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Bayesian Tail Risk Forecasting...
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Risk
Risikomanagement
33,707
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32,439
Theorie
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9,221
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7,427
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7,396
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3,681
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2,715
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2,548
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1,949
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1,688
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1,673
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1,643
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Wang, Ruodu
35
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25
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21
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20
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16
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14
Furman, Edward
14
Mao, Tiantian
14
Sherris, Michael
14
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13
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13
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13
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13
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13
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12
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12
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12
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Tang, Qihe
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10
Cheung, Ka Chun
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Gleißner, Werner
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Laeven, Roger J. A.
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Müller, Fernanda Maria
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9
Bäuerle, Nicole
9
Engle, Robert F.
9
Feng, Runhuan
9
Ghossoub, Mario
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9
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American Enterprise Institute for Public Policy Research
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Bank für Internationalen Zahlungsausgleich
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Federal Reserve Bank of Atlanta
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Global Facility for Disaster Reduction and Recovery
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International Finance Corporation
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Springer International Publishing
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Walter de Gruyter GmbH & Co. KG
2
Weltwirtschaftsforum
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1
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1
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1
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1
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Insurance / Mathematics & economics
168
European journal of operational research : EJOR
108
Risks : open access journal
104
Finance research letters
75
Journal of banking & finance
74
Journal of risk management in financial institutions
53
International review of financial analysis
50
Energy economics
46
International journal of production research
40
International journal of production economics
35
Journal of risk and financial management : JRFM
35
Economic modelling
34
International journal of risk assessment and management : IJRAM
34
Journal of risk
33
Applied economics
32
International review of economics & finance : IREF
32
International journal of project management : the journal of The International Project Management Association
31
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Quantitative finance
30
World Bank E-Library Archive
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NBER working paper series
27
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
27
Finance and stochastics
26
Operations research
24
Pacific-Basin finance journal
24
Scandinavian actuarial journal
24
The North American journal of economics and finance : a journal of financial economics studies
24
Research paper series / Swiss Finance Institute
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Mathematics and financial economics
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Mathematics of operations research
22
Discussion paper / Tinbergen Institute
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International journal of theoretical and applied finance
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Omega : the international journal of management science
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ECONIS (ZBW)
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RePEc
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USB Cologne (EcoSocSci)
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BASE
5
EconStor
2
Other ZBW resources
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
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:
5
Hedging strategies in energy markets : the case of electricity retailers
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Energy economics
51
(
2015
),
pp. 503-509
Persistent link: https://www.econbiz.de/10011564922
Saved in:
6
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:
7
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:
8
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:
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
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
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