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~person:"Fabozzi, Frank J."
~person:"Hammoudeh, Shawkat"
~subject:"Digitalisierung"
~subject:"Financial services"
~subject:"Risikomaß"
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Digitalisierung
Financial services
Risikomaß
Risk management
74
Risikomanagement
71
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44
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44
Theorie
21
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21
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Fabozzi, Frank J.
Hammoudeh, Shawkat
Stoja, Evarist
25
Wang, Ruodu
21
McAleer, Michael
20
Embrechts, Paul
19
Stulz, René M.
19
Polanski, Arnold
17
Härdle, Wolfgang
14
Mao, Tiantian
14
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14
Li, Jianping
13
Curti, Filippo
12
Engle, Robert F.
11
Giudici, Paolo
11
Zhu, Xiaoqian
11
Allen, David E.
10
Christoffersen, Peter F.
10
Daníelsson, Jón
10
Grima, Simon
10
Olson, David L.
10
Vasile, Emilia
10
Broll, Udo
9
Diebold, Francis X.
9
Farkas, Walter
9
Jacobs, Michael <Jr.>
9
Jorion, Philippe
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Radu, Brînduşa-Mihaela
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Righi, Marcelo Brutti
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Wu, Desheng Dash
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Brandtner, Mario
8
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Cai, Jun
8
Dowd, Kevin
8
Hurlin, Christophe
8
Janabi, Mazin A. M. al
8
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Liu, Haiyan
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Applied economics
2
The Frank J. Fabozzi series
2
The North American journal of economics and finance : a journal of financial economics studies
2
Valuation, financial modeling, and quantitative tools
2
Economic modelling
1
Emerging markets review
1
Energy economics
1
International journal of finance & economics : IJFE
1
Journal of empirical finance
1
Journal of financial engineering
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
19
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Measuring and controlling interest rate and credit risk
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
-
2003
-
2. ed.
Persistent link: https://www.econbiz.de/10001764463
Saved in:
2
Yield curve risk measures
Fabozzi, Frank J.
;
Mann, Steven V.
-
2008
Persistent link: https://www.econbiz.de/10003765477
Saved in:
3
Credit risk
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765534
Saved in:
4
Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003583006
Saved in:
5
Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528392
Saved in:
6
High quantiles estimation with Quasi-PORT and DPOT : an application to value-at-risk for financial variables
Santos, Paulo Araújo
;
Alves, Isabel Fraga
;
Hammoudeh, …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 487-496
Persistent link: https://www.econbiz.de/10010367568
Saved in:
7
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
8
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
-
2014
Persistent link: https://www.econbiz.de/10010432170
Saved in:
9
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
10
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
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