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~isPartOf:"Quantitative finance"
~subject:"Bankrisiko"
~subject:"Credit risk"
~subject:"Digitalisierung"
~subject:"Financial services"
~subject:"Risikomaß"
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Bankrisiko
Credit risk
Digitalisierung
Financial services
Risikomaß
Risikomanagement
51
Risk management
51
Portfolio selection
31
Portfolio-Management
31
Theorie
27
Theory
27
Risk measure
20
Risiko
19
Risk
19
Finanzdienstleistung
11
Kreditrisiko
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29
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Härdle, Wolfgang
3
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2
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1
Barbieri, Paolo Nicola
1
Bergk, Kerstin
1
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1
Caporin, Massimiliano
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Hofer, Markus
1
Iabichino, Stefano
1
Ince, Akif
1
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1
Kandhai, Drona
1
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1
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Lu, Meng-Jou
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1
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1
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Quantitative finance
Journal of risk management in financial institutions
137
Journal of banking & finance
123
The journal of operational risk
106
Insurance / Mathematics & economics
104
Risks : open access journal
99
Finance research letters
84
SpringerLink / Bücher
70
European journal of operational research : EJOR
66
Springer eBook Collection
61
Technological forecasting & social change : an international journal
60
Risiko-Manager
57
Journal of risk and financial management : JRFM
54
Journal of risk
53
IMF Staff Country Reports
47
International review of financial analysis
47
Economic modelling
40
The journal of risk model validation
37
IMF Working Papers
36
Journal of financial stability
34
The North American journal of economics and finance : a journal of financial economics studies
34
Wiley finance series
31
Energy economics
30
International journal of theoretical and applied finance
28
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
28
International review of economics & finance : IREF
27
Journal of securities operations & custody
27
Discussion paper
26
International journal of economics and financial issues : IJEFI
26
Applied economics
25
IMF working papers
25
Research in international business and finance
25
Die Bank
24
Journal of business research : JBR
24
Discussion paper / Tinbergen Institute
23
Research paper series / Swiss Finance Institute
23
Technovation : the international journal of technological innovation, entrepreneurship and technology management
23
The journal of credit risk : published quarterly by Incisive Media
23
NBER working paper series
22
Journal of international financial markets, institutions & money
21
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ECONIS (ZBW)
29
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1
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
2
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
3
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
4
Backtesting expected shortfall and beyond
Deng, Kaihua
;
Qiu, Jie
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1109-1125
Persistent link: https://www.econbiz.de/10012588022
Saved in:
5
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
6
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
7
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
8
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
9
The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments
Kim, Minjoo
;
Yang, Junhong
;
Song, Pengcheng
;
Zhao, Yang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 815-835
Persistent link: https://www.econbiz.de/10012500192
Saved in:
10
Long-only equal risk contribution portfolios for CVaR under discrete distributions
Mausser, Helmut
;
Romanko, Oleksandr
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1927-1945
Persistent link: https://www.econbiz.de/10012262887
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