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language:"eng"
subject:"Risikomaß"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of operational risk"
~subject:"Risk measure"
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Risikomaß
Risk measure
Risikomanagement
168
Risk management
168
Operational risk
110
Operationelles Risiko
110
Bank risk
82
Bankrisiko
82
Theorie
54
Theory
54
Financial services
53
Finanzdienstleistung
53
operational risk
46
Basel Accord
41
Basler Akkord
41
Risiko
25
Risk
25
Statistical distribution
23
Statistische Verteilung
23
Portfolio selection
19
Portfolio-Management
19
Bank
18
Measurement
18
Messung
18
Loss
17
Verlust
17
Outliers
13
risk management
13
Ausreißer
12
loss distribution approach (LDA)
12
Risikomodell
11
Risk model
11
Original research
9
advanced measurement approach (AMA)
8
Credit risk
7
Estimation theory
7
Kreditrisiko
7
Schätztheorie
7
value-at-risk (VaR)
7
Bayes-Statistik
6
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39
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39
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English
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Gao, Lijun
2
Li, Jianping
2
Mitic, Peter
2
Zhu, Xiaoqian
2
Abbate, Donato
1
Agostini, Alessandra
1
Allen, David
1
Almeida, Helena Tenório Veiga de
1
Arunachalam, Viswanathan
1
Badescu, Andrei L.
1
Bakker, Arjan
1
Belles-Sampera, Jaume
1
Benito, Sonia
1
Bernardi, Mauro
1
Bouaddi, Mohammed
1
Cai, Jun
1
Changchien, Chang-Cheng
1
Chavez-Demoulin, Valérie
1
Chen Zhou
1
Chen, Heng Z.
1
Chen, Jianming
1
Chen, Xian
1
Christoffersen, Peter F.
1
Cohen, Ruben D.
1
Cosslett, Stephen R.
1
Dahen, Hela
1
Danesi, Ivan Luciano
1
Degen, Matthias
1
Dionne, Georges
1
Du, Jiangze
1
Embrechts, Paul
1
Erdman, Donald
1
Fabozzi, Frank J.
1
Farkas, Walter
1
Feng, Jichuang
1
Figini, Silvia
1
Fries, Christian
1
Giudici, Paolo
1
Gong, Lan
1
Gong, Yishan
1
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Published in...
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Journal of empirical finance
The journal of operational risk
Insurance / Mathematics & economics
94
Risks : open access journal
53
Journal of banking & finance
52
Journal of risk
40
European journal of operational research : EJOR
38
Economic modelling
27
Finance research letters
26
Energy economics
25
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of risk management in financial institutions
20
The journal of risk model validation
20
International review of financial analysis
17
Quantitative finance
17
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
Applied economics
14
Discussion paper / Tinbergen Institute
14
International review of economics & finance : IREF
14
Research paper series / Swiss Finance Institute
13
The European journal of finance
13
Finance and stochastics
12
International journal of forecasting
12
Journal of econometrics
12
Working papers
11
Computational economics
10
International journal of risk assessment and management : IJRAM
10
Journal of international financial markets, institutions & money
10
Research in international business and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of finance & economics : IJFE
9
Journal of mathematical finance
9
Pacific-Basin finance journal
9
Scandinavian actuarial journal
9
The journal of credit risk : published quarterly by Incisive Media
9
Applied economics letters
8
Astin bulletin : the journal of the International Actuarial Association
8
International journal of production research
8
Journal of financial econometrics
8
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ECONIS (ZBW)
39
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1
Semi-nonparametric estimation of operational risk capital with extreme loss events
Chen, Heng Z.
;
Cosslett, Stephen R.
- In:
The journal of operational risk
19
(
2024
)
1
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014490229
Saved in:
2
Measuring tail operational risk in univariate and multivariate models with extreme losses
Yang, Yang
;
Gong, Yishan
;
Liu, Jiajun
- In:
The journal of operational risk
18
(
2023
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10014490082
Saved in:
3
How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity
Zhu, Xiaoqian
;
Wang, Yinghui
;
Liu, Mingxi
;
Li, Jianping
- In:
The journal of operational risk
18
(
2023
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014490122
Saved in:
4
Credible value-at-risk
Mitic, Peter
- In:
The journal of operational risk
18
(
2023
)
4
,
pp. 33-70
Persistent link: https://www.econbiz.de/10014490183
Saved in:
5
A review of the state of the art in quantifying operational risk
Benito, Sonia
;
Martín, Carmen López
- In:
The journal of operational risk
13
(
2018
)
4
,
pp. 89-129
Persistent link: https://www.econbiz.de/10011976061
Saved in:
6
Measurement of operational risk regulatory capital in the banking sector : developed countries versus emerging markets
Hassanein, Medhat
;
Bouaddi, Mohammed
;
Karim, Talha
- In:
The journal of operational risk
16
(
2021
)
1
,
pp. 12-43
Persistent link: https://www.econbiz.de/10013168027
Saved in:
7
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
8
Extreme value theory for operational risk in insurance : a case study
Vyskočil, Michal
;
Koudelka, Jiří
- In:
The journal of operational risk
16
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10013177451
Saved in:
9
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
10
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
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