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~isPartOf:"Journal of mathematical finance"
~language:"eng"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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Risikomaß
Statistische Verteilung
Portfolio selection
87
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63
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63
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22
Stochastischer Prozess
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Mwita, Peter N.
2
Omari, Cyprian Ondieki
2
Chen, Zengjing
1
Ferrentino, Rosa
1
Gichuhi, Antony W.
1
He, Kun
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Huang, Jhe-Jheng
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Journal of mathematical finance
Insurance / Mathematics & economics
146
Journal of banking & finance
110
European journal of operational research : EJOR
84
Risks : open access journal
80
Journal of risk
70
Finance research letters
66
Economic modelling
47
Discussion paper / Tinbergen Institute
46
International review of financial analysis
46
Quantitative finance
43
The North American journal of economics and finance : a journal of financial economics studies
40
International journal of theoretical and applied finance
38
The journal of risk model validation
37
The journal of operational risk
34
Applied economics
33
Energy economics
33
Journal of risk and financial management : JRFM
33
Research paper series / Swiss Finance Institute
30
Journal of empirical finance
28
The European journal of finance
28
Journal of economic dynamics & control
27
Finance and stochastics
26
International review of economics & finance : IREF
26
Journal of risk management in financial institutions
24
Computational economics
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Journal of econometrics
23
The journal of asset management
23
International journal of forecasting
22
Research in international business and finance
22
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Operations research
19
The journal of credit risk : published quarterly by Incisive Media
19
Journal of international financial markets, institutions & money
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Scandinavian actuarial journal
17
Swiss Finance Institute Research Paper
17
Working papers
16
Mathematics and financial economics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
VaR-optimal risk management in regime-switching jump-diffusion models
Ramponi, Alessandro
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 103-109
Persistent link: https://www.econbiz.de/10010240819
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2
Efficient estimation of distributional tail shape and the extremal index with applications to risk management
Sapp, Travis R. A.
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 626-659
Persistent link: https://www.econbiz.de/10011656984
Saved in:
3
Measuring black swans in financial markets
Manhire, J. T.
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 227-239
Persistent link: https://www.econbiz.de/10011846384
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4
On quantum risk modelling
Kountzakis, Christos E.
;
Koutsouraki, Maria P.
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 43-47
Persistent link: https://www.econbiz.de/10011543089
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5
Using conditional extreme value theory to estimate value-at-risk for daily currency exchange rates
Omari, Cyprian Ondieki
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 846-870
Persistent link: https://www.econbiz.de/10011859906
Saved in:
6
Asymptotic analysis for spectral risk measures parameterized by confidence level
Kato, Takashi
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 197-226
Persistent link: https://www.econbiz.de/10011846379
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7
Risk aggregation by using copulas in internal models
Nguyen, Tristan
;
Molinari, Robert Danilo
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 50-57
Persistent link: https://www.econbiz.de/10009668524
Saved in:
8
Risk measures and nonlinear expectations
Chen, Zengjing
;
He, Kun
;
Kulperger, Reg
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
Saved in:
9
The risk in the insurance field : a generalized analysis
Ferrentino, Rosa
;
Vota, Luca
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 200-221
Persistent link: https://www.econbiz.de/10012545597
Saved in:
10
State price density estimation and nonparametric pricing of basket options
Kuang, Yuming
;
Lai, Tze Leung
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 448-456
Persistent link: https://www.econbiz.de/10011440200
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