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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Risikomaß"
~subject:"Risk"
~subject:"Theory"
~subject:"Welt"
~type:"article"
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Risikomaß
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Risikomanagement
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Brigo, Damiano
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International journal of theoretical and applied finance
European journal of operational research : EJOR
261
Insurance / Mathematics & economics
189
Journal of banking & finance
132
Risks : open access journal
131
International journal of project management : the journal of The International Project Management Association
114
Finance research letters
101
Journal of risk management in financial institutions
98
International journal of production research
80
Computers & operations research : and their applications to problems of world concern ; an international journal
76
Energy economics
69
Journal of risk and financial management : JRFM
62
Management science : journal of the Institute for Operations Research and the Management Sciences
61
International review of financial analysis
59
International journal of production economics
57
The journal of operational risk
57
Journal of risk
54
Economic modelling
48
International journal of risk assessment and management : IJRAM
44
Journal of business economics : JBE
40
Zeitschrift für Planung : ZP
40
International review of economics & finance : IREF
38
The North American journal of economics and finance : a journal of financial economics studies
38
Applied economics
35
Quantitative finance
33
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
32
Project management journal : PMJ
31
The journal of risk model validation
30
IEEE transactions on engineering management : EM
29
Journal of economic behavior & organization : JEBO
28
Journal of financial stability
28
Omega : the international journal of management science
28
The European journal of finance
28
American journal of agricultural economics
26
Journal of the Operational Research Society
26
Applied economics letters
25
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
25
International journal of managing projects in business
25
Journal of empirical finance
25
Journal of the Operational Research Society : OR
25
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ECONIS (ZBW)
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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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