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Estimation
Risikomanagement
76
Risk management
76
Risikomaß
53
Risk measure
53
Portfolio selection
47
Portfolio-Management
47
Risk
47
Risiko
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risk management
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Poddig, Thorsten
2
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1
Auer, Benjamin R.
1
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1
Bouri, Elie
1
Chen, Jiusheng
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1
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Mainzer, Rheanna
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1
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1
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1
Muromachi, Yukio
1
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Journal of risk
Finance research letters
69
Applied economics
58
Working paper / National Bureau of Economic Research, Inc.
58
NBER working paper series
54
NBER Working Paper
48
CESifo working papers
43
International review of economics & finance : IREF
43
International review of financial analysis
42
Energy economics
38
Economic modelling
37
Working paper
37
Discussion paper / Centre for Economic Policy Research
36
Economics letters
35
Journal of banking & finance
35
Journal of empirical finance
34
Journal of financial economics
31
Journal of international money and finance
31
Applied economics letters
28
Discussion paper series / IZA
27
Discussion papers / CEPR
26
The North American journal of economics and finance : a journal of financial economics studies
24
Pacific-Basin finance journal
22
Discussion paper / Tinbergen Institute
21
Journal of economic dynamics & control
21
Journal of international financial markets, institutions & money
20
American journal of agricultural economics
19
Discussion paper
19
Department of Economics working paper series
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Journal of macroeconomics
17
Journal of risk and financial management : JRFM
17
The European journal of finance
17
Research in international business and finance
16
CAMA working paper series
15
Journal of econometrics
15
Journal of monetary economics
15
Risks : open access journal
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Working papers
14
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ECONIS (ZBW)
17
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1
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:
2
Estimation
risk
for value-at-
risk
and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Saved in:
3
A conditional approach for
risk
estimation
Mendes, Beatriz Vaz de Melo
- In:
Journal of risk
11
(
2008/09
)
1
,
pp. 33-55
Persistent link: https://www.econbiz.de/10003775645
Saved in:
4
Accounting for nonnormality in liquidity
risk
Ernst, Cornelia
;
Stange, Sebastian
;
Kaserer, Christoph
- In:
Journal of risk
14
(
2011/12
)
3
,
pp. 3-21
Persistent link: https://www.econbiz.de/10009531011
Saved in:
5
Better
risk
and performance estimates with factor-model Monte Carlo
Jiang, Yindeng
;
Martin, Doug
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 29-67
Persistent link: https://www.econbiz.de/10011438893
Saved in:
6
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
7
Are there multiple independent
risk
anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
8
Fund size and the stability of portfolio
risk
Ewen, Martin
;
Rieger, Marc Oliver
- In:
Journal of risk
22
(
2019/2020
)
6
,
pp. 65-87
Persistent link: https://www.econbiz.de/10012421711
Saved in:
9
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Saved in:
10
Making Cornish-Fisher fit for
risk
measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
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