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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Working papers"
~subject:"CVA"
~subject:"Digitalisierung"
~subject:"Risikomaß"
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CVA
Digitalisierung
Risikomaß
Risk management
67
Risikomanagement
66
Theorie
32
Theory
32
Risk measure
27
Portfolio selection
24
Portfolio-Management
24
Risiko
20
Risk
20
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17
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17
risk management
13
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12
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Billio, Monica
3
Frattarolo, Lorenzo
3
Pelizzon, Loriana
3
Caporin, Massimiliano
2
Chlebus, Marcin
2
Afonso, António
1
Amini, Hamed
1
Ararat, Çağin
1
Barro, Diana
1
Barziy, Illya
1
Benavides, Guillermo
1
Benedetti, Giuseppe
1
Bielecki, Tomasz R.
1
Brummelhuis, Raymond
1
Canestrelli, Elio
1
Centrone, Francesca
1
Cipollini, Fabrizio
1
Cont, Rama
1
Cordóba, Antonio
1
Corò, Giancarlo
1
Crépey, S.
1
El Hajjaji, Omar
1
Galichon, Alfred
1
Gallo, Giampiero M.
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1
Kwok, Yue-Kuen
1
Lanza, Fabio
1
Li, Hui
1
Lépinette, Emmanuel
1
Minca, Andreea
1
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International journal of theoretical and applied finance
Working papers
Insurance / Mathematics & economics
93
Risks : open access journal
63
Technological forecasting & social change : an international journal
58
Journal of banking & finance
53
Finance research letters
49
Springer eBook Collection
48
European journal of operational research : EJOR
42
Journal of risk
40
Economic modelling
31
Energy economics
30
SpringerLink / Bücher
27
The journal of operational risk
27
Journal of business research : JBR
24
Journal of risk management in financial institutions
24
The North American journal of economics and finance : a journal of financial economics studies
24
Journal of risk and financial management : JRFM
23
The journal of risk model validation
23
International review of financial analysis
22
Technovation : the international journal of technological innovation, entrepreneurship and technology management
22
Applied economics
20
International review of economics & finance : IREF
20
Quantitative finance
20
Telecommunications policy : the international journal of digital economy, data sciences and new media
19
International journal of production economics
17
International journal of production research
16
Journal of innovation & knowledge : JIK
16
Discussion paper / Tinbergen Institute
15
European research studies
15
Journal of open innovation : technology, market, and complexity
15
International journal of forecasting
13
Journal of econometrics
13
Research in international business and finance
13
Research paper series / Swiss Finance Institute
13
The European journal of finance
13
World Bank E-Library Archive
13
Finance and stochastics
12
Journal of empirical finance
12
Applied economics letters
11
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ECONIS (ZBW)
32
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1
Sovereign credit ratings, market volatility, and financial gains
Afonso, António
;
Gomes, Pedro
;
Taamouti, Abderrahim
-
2014
Persistent link: https://www.econbiz.de/10011554962
Saved in:
2
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
3
HRP performance comparison in portfolio optimization under various codependence and distance metrics
Barziy, Illya
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322189
Saved in:
4
Value-at-risk: the comparison of state-of-the-art models on varous assets
Kielak, Karol
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322235
Saved in:
5
Volatility vs. downside risk : optimally protecting against drawdowns and maintaining portfolio performance
Barro, Diana
;
Canestrelli, Elio
;
Lanza, Fabio
-
2014
Persistent link: https://www.econbiz.de/10011632160
Saved in:
6
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
7
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
8
Enabling factors in firms adoption of new digital technologies : an empirical inquiry on a manufacturing region
Corò, Giancarlo
;
Pejcic, Dejan
;
Volpe, Mario
-
2017
Persistent link: https://www.econbiz.de/10011774626
Saved in:
9
Are digital technologies reshaping trade patterns? : evidence from European industries
Sforza, Marco
-
2023
Persistent link: https://www.econbiz.de/10014253187
Saved in:
10
A remark concerning Value-at-Risk
Novak, Serguei Y.
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 507-515
Persistent link: https://www.econbiz.de/10008905058
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