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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Risikomaß"
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Risikomaß
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Arai, Takuji
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
121
European journal of operational research : EJOR
51
Risks : open access journal
48
Journal of banking & finance
46
Finance research letters
36
Journal of risk
27
Quantitative finance
27
International review of financial analysis
21
Mathematics of operations research
21
Finance and stochastics
20
Economic modelling
18
Energy economics
18
Scandinavian actuarial journal
18
Mathematics and financial economics
17
Operations research
17
International journal of theoretical and applied finance
16
Applied economics
15
International review of economics & finance : IREF
14
The North American journal of economics and finance : a journal of financial economics studies
14
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Pacific-Basin finance journal
13
Research paper series / Swiss Finance Institute
13
Discussion paper / Tinbergen Institute
12
Journal of mathematical finance
12
Journal of risk and financial management : JRFM
12
Astin bulletin : the journal of the International Actuarial Association
11
Journal of empirical finance
11
Journal of risk management in financial institutions
11
Computational economics
10
The European journal of finance
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Operations research letters
9
The journal of risk model validation
9
Journal of economic dynamics & control
8
Journal of international financial markets, institutions & money
8
Swiss Finance Institute Research Paper
8
Applied economics letters
7
International journal of forecasting
7
International journal of risk assessment and management : IJRAM
7
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From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
2
Comparing local risks by acceptance and rejection
Schreiber, Amnon
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 412-430
Persistent link: https://www.econbiz.de/10011577169
Saved in:
3
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
4
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Saved in:
5
Coherence and elicitability
Ziegel, Johanna F.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 901-918
Persistent link: https://www.econbiz.de/10011583809
Saved in:
6
Model uncertainty and scenario aggregation
Cambou, Mathieu
;
Filipović, Damir
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 534-567
Persistent link: https://www.econbiz.de/10011752528
Saved in:
7
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
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8
Risk measures on P(R) and value at risk with probability/loss function
Frittelli, Marco
;
Maggis, Marco
;
Peri, Ilaria
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 442-463
Persistent link: https://www.econbiz.de/10010484275
Saved in:
9
Estimation of value at risk and ruin probability for diffusion processes with jumps
Denis, Laurent
;
Fernández, Begoña
;
Meda, Ana
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 281-302
Persistent link: https://www.econbiz.de/10003827581
Saved in:
10
One-parameter families of distortion risk measures
Tsukahara, Hideatsu
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10003937550
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