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~isPartOf:"Journal of empirical finance"
~subject:"Risikomaß"
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Risikomaß
Risiko
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Almeida, Helena Tenório Veiga de
1
Bernardi, Mauro
1
Bonato, Matteo
1
Bouvatier, Vincent
1
Cai, Jun
1
Caporin, Massimiliano
1
Chen, Ren-Raw
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Du, Jiangze
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Fries, Christian
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Grané, Aurea
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Hsieh, Pei-lin
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Nigbur, Tobias
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Petrella, Lea
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Ranaldo, Angelo
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Rehault, Pierre-Nicolas
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Rhee, S. Ghon
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Rüschendorf, Ludger
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Seeger, Norman
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Strobel, Frank
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Wang, Jying-Nan
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Wang, Yudong
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Wu, Chongfeng
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Wu, Feng
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Journal of empirical finance
Insurance / Mathematics & economics
121
European journal of operational research : EJOR
54
Risks : open access journal
49
Journal of banking & finance
46
Finance research letters
44
Quantitative finance
29
Journal of risk
27
International review of financial analysis
23
Mathematics of operations research
21
Economic modelling
20
Finance and stochastics
20
Energy economics
18
Operations research
18
Scandinavian actuarial journal
18
International review of economics & finance : IREF
17
Mathematics and financial economics
17
Insurance : mathematics and economics
16
International journal of theoretical and applied finance
16
Applied economics
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
The North American journal of economics and finance : a journal of financial economics studies
14
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Pacific-Basin finance journal
13
Research paper series / Swiss Finance Institute
13
Discussion paper / Tinbergen Institute
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of mathematical finance
12
Journal of risk and financial management : JRFM
12
Astin bulletin : the journal of the International Actuarial Association
11
Journal of risk management in financial institutions
11
Computational economics
10
The European journal of finance
10
The journal of risk model validation
10
Journal of economic dynamics & control
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Operations research letters
9
International journal of forecasting
8
Journal of international financial markets, institutions & money
8
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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1
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
Saved in:
2
Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
3
Outliers, GARCH-type models and risk measures : a comparison of several approaches
Grané, Aurea
;
Almeida, Helena Tenório Veiga de
- In:
Journal of empirical finance
26
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10010472010
Saved in:
4
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
5
Crash risk and risk neutral densities
Chen, Ren-Raw
;
Hsieh, Pei-lin
;
Huang, Jeffrey
- In:
Journal of empirical finance
47
(
2018
),
pp. 162-189
Persistent link: https://www.econbiz.de/10012103473
Saved in:
6
Measuring long-term tail risk : evaluating the performance of the square-root-of-time rule
Wang, Jying-Nan
;
Du, Jiangze
;
Hsu, Yuan-Teng
- In:
Journal of empirical finance
47
(
2018
),
pp. 120-138
Persistent link: https://www.econbiz.de/10012103480
Saved in:
7
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Saved in:
8
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
9
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
10
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
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