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Bayesian Tail Risk Forecasting...
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Risk management
Risikomanagement
33,707
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7,396
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7,137
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59
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Broll, Udo
51
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46
Romeike, Frank
46
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41
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40
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38
Acharya, Viral V.
34
Sherris, Michael
31
Eling, Martin
29
Saunders, Anthony
29
Embrechts, Paul
28
Hammoudeh, Shawkat
28
Olson, David L.
28
Wu, Desheng Dash
28
Engle, Robert F.
27
Kersten, Wolfgang
27
Hassan, M. Kabir
26
Wagner, Stephan M.
26
Diebold, Francis X.
25
Härdle, Wolfgang
25
Mußhoff, Oliver
25
Shevchenko, Pavel V.
25
Stoja, Evarist
25
Wang, Ruodu
25
Dolgui, Alexandre
24
Giudici, Paolo
24
Rudolph, Bernd
24
Wiedemann, Arnd
24
Andersen, Torben Juul
23
Chorafas, Dimitris N.
23
Hillson, David
23
Lo, Andrew W.
23
Mikes, Anette
23
Peters, Gareth
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National Bureau of Economic Research
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World Bank
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Springer Fachmedien Wiesbaden
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OECD
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World Bank Group
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Basel Committee on Banking Supervision
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International Association for the Study of Insurance Economics
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Internationaler Währungsfonds
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Federal Reserve Bank of Chicago
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Erich-Schmidt-Verlag <Berlin>
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IGI Global
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Verlag Dr. Kovač
13
De Gruyter Oldenbourg
12
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Shaker Verlag
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Springer-Verlag GmbH
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Edward Elgar Publishing
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Books on Demand GmbH <Norderstedt>
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Finanz Colloquium Heidelberg
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Global Association of Risk Professionals
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7
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7
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Journal of risk management in financial institutions
264
SpringerLink / Bücher
243
International journal of production research
234
Risks : open access journal
219
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217
European journal of operational research : EJOR
215
Journal of banking & finance
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Risiko-Manager
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International journal of production economics
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IMF Staff Country Reports
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153
The journal of operational risk
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Finance research letters
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International journal of risk assessment and management : IJRAM
127
IMF Working Papers
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Managing business risk : a practical guide to protecting your business
123
Springer eBook Collection
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International journal of project management : the journal of The International Project Management Association
110
NBER working paper series
108
International review of financial analysis
106
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World Bank E-Library Archive
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Wiley finance series
96
Energy economics
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Working paper / National Bureau of Economic Research, Inc.
84
Journal of Risk Finance
83
NBER Working Paper
80
Agricultural finance review
76
Journal of risk
76
Risk management : a journal of risk, crisis and disaster
74
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
74
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
73
Transportation research / E : an international journal
66
Die Bank
65
Management science : journal of the Institute for Operations Research and the Management Sciences
63
Economic modelling
57
IMF working papers
57
Applied economics
55
Controlling : Zeitschrift für erfolgsorientierte Unternehmenssteuerung
55
International review of economics & finance : IREF
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ECONIS (ZBW)
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RePEc
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USB Cologne (EcoSocSci)
269
BASE
81
EconStor
58
ArchiDok
11
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1
The impact of extreme events on portfolio in financial risk management
Chuangchid, K.
;
Kittawit Autchariyapanitkul
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 679-690)
.
2017
Persistent link: https://www.econbiz.de/10011802012
Saved in:
2
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:
3
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:
4
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:
5
Risk model validation for BRICS countries : a value-at-risk, expected shortfall and extreme value theory approach
Wing, Jean Paul Chung
;
Gonpot, Preethee Nunkoo
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011410313
Saved in:
6
Expected shortfall in the presence of asymmetry and long memory : an application to Vietnamese stock markets
Walther, Thomas
- In:
Pacific accounting review
29
(
2017
)
2
,
pp. 132-151
Persistent link: https://www.econbiz.de/10011703972
Saved in:
7
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:
8
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:
9
Optimal ordering policies in a multi-sourcing supply chain with supply and demand disruptions-a
CVaR
approach
Ali, Syed Mithun
;
Nakade, Koichi
- In:
International journal of logistics systems and management
28
(
2017
)
2
,
pp. 180-199
Persistent link: https://www.econbiz.de/10011856123
Saved in:
10
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
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