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Operational risk : A Basel II+...
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Theorie
risk measures
226
Risikomaß
219
Risk measure
218
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211
Theory
178
Risk
163
Risiko
162
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145
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144
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124
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122
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77
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53
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42
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Munari, Cosimo-Andrea
12
Righi, Marcelo Brutti
9
Koch Medina, Pablo
8
Pichler, Alois
6
Denuit, Michel
5
Farkas, Walter
5
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4
Wang, Ruodu
4
Amarante, Massimiliano
3
Dhaene, Jan
3
Feng, Runhuan
3
Hassani, Bertrand
3
Hellmann, Tobias
3
Maruotti, Antonello
3
Munari, Cosimo
3
Müller, Fernanda Maria
3
Pflug, Georg
3
Riedel, Frank
3
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3
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2
Assa, Hirbod
2
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2
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2
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2
Cheung, Ka Chun
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Moreno-Bromberg, Santiago
2
Moresco, Marlon Ruoso
2
Petrella, Lea
2
Poursoltani, Mehran
2
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2
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Insurance / Mathematics & economics
21
Risks : open access journal
13
European journal of operational research : EJOR
8
Journal of risk
5
Research paper series / Swiss Finance Institute
5
Scandinavian actuarial journal
5
Finance research letters
4
Journal of banking & finance
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Mathematics of operations research
4
Astin bulletin : the journal of the International Actuarial Association
3
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3
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3
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3
Operations research letters
3
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3
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2
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2
FAU discussion papers in economics
2
INFORMS journal on computing : JOC
2
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2
Journal of risk and financial management : JRFM
2
Journal of risk finance : the convergence of financial products and insurance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
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2
Risk management : a journal of risk, crisis and disaster
2
Swiss Finance Institute Research Paper
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of operational risk
2
Theory and decision : an international journal for multidisciplinary advances in decision science
2
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1
Administrative Sciences : open access journal
1
Annals of economics and statistics
1
Applied economics
1
Applied economics letters
1
Asia-Pacific journal of risk and insurance : APJRI
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Computational management science
1
Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
178
EconStor
1
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1
Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-
EVT
-CVaR model
Bedoui, Rihab
;
Benkraiem, Ramzi
;
Guesmi, Khaled
; …
- In:
Technological forecasting & social change : an …
197
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468847
Saved in:
2
Integrating operational and financial risk assessments
Figini, Silvia
;
Kenett, Ron
;
Salini, Silvia
-
2010
Persistent link: https://www.econbiz.de/10011752232
Saved in:
3
Axiomatizing bounded rationality : the priority heuristic
Drechsler, Mareile
;
Katsikopoulos, Konstantinos V.
; …
- In:
Theory and decision : an international journal for …
77
(
2014
)
2
,
pp. 183-196
Persistent link: https://www.econbiz.de/10010481276
Saved in:
4
Extreme risk modeling : an
EVT
-pair-copulas approach for financial stress tests
Koliai, Lyes
- In:
Journal of banking & finance
70
(
2016
),
pp. 1-22
Persistent link: https://www.econbiz.de/10011635106
Saved in:
5
Portfolio optimization from a Copulas-GJR-GARCH-
EVT
-CVAR model : empirical evidence from ASEAN stock indexes
Sang Phu Nguyen
;
Toan Luu Duc Huynh
- In:
Quantitative finance and economics
3
(
2019
)
3
,
pp. 562-585
Persistent link: https://www.econbiz.de/10012176618
Saved in:
6
Downside risk and portfolio optimization of energy stocks : a study on the extreme value theory and the vine copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
The energy journal
44
(
2023
)
2
,
pp. 139-179
Persistent link: https://www.econbiz.de/10014249083
Saved in:
7
A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series
Chu, Carlin C. F.
;
Li, Simon S. W.
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442615
Saved in:
8
Quantifying foreign exchange risk in the selected listed sectors of the Johannesburg Stock Exchange : an SV-
EVT
pairwise copula approach
Eita, Joel Hinaunye
;
Djemo, Charles Raoul Tchuinkam
- In:
International Journal of Financial Studies : open …
10
(
2022
)
2
,
pp. 1-29
This paper attempted to apply an
EVT
-based pairwise copula method for modelling risk interaction between foreign …
Persistent link: https://www.econbiz.de/10013252765
Saved in:
9
Canonical vine copulas in the context of modern portfolio management : are they worth it?
Low, Rand Kwong Yew
;
Alcock, Jamie
;
Faff, Robert W.
; …
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3085-3099
Persistent link: https://www.econbiz.de/10009777123
Saved in:
10
On copula-based collective risk models : from elliptical copulas to vine copulas
Oh, Rosy
;
Ahn, Jae Youn
;
Lee, Woojoo
- In:
Scandinavian actuarial journal
2021
(
2021
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012484027
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