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~isPartOf:"Islamic capital markets : products and strategies"
~isPartOf:"Journal of banking & finance"
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Financial Risk Measurement for...
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Portfolio selection
572
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572
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224
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6
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6
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5
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5
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Islamic capital markets : products and strategies
Journal of banking & finance
NBER working paper series
2,040
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1,844
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597
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579
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562
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550
Journal of economic dynamics & control
541
Economics Bulletin
535
IMF Working Papers
534
Journal of financial economics
534
Management science : journal of the Institute for Operations Research and the Management Sciences
522
Risks : open access journal
500
International review of economics & finance : IREF
497
Journal of risk and financial management : JRFM
487
Energy economics
472
Discussion paper series / IZA
457
Applied economics letters
456
The journal of finance : the journal of the American Finance Association
454
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ECONIS (ZBW)
1,205
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1
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1
On Haezendonck
risk
measures
Bellini, Fabio
;
Rosazza Gianin, Emanuela
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 986-994
Persistent link: https://www.econbiz.de/10003733781
Saved in:
2
Systematic stress tests on public data
Breuer, Thomas
;
Summer, Martin
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
Saved in:
3
Risk
models-at-
risk
Boucher, Christophe
;
Daníelsson, Jón
;
Kouontchou, …
- In:
Journal of banking & finance
44
(
2014
),
pp. 72-92
Persistent link: https://www.econbiz.de/10010410376
Saved in:
4
Systematic stress tests with entropic plausibility constraints
Breuer, Thomas
;
Csiszár, Imre
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1552-1559
Persistent link: https://www.econbiz.de/10009729051
Saved in:
5
Unexpected tails in
risk
measurement
: some international evidence
Tolikas, Konstantinos
- In:
Journal of banking & finance
40
(
2014
),
pp. 476-493
Persistent link: https://www.econbiz.de/10010404698
Saved in:
6
Option-implied objective measures of market
risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
Saved in:
7
Expected Shortfall, spectral
risk
measures, and the aggravating effect of background
risk
, or:
risk
vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
8
Unbiased estimation of
risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
9
Gini-type measures of
risk
and variability : gini shortfall, capital allocations, and heavy-tailed risks
Furman, Edward
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Journal of banking & finance
83
(
2017
),
pp. 70-84
Persistent link: https://www.econbiz.de/10011816823
Saved in:
10
Coherent
risk
measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
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