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~isPartOf:"International journal of financial engineering"
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Option pricing theory
116
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116
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56
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48
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Giribone, Pier Giuseppe
6
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International journal of financial engineering
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
Economic modelling
119
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
71
Journal of financial and quantitative analysis : JFQA
70
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ECONIS (ZBW)
124
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1
Basel regulatory capital formula revised
Yang, Yimin
;
Wu, Min
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012655060
Saved in:
2
Mean-variance hedging with model risk
Matsumoto, Koichi
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011807096
Saved in:
3
Pricing European options and risk measurement under exponential Lévy models : a practical guide
Salhi, Khaled
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011777826
Saved in:
4
An efficient Fourier expansion method for the calculation of value-at-risk : contributions of extra-ordinary risks
Sio Chong U
;
So, Jacky C.
;
Ding, Deng
;
Liu, Lihong
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011532757
Saved in:
5
Scenario optimization technique for the assessment of downside-risk and investable portfolios in post-financial crisis
Janabi, Mazin A. M. al
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011403192
Saved in:
6
Firm, industry and economic determinants of working capital at risk
Eldomiaty, Tarek Ibrahim
;
Rashwan, Mohamed Hashem
;
El …
- In:
International journal of financial engineering
3
(
2016
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011673093
Saved in:
7
Optimal portfolio in the presence of transaction costs and convex risk measure
Doctor, O.
;
Offen, E. R.
;
Lungu, E. M.
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011807095
Saved in:
8
Shortfall risk through Fenchel duality
Cui, Zhenyu
;
Deng, Jun
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011923010
Saved in:
9
Optimal asset allocation for a bank under risk control
Perera, Ryle S.
;
Sato, Kimitoshi
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011923030
Saved in:
10
Are VaR models effective in capturing downside risk in alternative investment funds? : insights from a cross-country study
Panda, Amrit
;
Deb, Soumya Guha
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574970
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