//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Bank risk"
subject:"Risikomaß"
~accessRights:"restricted"
~person:"Brandtner, Mario"
~person:"Saunders, Anthony"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Bank risk
Risikomaß
Risikomanagement
9
Risk management
8
Risk
5
Risk measure
5
Bankrisiko
4
Measurement
4
Messung
4
Portfolio selection
4
Portfolio-Management
4
Risiko
4
Theorie
4
Theory
4
Bank
3
Financial crisis
3
Finanzkrise
3
Bank management
2
Bankmanagement
2
Financial services
2
Finanzdienstleistung
2
Spectral risk measures
2
Axiomatic risk measures
1
Bailout
1
Bailouts
1
Bank equity returns
1
Bank liquidity
1
Bank regulation
1
Bankenliquidität
1
Bankenregulierung
1
Banks
1
Börsenkurs
1
CEO
1
CFO
1
Capital income
1
Comparative risk aversion
1
Conditional value-at-risk
1
Corporate Governance
1
Corporate governance
1
Decision theory
1
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
8
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Aufsatz im Buch
2
Book section
2
Hochschulschrift
1
Language
All
English
8
German
1
Author
All
Brandtner, Mario
Saunders, Anthony
Wang, Ruodu
14
Li, Jianping
13
Zhu, Xiaoqian
11
Cai, Jun
7
Curti, Filippo
7
Hammoudeh, Shawkat
7
Mao, Tiantian
7
Brajovic Bratanovic, Sonja
6
Embrechts, Paul
6
Mensi, Walid
6
Migueis, Marco
6
Mitic, Peter
6
Acharya, Viral V.
5
Al-Yahyaee, Khamis Hamed
5
Boonen, Tim J.
5
Greuning, Hennie van
5
Hurlin, Christophe
5
Härdle, Wolfgang
5
Kumar, Dilip
5
McConnell, Patrick
5
Righi, Marcelo Brutti
5
Rüschendorf, Ludger
5
Tan, Ken Seng
5
Wang, Gang-Jin
5
Bernard, Carole
4
Chaudhry, Sajid M.
4
Farkas, Walter
4
Guillén, Montserrat
4
Hassani, Bertrand
4
Kang, Sang Hoon
4
Karmakar, Madhusudan
4
Liu, Fangda
4
Liu, Haiyan
4
Mihov, Atanas
4
Mora-Valencia, Andrés
4
Möbius, Christian
4
Pallenberg, Catherine
4
Raviv, Alon
4
more ...
less ...
Published in...
All
The Oxford handbook of banking
2
Journal of banking & finance
1
Journal of financial intermediation
1
Journal of financial services research : JFSR
1
Journal of financial stability
1
Quantitative finance
1
Scandinavian actuarial journal
1
Schriften zur Quantitativen Betriebswirtschaftslehre
1
SpringerLink / Bücher
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The wolves of Wall Street? Managerial attributes and bank risk
Hagendorff, Jens
;
Saunders, Anthony
;
Steffen, Sascha
; …
- In:
Journal of financial intermediation
47
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012800731
Saved in:
2
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:
3
Is bailout insurance and tail risk priced in bank equities?
Del Viva, Luca
;
Kasanen, Eero
;
Saunders, Anthony
; …
- In:
Journal of financial stability
55
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013362237
Saved in:
4
Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
Saved in:
5
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
6
"Spectral risk measures: properties and limitations" : comment on Dowd, Cotter, and Sorwar
Brandtner, Mario
- In:
Journal of financial services research : JFSR
49
(
2016
)
1
,
pp. 121-131
Persistent link: https://www.econbiz.de/10011591964
Saved in:
7
Risk management in banking
Allen, Linda
;
Saunders, Anthony
- In:
The Oxford handbook of banking
.
2015
Persistent link: https://www.econbiz.de/10013476446
Saved in:
8
Risk Management in Banking
Allen, Linda
;
Saunders, Anthony
- In:
The Oxford handbook of banking
.
2012
Persistent link: https://www.econbiz.de/10012881963
Saved in:
9
Risikomessung mit kohärenten, spektralen und konvexen Risikomaßen : Konzeption, entscheidungstheoretische Implikationen und finanzwirtschaftliche Anwendungen
Brandtner, Mario
-
2012
Als Reaktion auf die Schwächen des Value-at-Risk-Konzeptes wurden in der Literatur axiomatische Risikomessansätze als Alternative vorgeschlagen. Mario Brandtner charakterisiert die diesen Ansätzen zugrunde liegenden Risikoverständnisse und präsentiert Techniken zu deren Umsetzung bei der...
Persistent link: https://www.econbiz.de/10014015725
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->