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Risikomaß
Portfolio selection
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127
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Haugom, Erik
2
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Finance research letters
Insurance / Mathematics & economics
105
Journal of banking & finance
85
European journal of operational research : EJOR
62
Journal of risk
59
Risks : open access journal
48
Quantitative finance
41
International review of financial analysis
33
Economic modelling
32
The North American journal of economics and finance : a journal of financial economics studies
30
Journal of risk and financial management : JRFM
29
Applied economics
26
International journal of theoretical and applied finance
26
Discussion paper / Tinbergen Institute
25
Energy economics
23
The journal of risk model validation
22
Computational economics
21
Journal of empirical finance
21
The European journal of finance
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Journal of economic dynamics & control
20
Research paper series / Swiss Finance Institute
20
Research in international business and finance
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Finance and stochastics
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International review of economics & finance : IREF
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Operations research
17
International journal of forecasting
16
The journal of asset management
16
Econometric Institute research papers
15
Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
15
Journal of econometrics
14
Scandinavian actuarial journal
13
Journal of risk management in financial institutions
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics and financial economics
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The journal of credit risk : published quarterly by Incisive Media
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Journal of forecasting
11
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematics of operations research
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Operations research letters
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1
Predicting gold volatility : exploring the impact of extreme risk in the international commodity market
Tang, Yusui
;
Zhong, Juandan
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014631292
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2
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
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3
Ex-ante risk factors and required structures of the implied correlation matrix
Schadner, Wolfgang
- In:
Finance research letters
41
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013336218
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4
Extreme risk spillover between Chinese and global crude oil futures
Yang, Yuying
;
Ma, Yan-Ran
;
Hu, Min
;
Zhang, Dayong
;
Ji, Qiang
- In:
Finance research letters
40
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012819882
Saved in:
5
Modeling dynamic higher moments of crude oil futures
Huang, Zhuo
;
Liang, Fang
;
Wang, Tianyi
;
Li, Chao
- In:
Finance research letters
39
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012805140
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6
Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures
Ewald, Christian
;
Hadina, Jelena
;
Haugom, Erik
;
Lien, …
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014582226
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7
The tail risk surface
Ahn, Jungkyu
;
Ahn, Yongkil
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014631255
Saved in:
8
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
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9
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
Saved in:
10
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
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