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~subject:"Risk management"
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Risk decomposition, estimation...
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Risk management
Schätzung
131,182
Estimation
125,050
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75,863
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74,369
Risk
45,284
Risiko
44,830
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Gleißner, Werner
81
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61
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60
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55
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54
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51
Bies, Susan Schmidt
48
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46
Romeike, Frank
46
Gatzert, Nadine
45
Stulz, René M.
41
Kunreuther, Howard
39
Acharya, Viral V.
34
Eling, Martin
31
Sherris, Michael
31
Saunders, Anthony
29
Embrechts, Paul
28
Hammoudeh, Shawkat
28
Mußhoff, Oliver
28
Olson, David L.
28
Wagner, Stephan M.
28
Wu, Desheng Dash
28
Engle, Robert F.
27
Kersten, Wolfgang
27
Wang, Ruodu
27
Hassan, M. Kabir
26
Stoja, Evarist
26
Diebold, Francis X.
25
Härdle, Wolfgang
25
Pelizzon, Loriana
25
Shevchenko, Pavel V.
25
Wiedemann, Arnd
25
Dolgui, Alexandre
24
Giudici, Paolo
24
Hillson, David
24
Mikes, Anette
24
Rudolph, Bernd
24
Andersen, Torben Juul
23
Bode, Christoph
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Chorafas, Dimitris N.
23
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National Bureau of Economic Research
113
World Bank
78
OECD
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Springer Fachmedien Wiesbaden
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World Bank Group
59
Basel Committee on Banking Supervision
44
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Internationaler Währungsfonds
34
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Federal Reserve Bank of Chicago
23
Erich-Schmidt-Verlag
19
Federal Reserve Bank of New York
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
15
IGI Global
15
Verlag Dr. Kovač
13
De Gruyter Oldenbourg
12
Internationaler Währungsfonds / Monetary and Capital Markets Department
12
Edward Elgar Publishing
11
Shaker Verlag
11
Springer-Verlag GmbH
11
Books on Demand GmbH <Norderstedt>
9
Finanz Colloquium Heidelberg
9
Global Association of Risk Professionals
9
Gottfried Wilhelm Leibniz Universität Hannover
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International Food Policy Research Institute (IFPRI)
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Weltbank
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7
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7
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Journal of risk management in financial institutions
269
SpringerLink / Bücher
244
International journal of production research
242
Risks : open access journal
236
European journal of operational research : EJOR
220
Insurance / Mathematics & economics
217
Journal of banking & finance
203
Finance research letters
191
IMF Staff Country Reports
178
International journal of production economics
177
Risiko-Manager
171
Journal of risk and financial management : JRFM
153
The journal of operational risk
141
IMF Working Papers
132
International journal of risk assessment and management : IJRAM
129
Managing business risk : a practical guide to protecting your business
123
NBER working paper series
112
International journal of project management : the journal of The International Project Management Association
110
Springer eBook Collection
110
Energy economics
108
International review of financial analysis
106
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102
World Bank E-Library Archive
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Wiley finance series
93
Managerial Finance
85
Working paper / National Bureau of Economic Research, Inc.
84
Journal of Risk Finance
83
The Journal of Risk Finance
82
NBER Working Paper
81
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
Management science : journal of the Institute for Operations Research and the Management Sciences
71
IMF working papers
67
Agricultural Finance Review
66
Transportation research / E : an international journal
66
Die Bank
65
Balance Sheet
59
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ECONIS (ZBW)
31,531
RePEc
1,322
Other ZBW resources
1,022
USB Cologne (EcoSocSci)
269
BASE
81
EconStor
59
ArchiDok
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1
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10
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34,295
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1
A comparison of expected shortfall
estimation
models
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of economics & business
78
(
2015
),
pp. 14-47
Persistent link: https://www.econbiz.de/10011317189
Saved in:
2
Estimating and backtesting
risk
under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
3
Unbiased
estimation
of
risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
4
Decomposition of portfolio
risk
into independent factors using an inductive causal search algorithm
Deaton, Brian D.
- In:
Journal of risk
19
(
2016
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10011579769
Saved in:
5
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment
risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
6
Improved
estimation
methods for value-at-
risk
, expected shortfall and
risk
contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
7
Uncertain
risk
parity
Shah, Anish R.
- In:
The journal of investment strategies
10
(
2021
)
1
,
pp. 29-41
Persistent link: https://www.econbiz.de/10012805357
Saved in:
8
Estimation
risk
for value-at-
risk
and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Saved in:
9
Can portfolio
risk
be described with estimates of financial
risk
tolerance calibration?
Rabbani, Abed G.
;
Grable, John E.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
Saved in:
10
An examination of the tail contribution to distortion
risk
measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
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