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~isPartOf:"Journal of risk management in financial institutions"
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Risikomaß
47
Risk measure
47
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20
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20
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15
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11
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11
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Orlando, Albina
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Journal of risk management in financial institutions
Insurance / Mathematics & economics
218
Journal of banking & finance
180
Journal of risk
123
European journal of operational research : EJOR
115
Finance research letters
110
Risks : open access journal
109
International review of financial analysis
74
Energy economics
73
Economic modelling
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Journal of empirical finance
55
Quantitative finance
54
Applied economics
53
Journal of risk and financial management : JRFM
53
International journal of theoretical and applied finance
47
The journal of operational risk
47
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Scandinavian actuarial journal
32
Working paper
32
Working papers
32
Finance and stochastics
31
Pacific-Basin finance journal
30
Econometric Institute research papers
29
Journal of financial econometrics
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
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ECONIS (ZBW)
47
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1
The value at risk of the mathematical provision : critical issues
Cocozza, Rosa
;
Lorenzo, Emilia di
;
Orlando, Albina
; …
- In:
Journal of risk management in financial institutions
1
(
2007/08
)
3
,
pp. 311-319
Persistent link: https://www.econbiz.de/10003741762
Saved in:
2
The implosion of the Alt-A mortgage-backed securities market
Woodward, Luke
;
Raju, Sudhakar
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
2
,
pp. 214-225
Persistent link: https://www.econbiz.de/10003831753
Saved in:
3
Have we gone too VAR? : the forsaken side of risk management
Payant, W. Randall
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
3
,
pp. 243-249
Persistent link: https://www.econbiz.de/10003865055
Saved in:
4
The drawbacks of VaR's, or risk management's Byzantine discussion
Angulo, Javier A.
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
3
,
pp. 259-264
Persistent link: https://www.econbiz.de/10003865062
Saved in:
5
Financial risk and capital adequacy: the moral hazard problem
Liu, Mei-ying
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
3
,
pp. 306-323
Persistent link: https://www.econbiz.de/10003865079
Saved in:
6
The gentle proposal : a model of applied defoult probabilities and GARCH volatility
Corelli, Angelo
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
1
,
pp. 46-56
Persistent link: https://www.econbiz.de/10008905799
Saved in:
7
Using truncated Lévy flight to estimate downside risk
Xiong, James X.
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
3
,
pp. 231-242
Persistent link: https://www.econbiz.de/10003991439
Saved in:
8
Diversification effects in operational risk: a robust approach
Monti, Fabio
;
Brunner, Michael
;
Piacenza, Fabio
; …
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
3
,
pp. 243-258
Persistent link: https://www.econbiz.de/10003991473
Saved in:
9
Performance of monthly multivariate filtered historical simulation value-at-risk
Chrétien, Stéphane
;
Coggins, Frank
;
Trudel, Yves
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
3
,
pp. 259-277
Persistent link: https://www.econbiz.de/10003991500
Saved in:
10
Combining non-constant weights with historical simulation VaR
Rebonato, Riccardo
;
Shanbhogue, Vasant
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
4
,
pp. 392-404
Persistent link: https://www.econbiz.de/10008736815
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