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~language:"eng"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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Risikomaß
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Portfolio selection
110
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76
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76
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69
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53
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Auer, Benjamin R.
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Journal of risk
Insurance / Mathematics & economics
146
Journal of banking & finance
110
European journal of operational research : EJOR
87
Risks : open access journal
82
Finance research letters
73
Economic modelling
47
Discussion paper / Tinbergen Institute
46
International review of financial analysis
46
Quantitative finance
46
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
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Research in international business and finance
23
The journal of asset management
23
International journal of forecasting
22
Journal of mathematical finance
21
Operations research
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
The journal of credit risk : published quarterly by Incisive Media
19
Journal of international financial markets, institutions & money
18
Scandinavian actuarial journal
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Swiss Finance Institute Research Paper
17
Working papers
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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
Risk measures and the impact of asset price bubbles
Jarrow, Robert A.
;
Silva, Felipe Bastos Gurgel
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
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2
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
3
Decomposition of portfolio risk into independent factors using an inductive causal search algorithm
Deaton, Brian D.
- In:
Journal of risk
19
(
2016
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10011579769
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4
Analytical method for computing stressed value-at-risk with conditional value-at-risk
Hong, KiHoon
- In:
Journal of risk
19
(
2016/2017
)
3
,
pp. 85-106
Persistent link: https://www.econbiz.de/10011689731
Saved in:
5
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
Riccetti, Luca
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 79-102
Persistent link: https://www.econbiz.de/10011710254
Saved in:
6
Risk management for private equity funds
Buchner, Axel
- In:
Journal of risk
19
(
2017
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011799119
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7
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
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8
An estimation-free, robust conditional value-at-risk portfolio allocation model
Jabbour, Carlos
;
Peña, Javier F.
;
Vera, Juan C.
; …
- In:
Journal of risk
11
(
2008/09
)
1
,
pp. 57-78
Persistent link: https://www.econbiz.de/10003775648
Saved in:
9
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
10
What is the best risk measure in practice? : a comparsion of standard measures
Emmer, Susanne
;
Kratz, Marie
;
Tasche, Dirk
- In:
Journal of risk
18
(
2015/2016
)
2
,
pp. 31-60
Persistent link: https://www.econbiz.de/10011438976
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