, Lætitia
;
Strobel, Frank
- In:
Finance research letters
13
(
2015
),
pp. 214-224
Persistent link: https://www.econbiz.de/10011552521
Saved in:
5
Contagion effect on bond portfolio risk measures in a hybrid credit risk model
Boudreault, Mathieu
;
Gauthier, Geneviève
;
Thomassin, Tommy
- In:
Finance research letters
11
(
2014
)
2
,
pp. 131-139
Persistent link: https://www.econbiz.de/10010441202
Saved in:
6
Bankruptcy risk induced by career concerns of regulators
Cole, John A.
;
Cadogan, Godfrey
- In:
Finance research letters
11
(
2014
)
3
,
pp. 259-271
Persistent link: https://www.econbiz.de/10010441853
Saved in:
7
Dynamic robust portfolio selection with copulas
Han, Yingwei
;
Li, Ping
;
Xia, Yong
- In:
Finance research letters
21
(
2017
),
pp. 190-200
Persistent link: https://www.econbiz.de/10011807775
Saved in:
8
Robust multivairiate extreme value at risk allocation
Belhajjam, Abdellah
;
Belbachir, Mohammadine
;
El …
- In:
Finance research letters
23
(
2017
),
pp. 1-11
Persistent link: https://www.econbiz.de/10011808275
Saved in:
9
Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl
- In:
Finance research letters
23
(
2017
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
Saved in:
10
Value at Risk and Expected Shortfall for large portfolios
Lönnbark, Carl
;
Holmberg, Ulf
;
Brännäs, Kurt
- In:
Finance research letters
8
(
2011
)
2
,
pp. 59-68
Persistent link: https://www.econbiz.de/10009301309
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