//--> //--> //--> //-->
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"
~isPartOf:"Quantitative finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Bankrisiko"
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
Bankrisiko
Risikomanagement
76
Risk management
76
Portfolio selection
36
Portfolio-Management
36
Theorie
33
Theory
33
Risk measure
27
Risiko
21
Risk
21
Hedging
17
Credit risk
14
Financial services
14
Finanzdienstleistung
14
Kreditrisiko
14
Derivat
11
Derivative
11
Forecasting model
7
Prognoseverfahren
7
ARCH model
5
ARCH-Modell
5
Ausreißer
5
Bank
5
Estimation
5
Multivariate Verteilung
5
Multivariate distribution
5
Outliers
5
Schätzung
5
Bank liquidity
4
Bankenliquidität
4
Credit derivative
4
Kreditderivat
4
Liquidity risk
4
Measurement
4
Messung
4
Option pricing theory
4
Optionspreistheorie
4
Risikoprämie
4
more ...
less ...
Online availability
All
Undetermined
30
Free
2
Type of publication
All
Article
32
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Conference paper
1
Konferenzbeitrag
1
Language
All
English
32
Author
All
Härdle, Wolfgang
2
Stucchi, Patrizia
2
Albanese, Claudio
1
Barbieri, Paolo Nicola
1
Bergk, Kerstin
1
Bolognesi, Enrica
1
Boughrara, Adel
1
Brandtner, Mario
1
Chamizo, Álvaro
1
Chayeh, Zeinab
1
Chebbi, Ali
1
Chen, Yi-Hsuan
1
Costa, Giorgio
1
Crépey, Stéphane
1
Dahmene, Meriam
1
Deng, Kaihua
1
Deshpande, Amit
1
Ding, Rui
1
Ertley, Brian
1
Grundke, Peter
1
Hasim, Haslifah Mohamad
1
Hedhli, Amel
1
Hofer, Markus
1
Huang, Chuangxia
1
Iabichino, Stefano
1
Ince, Akif
1
Jean-Loup, Soula
1
Kandhai, Drona
1
Karmakar, Madhusudan
1
Ke, Konglin
1
Kim, Hyuksoo
1
Kim, Minjoo
1
Kim, Saejoon
1
Koike, Takaaki
1
Kwon, Roy H.
1
Kühn, André
1
Kürsten, Wolfgang
1
Li, Jianping
1
Li, Yidong
1
Lichtner, Mark
1
more ...
less ...
Published in...
All
Quantitative finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of banking & finance
96
The journal of operational risk
95
Insurance / Mathematics & economics
94
Journal of risk management in financial institutions
88
Risks : open access journal
63
European journal of operational research : EJOR
47
Journal of risk
44
Finance research letters
37
International review of financial analysis
33
SpringerLink / Bücher
32
Economic modelling
31
Risiko-Manager
31
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of risk and financial management : JRFM
27
Journal of financial stability
26
Energy economics
25
The journal of risk model validation
25
Discussion paper / Tinbergen Institute
18
Journal of international financial markets, institutions & money
18
Applied economics
17
IMF working papers
17
International journal of finance & economics : IJFE
17
International review of economics & finance : IREF
17
Wiley finance series
17
International journal of economics and financial issues : IJEFI
16
The European journal of finance
16
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
15
International journal of theoretical and applied finance
15
Research in international business and finance
15
Research paper series / Swiss Finance Institute
15
Discussion paper
14
Journal of banking regulation
14
Pacific-Basin finance journal
14
Journal of econometrics
13
Journal of empirical finance
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Springer eBook Collection
13
Working paper series / European Central Bank
13
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
Relevance
Date (newest first)
Date (oldest first)
1
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
2
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
3
Extreme risk spillovers among traditional financial and FinTech institutions : a complex network perspective
Wen, Shigang
;
Li, Jianping
;
Huang, Chuangxia
;
Zhu, Xiaoqian
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 190-202
Persistent link: https://www.econbiz.de/10014428035
Saved in:
4
Bank homogeneity and risk-taking : evidence from China
Ren, Meixu
;
Zhao, Jingmei
;
Ke, Konglin
;
Li, Yidong
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 142-154
Persistent link: https://www.econbiz.de/10014490261
Saved in:
5
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:
6
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:
7
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:
8
Capital requirements and banks' behavior : evidence from bank stress tests
Shahhosseini, Mehrnoush
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 240-262
Persistent link: https://www.econbiz.de/10014249116
Saved in:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->