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~subject:"Estimation"
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Bericht der AG2: Risikomanagem...
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Estimation
Messung
Risikomanagement
76
Risk management
76
Portfolio selection
40
Portfolio-Management
40
Risikomaß
40
Risk measure
40
Theorie
32
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risk management
23
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value-at-risk (VaR)
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Ausreißer
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Poddig, Thorsten
2
Alemany, Ramon
1
Arici, G.
1
Baule, Rainer
1
Belles-Sampera, James
1
Boeve, Rolf
1
Bolancé, Catalina
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Ceretta, Paulo Sergio
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Chen, Jiusheng
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1
Dalai, M.
1
Emmer, Susanne
1
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1
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1
Kratz, Marie
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Leonardi, Roberto
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Li, Duan
1
Lüdemann, Stefan
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Maciag, Jakob
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Mainzer, Rheanna
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Mayoral, Silvia
1
Mertens, Richard Lennart
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Muromachi, Yukio
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Sarabia Alzaga, José Maria
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Silva, Felipe Bastos Gurgel
1
Sun, Xiaoling
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Tasche, Dirk
1
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Journal of risk
Insurance / Mathematics & economics
50
Journal of banking & finance
23
Journal of air transport management
22
Risks : open access journal
20
European journal of operational research : EJOR
18
The journal of operational risk
18
Working paper / National Bureau of Economic Research, Inc.
16
Finance research letters
15
NBER working paper series
13
NBER Working Paper
11
SpringerLink / Bücher
11
International review of financial analysis
10
Economic modelling
9
Energy economics
9
Journal of risk management in financial institutions
9
Applied economics
8
Discussion paper / Centre for Economic Policy Research
8
Gabler Edition Wissenschaft
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Quantitative finance
8
Research paper series / Swiss Finance Institute
8
Insurance : mathematics and economics
7
International journal of theoretical and applied finance
7
International review of economics & finance : IREF
7
Scandinavian actuarial journal
7
Transportation research / E : an international journal
7
Working papers
7
Computational economics
6
Mathematics and financial economics
6
Schriftenreihe Finanzmanagement
6
The North American journal of economics and finance : a journal of financial economics studies
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Applied economics letters
5
Finance and stochastics
5
International journal of finance & economics : IJFE
5
Journal of econometrics
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Journal of economic dynamics & control
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Journal of financial stability
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ECONIS (ZBW)
17
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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
Saved in:
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
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
4
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
Saved in:
5
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:
6
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
Saved in:
7
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
8
From log-optimal portfolio theory to risk measures : logarithmic expected shortfall
Arici, G.
;
Dalai, M.
;
Leonardi, Roberto
- In:
Journal of risk
22
(
2019
)
2
,
pp. 37-58
Persistent link: https://www.econbiz.de/10013177108
Saved in:
9
Modified expected shortfall : a new robust coherent risk measure
Jadhav, Deepak
;
Ramanathan, T. V.
;
Naik-Nimbalkar, Uttara
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10013262918
Saved in:
10
Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang
;
Cui, Xueting
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
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