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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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169
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69
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Management science : journal of the Institute for Operations Research and the Management Sciences
NBER working paper series
2,057
Working paper / National Bureau of Economic Research, Inc.
1,845
NBER Working Paper
1,615
Finance research letters
1,219
Journal of banking & finance
1,194
MPRA Paper
891
European journal of operational research : EJOR
861
SpringerLink / Bücher
854
Discussion paper / Centre for Economic Policy Research
831
Insurance / Mathematics & economics
746
Economics letters
689
International review of financial analysis
689
Applied economics
661
Working paper
659
IMF Staff Country Reports
630
IMF working papers
616
CESifo working papers
585
IMF Working Papers
574
Journal of financial economics
561
Economic modelling
550
Journal of economic dynamics & control
541
Economics Bulletin
535
Risks : open access journal
512
International review of economics & finance : IREF
497
Journal of risk and financial management : JRFM
487
Energy economics
474
Research in international business and finance
471
Discussion paper series / IZA
459
Applied economics letters
458
The journal of finance : the journal of the American Finance Association
455
The review of financial studies
438
Discussion papers / CEPR
427
Policy research working paper : WPS
398
Discussion paper
391
Discussion paper / Tinbergen Institute
386
Research paper series / Swiss Finance Institute
386
The North American journal of economics and finance : a journal of financial economics studies
381
Working Paper
378
Pacific-Basin finance journal
376
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ECONIS (ZBW)
521
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1
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10
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521
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date (oldest first)
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
Backtesting expected shortfall : accounting for tail
risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
Saved in:
3
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:
4
Backtesting marginal expected shortfall and related systemic
risk
measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
5
An axiomatic approach to systemic
risk
Chen, Chen
;
Iyengar, Garud
;
Moallemi, Ciamac C.
- In:
Management science : journal of the Institute for …
59
(
2013
)
6
,
pp. 1373-1388
Persistent link: https://www.econbiz.de/10009777035
Saved in:
6
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:
7
Risk
-based loan pricing : portfolio optimization approach with marginal
risk
contribution
Chun, So Yeon
;
Lejeune, Miguel A.
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
Saved in:
8
Tail
risk
concerns everywhere
Gao, George P.
;
Lu, Xiaomeng
;
Song, Zhaogang
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3111-3130
Persistent link: https://www.econbiz.de/10012039979
Saved in:
9
Submodular
risk
allocation
Ghamami, Samim
;
Glasserman, Paul
- In:
Management science : journal of the Institute for …
65
(
2019
)
10
,
pp. 4656-4675
Persistent link: https://www.econbiz.de/10012118107
Saved in:
10
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
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