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~isPartOf:"Journal of risk management in financial institutions"
~language:"eng"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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Risikomaß
Statistische Verteilung
Risikomanagement
269
Risk management
269
Bank risk
80
Bankrisiko
80
risk management
72
Financial services
67
Finanzdienstleistung
67
Credit risk
57
Kreditrisiko
57
Portfolio selection
55
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55
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stress testing
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operational risk
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Broeders, Dirk
1
Cao, Ran
1
Dodgson, Matthew
1
Eskandari, Farzad
1
Ferguson, Tally
1
George, Constantine
1
Hall, John
1
Henzler, Jörg
1
Hill, Jon R.
1
Hurst, James
1
Irfan, Muhammad
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
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1
Olfat, Amir
1
Packham, Natalie
1
Payant, W. Randall
1
Quell, Peter
1
Riccetti, Luca
1
Rosen, Dan
1
Rowe, David M.
1
Saidane, Mohamed
1
Sarraf, Hanna
1
Shi, Yan
1
Sounders, David
1
Tatsinkou, Joseph Francois Tagne
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Toor, Joris van
1
Wilkens, Sascha
1
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1
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1
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Journal of risk management in financial institutions
Insurance / Mathematics & economics
146
Journal of banking & finance
110
European journal of operational research : EJOR
87
Risks : open access journal
82
Finance research letters
73
Journal of risk
70
Economic modelling
47
Discussion paper / Tinbergen Institute
46
International review of financial analysis
46
Quantitative finance
46
The North American journal of economics and finance : a journal of financial economics studies
40
International journal of theoretical and applied finance
38
The journal of risk model validation
37
The journal of operational risk
34
Applied economics
33
Energy economics
33
Journal of risk and financial management : JRFM
33
Research paper series / Swiss Finance Institute
30
Journal of empirical finance
28
The European journal of finance
28
Journal of economic dynamics & control
27
Finance and stochastics
26
International review of economics & finance : IREF
26
Computational economics
23
Journal of econometrics
23
Research in international business and finance
23
The journal of asset management
23
International journal of forecasting
22
Journal of mathematical finance
21
Operations research
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
The journal of credit risk : published quarterly by Incisive Media
19
Journal of international financial markets, institutions & money
18
Scandinavian actuarial journal
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Swiss Finance Institute Research Paper
17
Working papers
16
Mathematics and financial economics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
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ECONIS (ZBW)
24
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1
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:
2
Capital for concentrated credit portfolios
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 314-322
Persistent link: https://www.econbiz.de/10011531169
Saved in:
3
Managing model risk : editorial
Mark, Robert
- In:
Journal of risk management in financial institutions
9
(
2016
)
3
,
pp. 204-206
Persistent link: https://www.econbiz.de/10011661825
Saved in:
4
Effective and efficient model risk management
Dodgson, Matthew
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
1
,
pp. 47-58
Persistent link: https://www.econbiz.de/10012250008
Saved in:
5
The top 14 challenges for today’s model risk managers : has the time come to think about going beyond SR11-7?
Hill, Jon R.
- In:
Journal of risk management in financial institutions
12
(
2019
)
2
,
pp. 145-167
Persistent link: https://www.econbiz.de/10012065278
Saved in:
6
Machine learning in risk measurement : Gaussian process regression for value-at-risk and expected shortfall
Wilkens, Sascha
- In:
Journal of risk management in financial institutions
12
(
2019
)
3
,
pp. 374-383
Persistent link: https://www.econbiz.de/10012131743
Saved in:
7
Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z.
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
Saved in:
8
Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement
Quell, Peter
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 43-52
Persistent link: https://www.econbiz.de/10014489153
Saved in:
9
On aggregate model risk management : focus on stress testing
Shi, Yan
;
Young, H. Walter
;
Cao, Ran
- In:
Journal of risk management in financial institutions
8
(
2015
)
2
,
pp. 171-195
Persistent link: https://www.econbiz.de/10011306352
Saved in:
10
The role of models in economics and risk management
Rowe, David M.
- In:
Journal of risk management in financial institutions
7
(
2014
)
2
,
pp. 103-109
Persistent link: https://www.econbiz.de/10010359522
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