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~subject:"Risikomaß"
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Risikomaß
Risk
47
Risiko
46
Risk measure
27
Theorie
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23
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risk measures
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volatility
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Righi, Marcelo Brutti
2
Arias-Sema, María A.
1
Arici, G.
1
Auer, Benjamin R.
1
Belles-Sampera, James
1
Bertram, Philip
1
Bignozzi, Valeria
1
Boeve, Rolf
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Braun, Valentin
1
Caro-Lopera, Francisco J.
1
Ceretta, Paulo Sergio
1
Chen, Yanhong
1
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1
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1
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1
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1
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1
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1
Ewen, Martin
1
Gaigall, Daniel
1
Gleißner, Werner
1
Guillén, Montserrat
1
Gzyl, Henryk
1
Hackethal, Andreas
1
Hesse, Frederik
1
Jadhav, Deepak
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1
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Journal of risk
Insurance / Mathematics & economics
122
European journal of operational research : EJOR
54
Risks : open access journal
51
Finance research letters
45
Journal of banking & finance
45
Quantitative finance
29
International review of financial analysis
21
Mathematics of operations research
21
Economic modelling
20
Energy economics
20
Finance and stochastics
20
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
Journal of risk and financial management : JRFM
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Research paper series / Swiss Finance Institute
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
Computational economics
12
Discussion paper / Tinbergen Institute
12
Journal of mathematical finance
12
The journal of risk model validation
12
Astin bulletin : the journal of the International Actuarial Association
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of empirical finance
11
International journal of forecasting
9
Journal of risk management in financial institutions
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Operations research letters
9
The European journal of finance
9
Applied economics letters
8
International journal of risk assessment and management : IJRAM
8
Journal of econometrics
8
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ECONIS (ZBW)
27
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1
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:
2
Quality control of
risk
measures: backtesting VAR models
Pena, Victor H. de la
;
Rivera, Ricardo
;
Ruiz-Mata, Jesus
- In:
Journal of risk
9
(
2006/07
)
2
,
pp. 39-54
Persistent link: https://www.econbiz.de/10003697513
Saved in:
3
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:
4
The impact of model
risk
on capital reserves : a quantitative analysis
Bertram, Philip
;
Sibbertsen, Philipp
;
Stahl, Gerhard
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 69-97
Persistent link: https://www.econbiz.de/10011438894
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
Model uncertainty in
risk
capital measurement
Bignozzi, Valeria
;
Tsanakas, Andreas
- In:
Journal of risk
18
(
2015/2016
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011439043
Saved in:
8
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:
9
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:
10
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
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