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language:"eng"
subject:"Risikomaß"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of risk model validation"
~subject:"Katastrophe"
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Risikomaß
Katastrophe
Risikomanagement
75
Risk management
75
Theorie
35
Theory
35
Risk measure
32
Portfolio selection
23
Portfolio-Management
23
Credit risk
20
Kreditrisiko
20
Risiko
19
Risk
19
Statistical distribution
14
Statistische Verteilung
14
Financial services
11
Finanzdienstleistung
11
ARCH model
9
ARCH-Modell
9
Bank risk
9
Bankrisiko
9
Basel Accord
8
Basler Akkord
8
Hedging
8
Bankenaufsicht
7
Banking supervision
7
Modellierung
7
Scientific modelling
7
backtesting
7
Estimation
6
Schätzung
6
value-at-risk (VaR)
6
Bank
5
Capital income
5
Estimation theory
5
Kapitaleinkommen
5
Outliers
5
Schätztheorie
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credit risk
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model risk
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English
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Bloxham, Nicholas
2
Mitic, Peter
2
Abad, Pilar
1
Allen, David
1
Almeida, Helena Tenório Veiga de
1
Arnsdorf, Matthias
1
Bee, Marco
1
Benito Muela, Sonia
1
Bernardi, Mauro
1
Biljon, L. van
1
Cai, Chunlin
1
Cai, Jun
1
Changchien, Chang-Cheng
1
Chen Zhou
1
Chen, Wei
1
Christoffersen, Peter F.
1
Cooper, James
1
Du, Jiangze
1
Erdman, Donald
1
Fabozzi, Frank J.
1
Fałdziński, Marcin
1
Fischer, Matthias
1
Fries, Christian
1
Georgiopoulos, Nick
1
Gjølberg, Ole
1
Gonpot, Preethee Nunkoo
1
Grané, Aurea
1
Ha Tran Manh
1
Haasbroek, L. J.
1
Hahn, Jinyong
1
Hassani, Bertrand
1
Hsu, Yuan-Teng
1
Huang, Lin
1
Inoue, Atsushi
1
Kao, Tzu-Chuan
1
Kao, Wei-Shun
1
Kontaxis, Grigorios
1
Lin, Chu-Hsiung
1
Lizieri, Colin
1
Loois, Miriam
1
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Journal of empirical finance
The journal of risk model validation
Insurance / Mathematics & economics
96
Risks : open access journal
58
Journal of banking & finance
53
European journal of operational research : EJOR
43
World Bank E-Library Archive
43
Journal of risk
40
Economic modelling
27
The journal of operational risk
27
Finance research letters
26
The North American journal of economics and finance : a journal of financial economics studies
26
Energy economics
25
Journal of risk management in financial institutions
22
International journal of risk assessment and management : IJRAM
20
International review of financial analysis
19
Risk and Vulnerability Assessment
18
Quantitative finance
17
Discussion paper / Tinbergen Institute
16
Journal of risk and financial management : JRFM
16
Applied economics
15
International journal of theoretical and applied finance
15
International review of economics & finance : IREF
15
SpringerLink / Bücher
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
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
12
Other Financial Sector Study
11
Working papers
11
World Bank Policy Research Working Paper
11
Computational economics
10
International journal of production research
10
Journal of international financial markets, institutions & money
10
Pacific-Basin finance journal
10
Research in international business and finance
10
Scandinavian actuarial journal
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
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ECONIS (ZBW)
32
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1
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
2
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
3
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
4
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
5
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:
6
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
7
The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
Fałdziński, Marcin
;
Osińska, Magdalena
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014335988
Saved in:
8
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:
9
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
Saved in:
10
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
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