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~subject:"Digitalisierung"
~subject:"Financial services"
~subject:"Innovation"
~subject:"Risikomaß"
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Digitalisierung
Financial services
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Risikomaß
Risikomanagement
51
Risk management
51
Portfolio selection
31
Portfolio-Management
31
Theorie
27
Theory
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Härdle, Wolfgang
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Barbieri, Paolo Nicola
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1
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Hofer, Markus
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Iabichino, Stefano
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Ince, Akif
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Kandhai, Drona
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Quantitative finance
Insurance / Mathematics & economics
96
Risks : open access journal
92
Technological forecasting & social change : an international journal
90
Journal of risk management in financial institutions
89
The journal of operational risk
75
Journal of banking & finance
74
Finance research letters
70
SpringerLink / Bücher
60
European journal of operational research : EJOR
57
Springer eBook Collection
57
Journal of risk and financial management : JRFM
50
Journal of risk
49
Technovation : the international journal of technological innovation, entrepreneurship and technology management
37
Economic modelling
36
International review of financial analysis
35
Journal of business research : JBR
35
Energy economics
32
The journal of risk model validation
30
Telecommunications policy : the international journal of digital economy, data sciences and new media
29
International review of economics & finance : IREF
26
The North American journal of economics and finance : a journal of financial economics studies
26
NBER working paper series
25
Technology analysis & strategic management
25
Applied economics
24
Information & management : the internat. journal of management processes and systems ; journal of IFIP Users Group
24
International journal of theoretical and applied finance
24
European research studies
23
International journal of production economics
23
Research policy : policy, management and economic studies of science, technology and innovation
21
Journal of innovation & knowledge : JIK
20
NBER Working Paper
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Discussion paper / Tinbergen Institute
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International journal of production research
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Journal of open innovation : technology, market, and complexity
19
International journal of economics and financial issues : IJEFI
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Journal of securities operations & custody
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Research paper series / Swiss Finance Institute
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Working paper
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Applied economics letters
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ECONIS (ZBW)
28
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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
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:
9
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
Saved in:
10
Liquidity risk in derivatives valuation : an improved credit proxy method
Sourabh, Sumit
;
Hofer, Markus
;
Kandhai, Drona
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 467-481
Persistent link: https://www.econbiz.de/10011906396
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