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subject:"Bank risk"
subject:"Risikomaß"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~isPartOf:"Working papers"
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Bank risk
Risikomaß
Risikomanagement
40
Risk management
40
Portfolio selection
23
Portfolio-Management
23
Theorie
21
Theory
21
Risk measure
15
Risiko
13
Risk
13
Financial services
10
Finanzdienstleistung
10
Credit risk
7
Derivat
7
Derivative
7
Kreditrisiko
7
Hedging
6
Forecasting model
5
Prognoseverfahren
5
Risk parity
4
Business network
3
Correlation
3
Credit derivative
3
Estimation
3
Estimation theory
3
Expected shortfall
3
Korrelation
3
Kreditderivat
3
Measurement
3
Messung
3
Multivariate Verteilung
3
Multivariate distribution
3
Option pricing theory
3
Optionspreistheorie
3
Scenario analysis
3
Schätztheorie
3
Schätzung
3
Szenariotechnik
3
Unternehmensnetzwerk
3
Volatility
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17
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Härdle, Wolfgang
2
Albanese, Claudio
1
Barbieri, Paolo Nicola
1
Bergk, Kerstin
1
Brandtner, Mario
1
Chen, Yi-Hsuan
1
Costa, Giorgio
1
Crépey, Stéphane
1
Deng, Kaihua
1
Deshpande, Amit
1
Ertley, Brian
1
Hasim, Haslifah Mohamad
1
Hofer, Markus
1
Iabichino, Stefano
1
Ince, Akif
1
Kandhai, Drona
1
Kim, Hyuksoo
1
Kim, Minjoo
1
Kim, Saejoon
1
Koike, Takaaki
1
Kwon, Roy H.
1
Kürsten, Wolfgang
1
Lichtner, Mark
1
Liu, Francis
1
Lu, Meng-Jou
1
Lundin, Mark
1
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1
Mausser, Helmut
1
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1
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1
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1
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1
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1
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1
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1
Qiu, Jie
1
Romanko, Oleksandr
1
Sampid, Marius Galabe
1
Satchell, Stephen
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Quantitative finance
Working papers
The journal of operational risk
69
Insurance / Mathematics & economics
64
Journal of banking & finance
46
European journal of operational research : EJOR
36
Finance research letters
33
SpringerLink / Bücher
32
Journal of risk
28
International review of financial analysis
22
Energy economics
21
Economic modelling
20
The North American journal of economics and finance : a journal of financial economics studies
20
Journal of financial stability
18
The journal of risk model validation
16
Applied economics
15
Journal of international financial markets, institutions & money
15
International review of economics & finance : IREF
14
Pacific-Basin finance journal
14
Research in international business and finance
13
Springer eBook Collection
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
International journal of finance & economics : IJFE
11
Discussion papers / CEPR
10
International journal of forecasting
9
Journal of banking regulation
9
Journal of econometrics
9
Scandinavian actuarial journal
9
Applied economics letters
8
Computational economics
8
International journal of theoretical and applied finance
8
Journal of empirical finance
8
The European journal of finance
8
Journal of financial econometrics
7
Review of quantitative finance and accounting
7
The journal of corporate finance : contracting, governance and organization
7
Astin bulletin : the journal of the International Actuarial Association
6
Journal of financial intermediation
6
Journal of mathematical finance
6
Operations research
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ECONIS (ZBW)
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1
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
2
Quantitative reverse stress testing, bottom up
Albanese, Claudio
;
Crépey, Stéphane
;
Iabichino, Stefano
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 863-875
Persistent link: https://www.econbiz.de/10014304378
Saved in:
3
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
4
Risk contributions of lambda quantiles
Ince, Akif
;
Peri, Ilaria
;
Pesenti, Silvana
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1871-1891
Persistent link: https://www.econbiz.de/10013367959
Saved in:
5
Model-based approach for scenario design : stress test severity and banks' resiliency
Barbieri, Paolo Nicola
;
Lusignani, Giuseppe
;
Prosperi, …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1927-1954
Persistent link: https://www.econbiz.de/10013367962
Saved in:
6
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
7
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
8
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
9
The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments
Kim, Minjoo
;
Yang, Junhong
;
Song, Pengcheng
;
Zhao, Yang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 815-835
Persistent link: https://www.econbiz.de/10012500192
Saved in:
10
Backtesting expected shortfall and beyond
Deng, Kaihua
;
Qiu, Jie
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1109-1125
Persistent link: https://www.econbiz.de/10012588022
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