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~isPartOf:"Quantitative finance"
~subject:"Risikomaß"
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Risikomaß
Risiko
56
Risk
56
Portfolio selection
36
Portfolio-Management
36
Theorie
36
Theory
36
Risk measure
29
Risikomanagement
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Derivat
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Derivative
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Hedging
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Risikoprämie
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29
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Delage, Erick
2
Li, Jonathan Yu-Meng
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Marzban, Saeed
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Ben-Horin, Moshe
1
Bergk, Kerstin
1
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1
Buccioli, Alice
1
Caporin, Massimiliano
1
Chen, Yi-Hsuan
1
Chow, K. Victor
1
Costa, Giorgio
1
Dentcheva, Darinka
1
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1
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1
Ding, Rui
1
Doldi, A.
1
Ertley, Brian
1
Feinstein, Zachary
1
Feng, Y.
1
Fouque, Jean-Pierre
1
Frittelli, Marco
1
Giacometti, Rosella
1
Hacini, Mehdi-Vincent
1
Härdle, Wolfgang
1
Ince, Akif
1
Jiménez-Martin, Juan-Angel
1
John, Kose
1
Kim, Hyuksoo
1
Kim, Saejoon
1
Kock, Johan de
1
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1
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1
Kwon, Roy H.
1
Kürsten, Wolfgang
1
Law, Keith K. F.
1
Li, Jingrui
1
Li, Wai Keung
1
Lichtner, Mark
1
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Quantitative finance
Insurance / Mathematics & economics
122
European journal of operational research : EJOR
54
Risks : open access journal
51
Finance research letters
45
Journal of banking & finance
45
Journal of risk
27
International review of financial analysis
21
Mathematics of operations research
21
Economic modelling
20
Energy economics
20
Finance and stochastics
20
Operations research
18
Scandinavian actuarial journal
18
International review of economics & finance : IREF
17
Mathematics and financial economics
17
Insurance : mathematics and economics
16
International journal of theoretical and applied finance
16
Applied economics
15
Journal of risk and financial management : JRFM
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Research paper series / Swiss Finance Institute
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
Computational economics
12
Discussion paper / Tinbergen Institute
12
Journal of mathematical finance
12
The journal of risk model validation
12
Astin bulletin : the journal of the International Actuarial Association
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of empirical finance
11
International journal of forecasting
9
Journal of risk management in financial institutions
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Operations research letters
9
The European journal of finance
9
Applied economics letters
8
International journal of risk assessment and management : IJRAM
8
Journal of econometrics
8
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ECONIS (ZBW)
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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
Equal
risk
pricing and hedging of financial derivatives with convex
risk
measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
3
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:
4
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:
5
Quantitative statistical robustness for tail-dependent law invariant
risk
measures
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1669-1685
Persistent link: https://www.econbiz.de/10012653706
Saved in:
6
Coherent portfolio performance ratios
Kroll, Yoram
;
Marchioni, Andrea
;
Ben-Horin, Moshe
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1589-1603
Persistent link: https://www.econbiz.de/10012624159
Saved in:
7
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:
8
Macroeconomic uncertainty and expected shortfall (and value at
risk
) : a new dynamic semiparametric model
Pan, Zhiyuan
;
Wang, Yudong
;
Liu, Li
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1791-1805
Persistent link: https://www.econbiz.de/10012696775
Saved in:
9
A cost-effective approach to portfolio construction with range-based
risk
measures
Pun, Chi Seng
;
Wang, Lei
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 431-447
Persistent link: https://www.econbiz.de/10012483832
Saved in:
10
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
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