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Risikomaß
123
Risk measure
123
Risikomanagement
76
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69
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Berger, Theo
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Journal of risk
IMF Working Papers
790
IMF Staff Country Reports
691
MPRA Paper
411
Journal of banking & finance
373
Finance research letters
362
Insurance / Mathematics & economics
352
Risks : open access journal
320
SpringerLink / Bücher
315
European journal of operational research : EJOR
301
Journal of risk management in financial institutions
297
Managerial Finance
286
International journal of production research
248
Journal of risk and financial management : JRFM
244
International review of financial analysis
221
IDB Publications (Working Papers)
213
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212
Energy economics
211
Working Paper
209
International journal of production economics
196
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182
Economic modelling
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170
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Physica A: Statistical Mechanics and its Applications
162
Research in international business and finance
150
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International journal of risk assessment and management : IJRAM
142
NBER working paper series
141
World Bank E-Library Archive
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The North American journal of economics and finance : a journal of financial economics studies
138
Journal of Risk Finance
134
Journal of Risk and Financial Management
128
International journal of economics and financial issues : IJEFI
127
Managing business risk : a practical guide to protecting your business
123
The Journal of Risk Finance
123
International review of economics & finance : IREF
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ECONIS (ZBW)
172
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1
Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
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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
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:
4
Risk management and regulation
Adrian, Tobias
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 23-57
Persistent link: https://www.econbiz.de/10011847421
Saved in:
5
Portfolio risk forecasting
Braun, Valentin
;
Hackethal, Andreas
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10013262566
Saved in:
6
Default risk charge : modeling framework for the "Basel" risk measure
Wilkens, Sascha
;
Pedescu, Mirela
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011710248
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7
Extreme value theory, asset ranking and threshold choice : a practical note on
VaR
estimation
Auer, Benjamin R.
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10013262944
Saved in:
8
Modeling redemption risks of mutual funds using extreme value theory
Desmettre, Sascha
;
Deege, Matthias
- In:
Journal of risk
18
(
2016
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011620647
Saved in:
9
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
10
An internal default risk model : simulation of default times and recovery rates within the new fundamental review of the trading book framework
Bertagna, Andrea
;
Deliu, Dragos
;
Lopez, Luca
;
Nassigh, Aldo
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10013177133
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