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Risikomaß
123
Risk measure
123
Portfolio selection
57
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Journal of risk
MPRA Paper
948
NBER Working Papers
644
Working Paper
409
Research paper series / Swiss Finance Institute
394
Economics Papers from University Paris Dauphine
341
ECB Working Paper
312
CEPR Discussion Papers
304
Swiss Finance Institute Research Paper
291
Journal of Banking & Finance
258
CESifo Working Paper
255
Insurance / Mathematics & economics
218
IMF Working Paper
198
CESifo working papers
194
Journal of banking & finance
181
Discussion paper / Tinbergen Institute
166
NBER working paper series
158
CESifo Working Paper Series
150
Risks : open access journal
147
IZA Discussion Papers
142
CFS Working Paper Series
141
Tinbergen Institute Discussion Paper
139
Working paper / Centre for Financial Research
138
Finance
137
Journal of risk and financial management : JRFM
135
Working paper series / European Central Bank
131
Working paper
127
SAFE Working Paper
125
Tinbergen Institute Discussion Papers
124
FEDS Working Paper
123
Netspar Discussion Paper
123
SFB 649 discussion paper
118
Finance research letters
116
SAFE working paper
116
Discussion paper
115
European journal of operational research : EJOR
115
Journal of Financial Economics
114
Insurance: Mathematics and Economics
109
Vierteljahrshefte zur Wirtschaftsforschung
101
Swiss Finance Institute Research Paper Series
99
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ECONIS (ZBW)
123
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1
Optimal reinsurance with expectile under the Vajda condition
Chen, Yanhong
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10012500128
Saved in:
2
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
3
Outperforming benchmarks with their derivatives : theory and empirical evidence
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Journal of risk
18
(
2015/2016
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011578371
Saved in:
4
The hidden risk of optimizing bond portfolios under VaR
Winker, Peter
;
Maringer, Dietmar G.
- In:
Journal of risk
9
(
2006/07
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003648357
Saved in:
5
Empirical likelihood for value-at-risk and expected shortfall
Baysal, Rafet Evren
;
Staum, Jeremy
- In:
Journal of risk
11
(
2008/09
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10003775644
Saved in:
6
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:
7
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:
8
Estimation and decomposition of downside risk for portfolios with non-normal returns
Boudt, Kris
;
Peterson, Brian
;
Croux, Christophe
- In:
Journal of risk
11
(
2008/09
)
2
,
pp. 79-103
Persistent link: https://www.econbiz.de/10003809417
Saved in:
9
Measure of financial risk using conditional extreme value copulas with EVT margins
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 51-85
Persistent link: https://www.econbiz.de/10003881605
Saved in:
10
Kernel quantile-based estimation of expected shortfall
Yu, Keming
;
Ally, Abdallah K.
;
Yang, Shanchao
;
Hand, D. J.
- In:
Journal of risk
12
(
2009/10
)
4
,
pp. 15-32
Persistent link: https://www.econbiz.de/10003995401
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