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Risikomaß
114
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Finance research letters
MPRA Paper
948
NBER Working Papers
644
Working Paper
409
Research paper series / Swiss Finance Institute
394
Economics Papers from University Paris Dauphine
341
ECB Working Paper
312
CEPR Discussion Papers
304
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291
Journal of Banking & Finance
258
CESifo Working Paper
255
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218
IMF Working Paper
198
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194
Journal of banking & finance
181
Discussion paper / Tinbergen Institute
166
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158
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150
Risks : open access journal
147
IZA Discussion Papers
142
CFS Working Paper Series
141
Tinbergen Institute Discussion Paper
139
Working paper / Centre for Financial Research
138
Finance
137
Journal of risk and financial management : JRFM
135
Working paper series / European Central Bank
131
Working paper
127
SAFE Working Paper
125
Tinbergen Institute Discussion Papers
124
FEDS Working Paper
123
Journal of risk
123
Netspar Discussion Paper
123
SFB 649 discussion paper
118
SAFE working paper
116
Discussion paper
115
European journal of operational research : EJOR
115
Journal of Financial Economics
114
Insurance: Mathematics and Economics
109
Vierteljahrshefte zur Wirtschaftsforschung
101
Swiss Finance Institute Research Paper Series
99
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ECONIS (ZBW)
116
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1
Scale-consistent value-at-risk
Lehnert, Thorsten
;
Wolff, Christiaan Cornelis Petrus
- In:
Finance research letters
1
(
2004
)
2
,
pp. 127-134
Persistent link: https://www.econbiz.de/10003307269
Saved in:
2
Bias of a value-at-risk estimator
Bao, Yong
;
Ullah, Aman
- In:
Finance research letters
1
(
2004
)
4
,
pp. 241-249
Persistent link: https://www.econbiz.de/10003307425
Saved in:
3
Time-inconsistency of VaR and time-consistent alternatives
Cheridito, Patrick
;
Stadje, Mitja
- In:
Finance research letters
6
(
2009
)
1
,
pp. 40-46
Persistent link: https://www.econbiz.de/10003834758
Saved in:
4
Analytical Value-at-Risk and Expected Shortfall under regime-switching
Taamouti, Abderrahim
- In:
Finance research letters
6
(
2009
)
3
,
pp. 138-151
Persistent link: https://www.econbiz.de/10003888009
Saved in:
5
Optimality of the RiskMetrics VaR model
González-Rivera, Gloria
;
Lee, Tae-hwy
;
Yoldas, Emre
- In:
Finance research letters
4
(
2007
)
3
,
pp. 137-145
Persistent link: https://www.econbiz.de/10003702357
Saved in:
6
The tail risks of FX return distributions : a comparison of the returns associated with limit orders and market orders
Cotter, John
;
Dowd, Kevin
- In:
Finance research letters
4
(
2007
)
3
,
pp. 146-154
Persistent link: https://www.econbiz.de/10003702364
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7
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:
8
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:
9
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:
10
Bitcoin and liquidity risk diversification
Ghabri, Yosra
;
Guesmi, Khaled
;
Zantour, Ahlem
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819160
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