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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Arbeitssucht"
~subject:"Theory"
~subject:"World"
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
155
European journal of operational research : EJOR
115
Journal of banking & finance
89
Risks : open access journal
79
Journal of risk management in financial institutions
63
Finance research letters
52
Journal of risk and financial management : JRFM
37
Journal of risk
35
Zeitschrift für Planung : ZP
35
Energy economics
34
The journal of operational risk
33
International review of financial analysis
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Quantitative finance
28
Controlling als akademische Disziplin : eine Bestandsaufnahme ; [Tagung ... an der Wissenschaftlichen Hochschule für Unternehmensführung (WHU) in Valendar...]
26
International journal of production research
25
Economic modelling
24
International journal of production economics
24
International review of economics & finance : IREF
24
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
24
Die Betriebswirtschaft : DBW
22
Journal of business economics : JBE
22
Die Bank
20
Journal of empirical finance
20
Scandinavian actuarial journal
20
Finance and stochastics
19
American journal of agricultural economics
18
Journal of financial stability
18
The journal of portfolio management : JPM
18
The European journal of finance
17
The journal of risk model validation
17
Computers & operations research : and their applications to problems of world concern ; an international journal
16
Journal of financial economics
16
The North American journal of economics and finance : a journal of financial economics studies
16
International journal of project management : the journal of The International Project Management Association
15
Journal of economic dynamics & control
15
Risikomanagement
15
Applied economics letters
14
The journal of credit risk : published quarterly by Incisive Media
14
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1
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:
2
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
3
Extremal dependence for bilateral credit valuation adjustments
Scherer, Matthias
;
Schulz, Thorsten
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011568865
Saved in:
4
Wrong-way risk CVA models with analytical EPE profiles under Gaussian exposure dynamics
Vrins, Frédéric
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011763941
Saved in:
5
Shortfall risk minimization under fixed transaction costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
6
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
7
Regulatory capital modeling for credit risk
Rutkowski, Marek
;
Tarca, Silvio
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403880
Saved in:
8
Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor
;
Pfister, Tamara
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010438509
Saved in:
9
Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian
;
Monfort, Alain
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
Saved in:
10
Coherent risk measures for derivates under Black-Scholes economy
Yang, Hai
;
Siu, T. K.
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 819-835
Persistent link: https://www.econbiz.de/10001612278
Saved in:
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