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~isPartOf:"Quantitative finance"
~subject:"Digitalisierung"
~subject:"Financial services"
~subject:"Risikomaß"
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Digitalisierung
Financial services
Risikomaß
Risikomanagement
51
Risk management
51
Portfolio selection
31
Portfolio-Management
31
Theorie
27
Theory
27
Risk measure
20
Risiko
19
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19
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11
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8
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Härdle, Wolfgang
3
Chen, Yi-Hsuan
2
Albanese, Claudio
1
Barbieri, Paolo Nicola
1
Bergk, Kerstin
1
Brandtner, Mario
1
Caporin, Massimiliano
1
Chen, An
1
Corazza, Marco
1
Costa, Giorgio
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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Hasim, Haslifah Mohamad
1
Hofer, Markus
1
Iabichino, Stefano
1
Ince, Akif
1
Jiménez-Martin, Juan-Angel
1
Kandhai, Drona
1
Kelleher, Aidan
1
Kim, Hyuksoo
1
Kim, Minjoo
1
Kim, Saejoon
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Koike, Takaaki
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Kroon, Erik
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Kwon, Roy H.
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Kürsten, Wolfgang
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1
Lu, Meng-Jou
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Lundin, Mark
1
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1
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Quantitative finance
Insurance / Mathematics & economics
96
Journal of risk management in financial institutions
89
Risks : open access journal
89
The journal of operational risk
75
Journal of banking & finance
74
Finance research letters
63
Technological forecasting & social change : an international journal
60
European journal of operational research : EJOR
56
Springer eBook Collection
53
Journal of risk
49
Journal of risk and financial management : JRFM
45
SpringerLink / Bücher
37
Economic modelling
35
International review of financial analysis
32
Energy economics
30
The journal of risk model validation
30
The North American journal of economics and finance : a journal of financial economics studies
26
International journal of theoretical and applied finance
24
Journal of business research : JBR
24
International review of economics & finance : IREF
23
Technovation : the international journal of technological innovation, entrepreneurship and technology management
23
Applied economics
22
European research studies
19
Telecommunications policy : the international journal of digital economy, data sciences and new media
19
Discussion paper / Tinbergen Institute
18
International journal of production economics
18
International journal of production research
18
Journal of securities operations & custody
18
Research paper series / Swiss Finance Institute
17
International journal of economics and financial issues : IJEFI
16
Journal of open innovation : technology, market, and complexity
16
Research in international business and finance
16
International journal of forecasting
15
International journal of risk assessment and management : IJRAM
15
Journal of innovation & knowledge : JIK
15
The European journal of finance
15
Wiley finance series
15
World Bank E-Library Archive
15
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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