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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Risikomaß
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Management science : journal of the Institute for Operations Research and the Management Sciences
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
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of forecasting
59
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55
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International review of economics & finance : IREF
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36
Research in international business and finance
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Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Applied economics letters
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Journal of international financial markets, institutions & money
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Scandinavian actuarial journal
32
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Finance and stochastics
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel
;
Zanjani, George
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
Saved in:
2
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
3
Minimizing risk exposure when the choice of a risk measure is ambiguous
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Management science : journal of the Institute for …
64
(
2018
)
1
,
pp. 327-344
Persistent link: https://www.econbiz.de/10011819577
Saved in:
4
Proper conditioning for coherent VaR in portfolio management
Garcia, René
;
Renault, Éric
;
Tsafack, Georges
- In:
Management science : journal of the Institute for …
53
(
2007
)
3
,
pp. 483-494
Persistent link: https://www.econbiz.de/10003451621
Saved in:
5
Conditional Monte Carlo estimation of quantile sensitivities
Fu, Michael
;
Hong, L. Jeff
;
Hu, Jian-Qiang
- In:
Management science : journal of the Institute for …
55
(
2009
)
12
,
pp. 2019-2027
Persistent link: https://www.econbiz.de/10003928512
Saved in:
6
Nested simulation in portfolio risk measurement
Gordy, Michael B.
;
Juneja, Sandeep
- In:
Management science : journal of the Institute for …
56
(
2010
)
10
,
pp. 1833-1848
Persistent link: https://www.econbiz.de/10008701411
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7
Simulation of coherent risk measures based on generalized scenarios
Lesnevski, Vadim
;
Nelson, Barry L.
;
Staum, Jeremy
- In:
Management science : journal of the Institute for …
53
(
2007
)
11
,
pp. 1756-1769
Persistent link: https://www.econbiz.de/10003593245
Saved in:
8
Satisficing measures for analysis of risky positions
Brown, David B.
;
Sim, Melvyn
- In:
Management science : journal of the Institute for …
55
(
2009
)
1
,
pp. 71-84
Persistent link: https://www.econbiz.de/10003873683
Saved in:
9
Evaluating value-at-risk models with desk-level data
Berkowitz, Jeremy
;
Christoffersen, Peter F.
;
Pelletier, …
- In:
Management science : journal of the Institute for …
57
(
2011
)
12
,
pp. 2213-2227
Persistent link: https://www.econbiz.de/10009428250
Saved in:
10
Worst-case value at risk on nonlinear portfolios
Zymler, Steve
;
Kuhn, Daniel
;
Rustem, Berç
- In:
Management science : journal of the Institute for …
59
(
2013
)
1
,
pp. 172-188
Persistent link: https://www.econbiz.de/10009711767
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