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Risikomaß
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Risk measure
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Portfolio selection
59
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43
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Berger, Theo
3
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Journal of risk
SpringerLink / Bücher
622
Insurance / Mathematics & economics
514
Gabler Edition Wissenschaft
235
Europäische Hochschulschriften / 5
234
Risks : open access journal
207
Journal of banking & finance
197
The journal of risk and insurance : the journal of the American Risk and Insurance Association
141
Springer eBook Collection / Business and Economics
139
European journal of operational research : EJOR
128
Discussion paper / ZEW, Zentrum für Europäische Wirtschaftsforschung
119
Finance research letters
116
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
104
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
102
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
99
Scandinavian actuarial journal
96
Lehrbuch
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Schriftenreihe Finanzmanagement
85
Economic modelling
82
Wiley finance series
78
International review of financial analysis
76
Discussion paper / Tinbergen Institute
75
Springer eBook Collection
72
Bank- und finanzwirtschaftliche Forschungen
71
Energy economics
71
The North American journal of economics and finance : a journal of financial economics studies
70
The journal of risk model validation
69
The journal of operational risk
63
Astin bulletin : the journal of the International Actuarial Association
61
Journal of risk and financial management : JRFM
61
Applied economics
60
International journal of forecasting
59
Working paper series / Finance & accounting
58
Gabler Research
57
Journal of empirical finance
57
Quantitative finance
57
Reihe: Finanzierung, Kapitalmarkt und Banken
57
Gabler-Edition Wissenschaft
54
Journal of risk management in financial institutions
54
Publikation der Swiss Banking School, Zürich
53
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ECONIS (ZBW)
127
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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
Ruin problems in a discrete risk model in a Markovian environment
Yoo, Hyun Joo
;
Kim, Jerim
- In:
Journal of risk
24
(
2021
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013284824
Saved in:
5
Optimal equity protection of Solvency II regulated portfolios
Vaucher, Benoit
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 69-81
Persistent link: https://www.econbiz.de/10011847474
Saved in:
6
The valuation of contingent convertible catastrophe debt under simple solvency and liquidity covenants
Georgiopoulos, Nick
- In:
Journal of risk
18
(
2016
)
6
,
pp. 107-148
Persistent link: https://www.econbiz.de/10011620674
Saved in:
7
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:
8
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:
9
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:
10
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
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