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~isPartOf:"International journal of theoretical and applied finance"
~subject:"CVA"
~subject:"Digitalisierung"
~subject:"Risikomaß"
~subject:"Theorie"
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CVA
Digitalisierung
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38
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20
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17
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17
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
176
European journal of operational research : EJOR
129
Journal of banking & finance
104
Risks : open access journal
94
SpringerLink / Bücher
90
Technological forecasting & social change : an international journal
66
Finance research letters
64
Springer eBook Collection
56
Europäische Hochschulschriften / 5
51
Journal of risk
50
NBER working paper series
49
The journal of operational risk
49
Working paper / National Bureau of Economic Research, Inc.
44
Journal of risk management in financial institutions
43
Energy economics
42
Journal of risk and financial management : JRFM
42
Gabler Edition Wissenschaft
41
Economic modelling
39
NBER Working Paper
39
International journal of production economics
38
International journal of production research
37
Management science : journal of the Institute for Operations Research and the Management Sciences
33
Quantitative finance
32
Technovation : the international journal of technological innovation, entrepreneurship and technology management
32
International review of economics & finance : IREF
31
Journal of business research : JBR
31
Discussion paper
29
International review of financial analysis
29
The North American journal of economics and finance : a journal of financial economics studies
29
The journal of risk model validation
29
Discussion paper / Tinbergen Institute
27
Research paper series / Swiss Finance Institute
27
Applied economics
26
Journal of empirical finance
24
Discussion paper / Centre for Economic Policy Research
23
Telecommunications policy : the international journal of digital economy, data sciences and new media
23
The European journal of finance
23
American journal of agricultural economics
22
Finance and stochastics
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ECONIS (ZBW)
28
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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
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:
3
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:
4
Fixing risk neutral risk measures
Stein, Harvey J.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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