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Bayesian Tail Risk Forecasting...
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Risiko
Risikomanagement
34,159
Risk management
33,889
Theorie
9,395
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9,323
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7,512
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7,480
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7,326
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5,289
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5,271
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3,715
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3,165
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3,093
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2,813
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2,810
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2,719
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2,659
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2,652
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2,561
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2,451
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2,437
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2,424
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2,366
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2,091
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2,069
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2,058
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2,022
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1,998
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1,976
USA
1,972
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1,901
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1,720
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1,705
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1,699
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1,569
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1,550
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Wang, Ruodu
36
Stoja, Evarist
25
Rosazza Gianin, Emanuela
21
Righi, Marcelo Brutti
20
Polanski, Arnold
16
Boonen, Tim J.
15
Cai, Jun
14
Fabozzi, Frank J.
14
Furman, Edward
14
Mao, Tiantian
14
Sherris, Michael
14
Aven, Terje
13
Broll, Udo
13
Csóka, Péter
13
Dowd, Kevin
13
Liu, Haiyan
13
Bellini, Fabio
12
Brandtner, Mario
12
Daníelsson, Jón
12
Dhaene, Jan
12
Embrechts, Paul
12
Kürsten, Wolfgang
12
Rüschendorf, Ludger
11
Tang, Qihe
11
Balbás de la Corte, Alejandro
10
Cheung, Ka Chun
10
Gleißner, Werner
10
Kakushadze, Zura
10
Laeven, Roger J. A.
10
Müller, Fernanda Maria
10
Tsanakas, Andreas
10
Vanduffel, Steven
10
Balbás, Beatriz
9
Bäuerle, Nicole
9
Engle, Robert F.
9
Feng, Runhuan
9
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9
Li, Jianping
9
Pelizzon, Loriana
9
Prokopczuk, Marcel
9
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Edward Elgar Publishing
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Springer Fachmedien Wiesbaden
4
Gottfried Wilhelm Leibniz Universität Hannover
3
International Association for the Study of Insurance Economics
3
Internationaler Währungsfonds
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3
Universität Ulm
3
Weltbank
3
American Enterprise Institute for Public Policy Research
2
Bank für Internationalen Zahlungsausgleich
2
Centre for Analysis of Risk and Regulation <London>
2
Deutsche Gesellschaft für Risikomanagement
2
Federal Reserve Bank of Atlanta
2
Global Facility for Disaster Reduction and Recovery
2
International Finance Corporation
2
NetLibrary, Inc
2
Robert Schuman Centre for Advanced Studies
2
Society for Risk Analysis
2
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2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Springer International Publishing
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Summer Workshop on Risk and Capital <2, 1983, Ulm>
2
Walter de Gruyter GmbH & Co. KG
2
Weltwirtschaftsforum
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A. T. Kearney Incorporated <Chicago, Ill.>
1
Akademia Ekonomiczna w Krakowie
1
Akzente Kommunikation und Beratung GmbH
1
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1
American Society for Health Care Risk Management
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Associazione Italiana Financial Industry Risk Managers
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1
Bank of Canada
1
Basel Committee on Banking Supervision
1
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1
Bayerische Rückversicherung Aktiengesellschaft <München> / Marketing, Kommunikation
1
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Insurance / Mathematics & economics
167
European journal of operational research : EJOR
111
Risks : open access journal
109
Finance research letters
92
Journal of banking & finance
71
Journal of risk management in financial institutions
53
International review of financial analysis
49
Energy economics
46
International journal of production research
40
Journal of risk and financial management : JRFM
35
International journal of production economics
34
International journal of risk assessment and management : IJRAM
34
Quantitative finance
34
Economic modelling
33
International review of economics & finance : IREF
33
Journal of risk
33
Applied economics
32
Management science : journal of the Institute for Operations Research and the Management Sciences
32
International journal of project management : the journal of The International Project Management Association
28
World Bank E-Library Archive
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NBER working paper series
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
27
Finance and stochastics
26
Operations research
25
Scandinavian actuarial journal
25
Pacific-Basin finance journal
23
Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of financial economics studies
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23
Mathematics and financial economics
22
Mathematics of operations research
22
Discussion paper / Tinbergen Institute
21
NBER Working Paper
21
International journal of theoretical and applied finance
20
Applied economics letters
19
SpringerLink / Bücher
19
Discussion papers / CEPR
18
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
17
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ECONIS (ZBW)
7,200
USB Cologne (EcoSocSci)
32
EconStor
4
BASE
2
ArchiDok
1
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1
A practitioner's guide to address fat tails and downside risk in portfolio construction
Xu, Eva A.
;
Tarkin, Eric L.
- In:
Journal of investment management : JOIM
21
(
2023
)
2
,
pp. 4-20
Persistent link: https://www.econbiz.de/10014390390
Saved in:
2
The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
3
Optimal allocation of retirement portfolios
Maritato, Kevin
;
Lane, Morton
;
Murphy, Matthew
; …
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
2
,
pp. 1-17
with risk measured by
CVaR
and additional sophisticated constraints. The cash outflow shortages are penalized in the …
Persistent link: https://www.econbiz.de/10013206042
Saved in:
4
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:
5
Analysing consumer RP in a dual-channel supply chain with a risk-averse retailer
Jiang, Yushan
;
Li, Bo
;
Song, Dongping
- In:
European journal of industrial engineering : EJIE
11
(
2017
)
3
,
pp. 271-302
Persistent link: https://www.econbiz.de/10011844453
Saved in:
6
The Minimum-
CVaR
strategy with semi-parametric estimation in carbon market hedging problems
Chai, Shanglei
;
Zhou, Peng
- In:
Energy economics
76
(
2018
),
pp. 64-75
Persistent link: https://www.econbiz.de/10011976584
Saved in:
7
A multivariate
CVaR
risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
8
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
9
Scenario-based stochastic model for supplier selection and order allocation under disruption risk and quantity discount
Hamdi, Faiza
;
Masmoudi, Faouzi
- In:
International journal of risk assessment and management …
25
(
2022
)
1/2
,
pp. 84-102
Persistent link: https://www.econbiz.de/10014227076
Saved in:
10
Drawdown risk measures for asset portfolios with high frequency data
Masala, Giovanni
;
Petroni, Filippo
- In:
Annals of finance
19
(
2023
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10014326787
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