External links search

Showing below up to 50 results in range #1 to #50.

1. https://www.risk.net/journal/ is linked from The Journal of Credit Risk (Q15749347)
2. https://www.risk.net/journal-of-computational-finance is linked from Journal of Computational Finance (Q15752060)
3. https://www.risk.net/journal-of-operational-risk is linked from Journal of Operational Risk (Q15817191)
4. https://www.risk.net/journal-of-investment-strategies is linked from Journal of Investment Strategies (Q96328324)
5. https://subscriptions.risk.net/jfmi/ is linked from The Journal of Financial Market Infrastructures (Q96736294)
6. https://www.risk.net/author/fabian-reffel is linked from Fabian Reffel (Q102430499)
7. https://www.risk.net/author/alexander-osipovich is linked from Alexander Osipovich (Q114834486)
8. https://www.risk.net/journal-of-financial-market-infrastructures/6785891/central-counterparty-anti-procyclicality-tools-a-closer-assessment is linked from Central counterparty anti-procyclicality tools: a closer assessment (Q127546404)
9. https://www.risk.net/journal-of-network-theory-in-finance/6795491/default-cascades-and-systemic-risk-on-different-interbank-network-topologies is linked from Default cascades and systemic risk on different interbank network topologies (Q127551439)
10. https://www.risk.net/journal-of-operational-risk/6726526/quantification-of-operational-risk-statistical-insights-on-coherent-risk-measures is linked from Quantification of operational risk: statistical insights on coherent risk measures (Q127584634)
11. https://www.risk.net/journal-of-energy-markets/6775871/decentralized-bottom-up-energy-trading-using-ethereum-as-a-platform is linked from Decentralized bottom-up energy trading using Ethereum as a platform (Q127585499)
12. https://www.risk.net/journal-of-computational-finance/6775501/path-dependent-american-options is linked from Path-dependent American options (Q127585714)
13. https://www.risk.net/journal-of-computational-finance/6775421/complexity-reduction-for-calibration-to-american-options is linked from Complexity reduction for calibration to American options (Q127586112)
14. https://www.risk.net/journal-of-energy-markets/6772141/community-energy-retail-tariffs-in-singapore-opportunities-for-peer-to-peer-and-time-of-use-versus-vertically-integrated-tariffs is linked from Community energy retail tariffs in Singapore: opportunities for peer-to-peer and time-of-use versus vertically integrated tariffs (Q127610753)
15. https://www.risk.net/journal-of-credit-risk/6743521/a-consumer-credit-risk-structural-model-based-on-affordability-balance-at-risk is linked from A consumer credit risk structural model based on affordability: balance at risk (Q127664640)
16. https://www.risk.net/journal-of-credit-risk/6735846/a-statistical-technique-to-enhance-application-scorecard-monitoring is linked from A statistical technique to enhance application scorecard monitoring (Q127666642)
17. https://www.risk.net/journal-of-risk/6747061/counterparty-risk-credit-valuation-adjustment-variability-and-value-at-risk is linked from Counterparty risk: credit valuation adjustment variability and value-at-risk (Q127670471)
18. https://www.risk.net/journal-of-risk/6747096/making-cornish-fisher-fit-for-risk-measurement is linked from Making Cornish–Fisher fit for risk measurement (Q127671782)
19. https://www.risk.net/static/dmitry-pugachevsky is linked from Dmitry Pugachevsky (Q102196219)
20. https://www.risk.net/journal-of-risk-model-validation/6710566/model-risk-tiering-an-exploration-of-industry-practices-and-principles is linked from Model risk tiering: an exploration of industry practices and principles (Q127736774)
21. https://www.risk.net/journal-of-risk-model-validation/6710461/credit-portfolio-stress-testing-using-transition-matrixes is linked from Credit portfolio stress testing using transition matrixes (Q127738101)
22. https://www.risk.net/journal-of-computational-finance/6685901/skewed-target-range-strategy-for-multiperiod-portfolio-optimization-using-a-two-stage-least-squares-monte-carlo-method is linked from Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method (Q127760706)
23. https://www.risk.net/journal-of-operational-risk/6685796/sample-dependence-of-risk-premiums is linked from Sample dependence of risk premiums (Q127795334)
24. https://www.risk.net/journal-of-energy-markets/6637101/transaction-cost-analysis-of-digital-innovation-governance-in-the-uk-energy-market is linked from Transaction cost analysis of digital innovation governance in the UK energy market (Q127804906)
25. https://www.risk.net/journal-of-operational-risk/6653501/estimation-of-losses-due-to-cyber-risk-for-financial-institutions is linked from Estimation of losses due to cyber risk for financial institutions (Q127816488)
26. https://www.risk.net/journal-of-computational-finance/6667226/application-of-the-heath-platen-estimator-in-the-fong-vasicek-short-rate-model is linked from Application of the Heath–Platen estimator in the Fong–Vasicek short rate model (Q127823338)
27. https://www.risk.net/journal-of-energy-markets/6637136/in-pursuit-of-good-governance-for-the-energy-industry-blockchain is linked from In pursuit of good governance for the energy industry blockchain (Q127893445)
28. https://www.risk.net/journal-of-computational-finance/6627881/a-new-approach-to-the-quantification-of-model-risk-for-practitioners is linked from A new approach to the quantification of model risk for practitioners (Q127923298)
