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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Theory"
~subject:"Welt"
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Welt
Risikomanagement
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International journal of theoretical and applied finance
European journal of operational research : EJOR
226
Insurance / Mathematics & economics
158
Europäische Hochschulschriften / 5
104
SpringerLink / Bücher
99
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
92
Journal of banking & finance
91
Risks : open access journal
82
Gabler Edition Wissenschaft
78
International journal of project management : the journal of The International Project Management Association
76
Computers & operations research : and their applications to problems of world concern ; an international journal
74
Journal of risk management in financial institutions
64
Finance research letters
63
Management science : journal of the Institute for Operations Research and the Management Sciences
50
International journal of production research
48
NBER working paper series
45
Working paper / National Bureau of Economic Research, Inc.
44
Energy economics
42
Zeitschrift für Planung : ZP
40
Journal of business economics : JBE
39
International journal of production economics
37
Journal of risk and financial management : JRFM
37
NBER Working Paper
36
Journal of risk
35
The journal of operational risk
33
Berichte aus der Betriebswirtschaft
31
Quantitative finance
29
International review of financial analysis
28
Discussion paper / Centre for Economic Policy Research
26
International review of economics & finance : IREF
26
Economic modelling
25
Research paper series / Swiss Finance Institute
25
Springer eBook Collection
25
Journal of the Operational Research Society : OR
24
IEEE transactions on engineering management : EM
23
Journal of the Operational Research Society
23
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
23
Discussion paper / Tinbergen Institute
22
Scandinavian actuarial journal
22
Springer eBook Collection / Business and Economics
22
Journal of empirical finance
21
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ECONIS (ZBW)
20
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1
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:
2
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:
3
Better confidence intervals for importance sampling
Sak, Halis
;
Hörmann, Wolfgang
;
Leydold, Josef
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1279-1291
Persistent link: https://www.econbiz.de/10008906160
Saved in:
4
Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
5
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
6
A note on the double impact on CVA for CDS : wrong-way risk with stochastic recovery
Li, Hui
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009756066
Saved in:
7
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:
8
Vector-valued coherent risk measure processes
Tahar, Imen Ben
;
Lépinette, Emmanuel
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
Saved in:
9
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:
10
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
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