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Measurement
Risikomaß
7,494
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2,729
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Wang, Ruodu
26
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19
Righi, Marcelo Brutti
17
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11
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11
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10
Cai, Jun
10
Kürsten, Wolfgang
10
Landsman, Zinoviy
10
Dhaene, Jan
9
Mao, Tiantian
9
Bignozzi, Valeria
8
Diebold, Francis X.
8
Feng, Runhuan
8
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8
Munari, Cosimo-Andrea
8
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8
Balbás de la Corte, Alejandro
7
Boonen, Tim J.
7
Centrone, Francesca
7
Dowd, Kevin
7
Furman, Edward
7
Ghossoub, Mario
7
Jiang, Wenjun
7
Liu, Fangda
7
Müller, Fernanda Maria
7
Pichler, Alois
7
Riedel, Frank
7
Rudloff, Birgit
7
Assa, Hirbod
6
Cheung, Ka Chun
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Guégan, Dominique
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Kratz, Marie
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Pesenti, Silvana M.
6
Rüschendorf, Ludger
6
Wilkens, Sascha
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Xu, Huifu
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Yamai, Yasuhiro
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Yoshiba, Toshinao
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International Risk Management Conference <5, 2012, Rom>
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University of York / Department of Economics and Related Studies
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Insurance / Mathematics & economics
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European journal of operational research : EJOR
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Risks : open access journal
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Journal of risk
25
Journal of banking & finance
21
Mathematics of operations research
19
Finance and stochastics
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Mathematics and financial economics
17
Quantitative finance
17
Finance research letters
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International journal of theoretical and applied finance
14
Scandinavian actuarial journal
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of risk model validation
10
International review of financial analysis
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Operations research
9
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Operations research letters
8
Research paper series / Swiss Finance Institute
8
ASTIN bulletin : the journal of the International Actuarial Association
7
Computational economics
7
International review of economics & finance : IREF
7
Journal of financial econometrics
7
Journal of risk and financial management : JRFM
7
The journal of operational risk
7
Applied economics letters
6
Astin bulletin : the journal of the International Actuarial Association
6
Risk measures for the 21st century
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
Applied economics
5
Applied mathematical finance
5
Computational management science
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Journal of forecasting
5
Journal of mathematical finance
5
Economic modelling
4
INFORMS journal on computing : JOC
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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ECONIS (ZBW)
1,159
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1
Measuring core inflation in South Africa
Du Plessis, Stan
;
Du Rand, Gideon
;
Kotzé, Kevin
- In:
The South African journal of economics
83
(
2015
)
4
,
pp. 527-548
Persistent link: https://www.econbiz.de/10011441916
Saved in:
2
Ansätze zur Validierung von Marktrisikomodellen : Systematisierung, Anwendungsmöglichkeiten und Grenzen der Verfahren
Wehn, Carsten
-
2005
Persistent link: https://www.econbiz.de/10003280464
Saved in:
3
What kind of systemic risks do we face in the European banking sector? : the approach of CoVaR measure
Karkowska, Renata
- In:
Folia oeconomica Stetinensia : FOS
14
(
2014
)
2
,
pp. 114-139
Persistent link: https://www.econbiz.de/10011419194
Saved in:
4
A new test procedure for the choice of dependence structure in risk measurement : application to the US and UK stock market indices
Shim, Jeungbo
;
Lee, Eun-joo
;
Lee, Seung-Hwan
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
Saved in:
5
Incorporating risk measures in closed-loop supply chain network design
Soleiman, Hamed
;
Seyyed-Esfahani, Mirmehdi
;
Kannan, Govindan
- In:
International journal of production research
52
(
2014
)
6
,
pp. 1843-1867
Persistent link: https://www.econbiz.de/10010257281
Saved in:
6
Value at risk measuring and extreme value theory : evidence from Montenegro
Cerovic Smolovic, Julija
- In:
Facta Universitatis / Series economics and organization …
11
(
2014
)
2
,
pp. 175-189
Persistent link: https://www.econbiz.de/10011508680
Saved in:
7
Comparison of market risk models with respect to suggested changes of Basel accord
Stiborová, Eliška
;
Sznapková, Barbora
;
Tichný, Tomáš
- In:
Acta oeconomica : periodical of the Hungarian Academy …
64
(
2014
),
pp. 257-274
Persistent link: https://www.econbiz.de/10010474360
Saved in:
8
Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 653-681
Persistent link: https://www.econbiz.de/10010407941
Saved in:
9
Risk measures on P(R) and value at risk with probability/loss function
Frittelli, Marco
;
Maggis, Marco
;
Peri, Ilaria
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 442-463
Persistent link: https://www.econbiz.de/10010484275
Saved in:
10
Cornish-Fisher expansion for commercial real estate value at risk
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
The journal of real estate finance and economics
50
(
2015
)
4
,
pp. 439-464
Persistent link: https://www.econbiz.de/10011474570
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