29. https://www.risk.net/journal-of-risk/6569711/loss-given-default-estimation-a-two-stage-model-with-classification-tree-based-boosting-and-support-vector-logistic-regression is linked from Loss given default estimation: a two-stage model with classification tree-based boosting and support vector logistic regression (Q127934443)
30. https://www.risk.net/journal-of-risk/6569671/could-holding-multiple-safe-havens-improve-diversification-in-a-portfolio-the-extended-skew-t-vine-copula-approach is linked from Could holding multiple safe havens improve diversification in a portfolio? The extended skew-t vine copula approach (Q127934718)
31. https://www.risk.net/journal-of-computational-finance/6587941/calculate-tail-quantiles-of-compound-distributions is linked from Calculate tail quantiles of compound distributions (Q128003576)
32. https://www.risk.net/journal-of-computational-finance/6569771/efficient-conservative-second-order-central-upwind-schemes-for-option-pricing-problems is linked from Efficient conservative second-order central-upwind schemes for option-pricing problems (Q128004215)
33. https://www.risk.net/journal-of-computational-finance/6555351/the-extended-ssvi-volatility-surface is linked from The extended SSVI volatility surface (Q128072116)
34. https://www.risk.net/journal-of-risk-model-validation/6547061/an-optimized-support-vector-machine-intelligent-technique-using-optimized-feature-selection-methods-evidence-from-chinese-credit-approval-data is linked from An optimized support vector machine intelligent technique using optimized feature selection methods: evidence from Chinese credit approval data (Q128082942)
35. https://www.risk.net/journal-of-risk-model-validation/6446871/incorporating-volatility-in-tolerance-intervals-for-pair-trading-strategy-and-backtesting is linked from Incorporating volatility in tolerance intervals for pair-trading strategy and backtesting (Q128160248)
36. https://www.risk.net/journal-of-risk-model-validation/6446891/on-the-mathematical-modeling-of-point-in-time-and-through-the-cycle-probability-of-default-estimation-validation is linked from On the mathematical modeling of point-in-time and through-the-cycle probability of default estimation/validation (Q128160787)
37. https://www.risk.net/journal-of-energy-markets/6508601/electricity-market-prices-for-day-ahead-ancillary-services-and-energy-texas is linked from Electricity market prices for day-ahead ancillary services and energy: Texas (Q128171233)
38. https://www.risk.net/journal-of-computational-finance/6495066/yield-curve-fitting-with-artificial-intelligence-a-comparison-of-standard-fitting-methods-with-artificial-intelligence-algorithms is linked from Yield curve fitting with artificial intelligence: a comparison of standard fitting methods with artificial intelligence algorithms (Q128191871)
39. https://www.risk.net/journal-of-credit-risk/6405871/calibration-and-mapping-of-credit-scores-by-riding-the-cumulative-accuracy-profile is linked from Calibration and mapping of credit scores by riding the cumulative accuracy profile (Q128193309)
40. https://www.risk.net/journal-of-credit-risk/6403806/the-influence-of-firm-efficiency-on-agency-credit-ratings is linked from The influence of firm efficiency on agency credit ratings (Q128193559)
41. https://www.risk.net/journal-of-computational-finance/6485736/ensemble-models-in-forecasting-financial-markets is linked from Ensemble models in forecasting financial markets (Q128215825)
42. https://www.risk.net/journal-of-risk-model-validation/6446831/quantification-of-model-risk-in-stress-testing-and-scenario-analysis is linked from Quantification of model risk in stress testing and scenario analysis (Q128250958)
43. https://www.risk.net/journal-of-financial-market-infrastructures/6471856/what-kind-of-payments-settle-in-a-real-time-gross-settlement-system-the-case-of-norges-banks-settlement-system-nbo is linked from What kind of payments settle in a real time gross settlement system? The case of Norges Bank’s settlement system (NBO) (Q128256553)
44. https://www.risk.net/journal-of-operational-risk/6446376/an-alternative-approach-for-the-operational-risk-assessment-of-a-new-product is linked from An alternative approach for the operational risk assessment of a new product (Q128267041)
45. https://www.risk.net/journal-of-risk-model-validation/6409336/the-utility-of-basel-iii-rules-on-excessive-violations-of-internal-risk-models is linked from The utility of Basel III rules on excessive violations of internal risk models (Q128332848)
46. https://www.risk.net/journal-of-credit-risk/6403636/are-lenders-using-risk-based-pricing-in-the-italian-consumer-loan-market-the-effect-of-the-2008-crisis is linked from Are lenders using risk-based pricing in the Italian consumer loan market? The effect of the 2008 crisis (Q128345549)
47. https://www.risk.net/journal-of-energy-markets/6403376/pricing-fast-responding-electric-storage-assets-in-the-presence-of-negative-prices-and-price-spikes-a-simulation-and-regression-approach is linked from Pricing fast-responding electric storage assets in the presence of negative prices and price spikes: a simulation-and-regression approach (Q128362350)
48. https://www.risk.net/journal-of-operational-risk/6383401/operational-risk-measurement-a-loss-distribution-approach-with-segmented-dependence is linked from Operational risk measurement: a loss distribution approach with segmented dependence (Q128419489)
49. https://www.risk.net/journal-of-risk/6310451/second-order-risk-of-alternative-risk-parity-strategies is linked from Second-order risk of alternative risk parity strategies (Q128475475)
50. https://www.risk.net/journal-of-computational-finance/6306041/a-pairwise-local-correlation-model is linked from A pairwise local correlation model (Q128557275)