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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
218
Journal of banking & finance
180
Journal of risk
123
European journal of operational research : EJOR
115
Finance research letters
114
Risks : open access journal
109
Energy economics
74
International review of financial analysis
74
Economic modelling
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
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53
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47
The journal of operational risk
47
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42
Journal of econometrics
41
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40
International review of economics & finance : IREF
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38
Research in international business and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Applied economics letters
32
Journal of international financial markets, institutions & money
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Scandinavian actuarial journal
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Finance and stochastics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric Institute research papers
29
Pacific-Basin finance journal
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Journal of financial econometrics
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ECONIS (ZBW)
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1
Measuring the market risk of freight rates : a value-at-risk approach
Angelidis, Timotheos
;
Skiadopoulos, George
- In:
International journal of theoretical and applied finance
11
(
2008
)
5
,
pp. 447-469
Persistent link: https://www.econbiz.de/10003759935
Saved in:
2
Does the application of innovative internal models diminish regulatory capital?
Kalyvas, Lampros
;
Sfetsos, Athanasios
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 217-226
Persistent link: https://www.econbiz.de/10003312726
Saved in:
3
Two-component extreme value distribution for Asia-Pacific stock index returns
Ané, Thierry
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 643-671
Persistent link: https://www.econbiz.de/10003378957
Saved in:
4
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
Saved in:
5
The VAR at risk
Galichon, Alfred
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 503-506
Persistent link: https://www.econbiz.de/10008905066
Saved in:
6
On the impact of hidden trends for a compound poisson model with pareto-type claims
Grandits, Peter
;
Kainhofer, Reinhold
;
Temnov, Grigory
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 959-978
Persistent link: https://www.econbiz.de/10008905099
Saved in:
7
On the penalty function and on continuity properties of risk measures
Frittelli, Marco
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10008908375
Saved in:
8
Composition of time-consistent dynamic monetary risk measures in discrete time
Cheridito, Patrick
;
Kupper, Michael
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 137-162
Persistent link: https://www.econbiz.de/10008908381
Saved in:
9
Optimal trade execution under geometric Brownian motion in the Almgren and Chriss framework
Gatheral, Jim
;
Schied, Alexander
- In:
International journal of theoretical and applied finance
14
(
2011
)
3
,
pp. 353-368
Persistent link: https://www.econbiz.de/10009154914
Saved in:
10
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
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