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~isPartOf:"Journal of risk management in financial institutions"
~subject:"Portfolio-Management"
~subject:"Risk"
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Portfolio-Management
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119
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86
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62
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52
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Campino, Jonas de Oliveira
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Journal of risk management in financial institutions
Journal of banking & finance
172
Insurance / Mathematics & economics
170
Finance research letters
109
European journal of operational research : EJOR
92
Risks : open access journal
76
Journal of risk
75
International review of financial analysis
63
Economic modelling
52
Quantitative finance
52
Journal of financial stability
51
International journal of theoretical and applied finance
48
The North American journal of economics and finance : a journal of financial economics studies
48
The journal of risk model validation
44
Applied economics
41
Journal of risk and financial management : JRFM
41
Discussion paper / Tinbergen Institute
39
The journal of credit risk : published quarterly by Incisive Media
39
International review of economics & finance : IREF
38
Research in international business and finance
38
Research paper series / Swiss Finance Institute
38
Finance and stochastics
35
The European journal of finance
35
Pacific-Basin finance journal
34
Journal of economic dynamics & control
31
Journal of international financial markets, institutions & money
31
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Applied economics letters
28
Journal of empirical finance
28
SpringerLink / Bücher
27
Energy economics
26
International journal of forecasting
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
26
Mathematics of operations research
26
NBER working paper series
25
Discussion paper / Deutsche Bundesbank
24
Journal of financial economics
24
Mathematics and financial economics
24
Operations research
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Scandinavian actuarial journal
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ECONIS (ZBW)
36
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1
Explpring the use of the Kelly criterion for Basel capital requirement : an optimal and countercyclical appoach
Wong, Max C. Y.
- In:
Journal of risk management in financial institutions
8
(
2015
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10010526458
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
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:
4
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:
5
A generalised latent Poisson factor modelling approach for default correlations in credit portfolios
Saidane, Mohamed
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 89-105
Persistent link: https://www.econbiz.de/10014489156
Saved in:
6
Liquidity effects in banks’ capital allocation decisions
Alcântara, Wenersamy Ramos de
- In:
Journal of risk management in financial institutions
8
(
2015
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10011306353
Saved in:
7
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:
8
Bank
profitability : liquidity, capital and asset quality
Bace, Edward
- In:
Journal of risk management in financial institutions
9
(
2016
)
4
,
pp. 327-331
Persistent link: https://www.econbiz.de/10011663069
Saved in:
9
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:
10
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
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