//--> //--> //--> //-->
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:"Risikomaß"
subject:"USA"
~isPartOf:"The journal of risk model validation"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working papers"
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
Risikomaß
USA
Risikomanagement
155
Risk management
155
Theorie
55
Theory
55
Risk measure
34
United States
34
Risiko
28
Risk
28
Portfolio selection
24
Portfolio-Management
24
Credit risk
20
Kreditrisiko
20
Estimation
19
Schätzung
19
ARCH model
14
ARCH-Modell
14
Hedging
14
Finanzdienstleistung
12
Volatility
12
Volatilität
12
risk management
12
Bank
11
Financial services
11
Bank risk
10
Bankrisiko
10
Financial crisis
10
Finanzkrise
10
Statistical distribution
10
Statistische Verteilung
10
Basel Accord
9
Basler Akkord
9
Welt
9
World
9
backtesting
8
Bankenaufsicht
7
Banking supervision
7
Corporate finance
7
Forecasting model
7
more ...
less ...
Online availability
All
Free
32
Undetermined
24
Type of publication
All
Book / Working Paper
47
Article
20
Type of publication (narrower categories)
All
Arbeitspapier
47
Graue Literatur
47
Non-commercial literature
47
Working Paper
47
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
66
French
1
Author
All
Billio, Monica
4
Pelizzon, Loriana
4
Frattarolo, Lorenzo
3
Almeida, Heitor
2
Bloxham, Nicholas
2
Caporin, Massimiliano
2
Chlebus, Marcin
2
Dionne, Georges
2
El Hraiki, Rayane
2
Gatev, Evan G.
2
Lo, Andrew W.
2
Mitic, Peter
2
Mnasri, Mohamed
2
Strahan, Philip E.
2
Stulz, René M.
2
Abad, Pilar
1
Acharya, Viral V.
1
Adrian, Tobias
1
Afonso, António
1
Andersen, Torben
1
Arnsdorf, Matthias
1
Barro, Diana
1
Barziy, Illya
1
Bates, Thomas W.
1
Becker, Bo
1
Bee, Marco
1
Begalle, Brian
1
Benavides, Guillermo
1
Benito Muela, Sonia
1
Biljon, L. van
1
Bodnar, Gordon M.
1
Bollerslev, Tim
1
Bolton, Patrick
1
Brown, Jeffrey R.
1
Butaru, Florentin
1
Caballero, Ricardo J.
1
Cai, Chunlin
1
Calomiris, Charles W.
1
Campbell, John Y.
1
Campello, Murillo
1
more ...
less ...
Published in...
All
The journal of risk model validation
Working paper / National Bureau of Economic Research, Inc.
Working papers
Insurance / Mathematics & economics
96
Journal of banking & finance
64
Risks : open access journal
53
European journal of operational research : EJOR
44
Journal of risk
41
Journal of risk management in financial institutions
33
Economic modelling
32
Energy economics
31
Finance research letters
28
The journal of operational risk
28
The North American journal of economics and finance : a journal of financial economics studies
24
Agricultural finance review
22
International review of financial analysis
22
Journal of risk and financial management : JRFM
21
SpringerLink / Bücher
19
The journal of risk and insurance : the journal of the American Risk and Insurance Association
19
Quantitative finance
18
International journal of risk assessment and management : IJRAM
17
International review of economics & finance : IREF
17
The review of financial studies
17
Applied economics
16
Working papers / Financial Institutions Center
16
International journal of theoretical and applied finance
15
Discussion paper / Tinbergen Institute
14
Journal of empirical finance
14
The European journal of finance
14
Research paper series / Swiss Finance Institute
13
Finance and stochastics
12
International journal of forecasting
12
Journal of econometrics
12
Research in international business and finance
12
The journal of finance : the journal of the American Finance Association
12
The journal of structured finance
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Discussion paper / Centre for Economic Policy Research
11
International journal of finance & economics : IJFE
11
International journal of production research
11
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
10
of
67
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
2
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
3
Determinants and real effects of joint hedging : an empirical analysis of US oil and gas producers
Dionne, Georges
;
El Hraiki, Rayane
;
Mnasri, Mohamed
-
2023
Persistent link: https://www.econbiz.de/10014285885
Saved in:
4
HRP performance comparison in portfolio optimization under various codependence and distance metrics
Barziy, Illya
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322189
Saved in:
5
Value-at-risk: the comparison of state-of-the-art models on varous assets
Kielak, Karol
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322235
Saved in:
6
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
7
Determinants and real effects of joint hedging : an empirical analysis of the US petroleum industry
Dionne, Georges
;
El Hraiki, Rayane
;
Mnasri, Mohamed
-
2022
Persistent link: https://www.econbiz.de/10013348409
Saved in:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->