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~isPartOf:"Journal of risk management in financial institutions"
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Risk
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Journal of risk management in financial institutions
Mathematics of operations research
Insurance / Mathematics & economics
130
Journal of banking & finance
83
Finance research letters
72
European journal of operational research : EJOR
61
Risks : open access journal
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER working paper series
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Review of quantitative finance and accounting
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Economics letters
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Journal of empirical finance
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The journal of risk model validation
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ECONIS (ZBW)
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1
Sustainable profitability in volatile cyclical markets
Sarraf, Hanna
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
2
,
pp. 182-189
Persistent link: https://www.econbiz.de/10012250026
Saved in:
2
Climate change risk : the next frontier in banking risk management
Sarraf, Hanna
- In:
Journal of risk management in financial institutions
15
(
2021/2022
)
1
,
pp. 85-92
Persistent link: https://www.econbiz.de/10013189151
Saved in:
3
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
4
Market risk calculation for private equity fund-of-funds
Henzler, Jörg
;
George, Constantine
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
4
,
pp. 328-360
Persistent link: https://www.econbiz.de/10011980279
Saved in:
5
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
6
Managing the riskiness of defined contribution pension funds in a fair-valuation context
Orlando, Albina
;
Politano, Massimiliano
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
2
,
pp. 184-193
Persistent link: https://www.econbiz.de/10003963548
Saved in:
7
Dynamic portfolio choice when risk is measured by weighted VaR
He, Xue Dong
;
Jin, Hanqing
;
Zhou, Xun Yu
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 773-796
Persistent link: https://www.econbiz.de/10011338687
Saved in:
8
Tight approximations of dynamic risk measures
Iancu, Dan A.
;
Petrik, Marek
;
Subramanian, Dharmashankar
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 655-682
Persistent link: https://www.econbiz.de/10011338697
Saved in:
9
Entropy coherent and entropy convex measures of risk
Laeven, Roger J. A.
;
Stadje, Mitja
- In:
Mathematics of operations research
38
(
2013
)
2
,
pp. 265-293
Persistent link: https://www.econbiz.de/10009751526
Saved in:
10
On Kusuoka representation of law invariant risk measures
Shapiro, Alexander
- In:
Mathematics of operations research
38
(
2013
)
1
,
pp. 142-152
Persistent link: https://www.econbiz.de/10009727684
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