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Risikomaß
116
Risk measure
116
Portfolio selection
52
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45
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Ardakani, Omid M.
2
Ardia, David
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Finance research letters
Insurance / Mathematics & economics
217
Journal of banking & finance
182
Journal of risk
123
European journal of operational research : EJOR
115
Risks : open access journal
108
International review of financial analysis
76
Energy economics
75
Economic modelling
74
Discussion paper / Tinbergen Institute
69
The North American journal of economics and finance : a journal of financial economics studies
68
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67
International journal of forecasting
59
Applied economics
57
Quantitative finance
57
Journal of empirical finance
55
Journal of air transport management
53
Journal of risk and financial management : JRFM
52
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47
The journal of operational risk
47
International journal of theoretical and applied finance
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Journal of econometrics
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International review of economics & finance : IREF
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Research in international business and finance
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Applied economics letters
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36
Research paper series / Swiss Finance Institute
36
IMF Working Papers
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Journal of economic dynamics & control
34
SFB 649 discussion paper
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Journal of international financial markets, institutions & money
33
Working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
118
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1
Testing equality of modified Sharpe ratios
Ardia, David
;
Boudt, Kris
- In:
Finance research letters
13
(
2015
),
pp. 97-104
Persistent link: https://www.econbiz.de/10011552416
Saved in:
2
Corporate social performance and financial performance relationship : a data envelopment analysis approach without explicit input
Ben Lahouel, Bechir
;
Zaied, Younes Ben
;
Song, Yaoyao
; …
- In:
Finance research letters
39
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012805497
Saved in:
3
Tail risk and the consumption CAPM
Kwon, Ji Ho
- In:
Finance research letters
30
(
2019
),
pp. 69-75
Persistent link: https://www.econbiz.de/10012420224
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
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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