//--> //--> //-->
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"
type_genre:"Working Paper"
~isPartOf:"IMES discussion paper series / Englische Ausgabe"
~isPartOf:"Working papers / TSE : WP"
~subject:"Aggregation"
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
Aggregation
Risikomanagement
18
Risk management
18
Theorie
12
Theory
12
Risk measure
10
Portfolio selection
6
Portfolio-Management
6
Risiko
6
Risk
6
Statistical distribution
5
Statistische Verteilung
5
Ausreißer
4
Extrapolation
4
Heavy tails
4
Outliers
4
Corporate Governance
3
Corporate governance
3
Foreign exchange management
3
Measurement
3
Messung
3
Währungsmanagement
3
Asymmetric least squares
2
Bank risk
2
Bankrisiko
2
Coherent risk measures
2
Derivat
2
Derivative
2
Estimation theory
2
Executive board
2
Expected shortfall
2
Expectile
2
Expectiles
2
Extreme values
2
Extremes
2
Forecasting model
2
Hedging
2
Internal control
2
Internes Kontrollsystem
2
Prognoseverfahren
2
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Language
All
English
10
Author
All
Daouia, Abdelaati
4
Girard, Stéphane
4
Stupfler, Gilles
3
Yamai, Yasuhiro
2
Yoshiba, Toshinao
2
Costa, Manon
1
Daníelsson, Jón
1
Faugeras, Olivier
1
Gadat, Sébastien
1
Hisata, Yoshifumi
1
Huang, Lorick
1
Morimoto, Yuji
1
Rüschendorf, Ludger
1
Stupffer, Gilles
1
more ...
less ...
Published in...
All
IMES discussion paper series / Englische Ausgabe
Working papers / TSE : WP
Discussion paper / Tinbergen Institute
14
Research paper series / Swiss Finance Institute
13
Working papers
12
SFB 649 discussion paper
7
CESifo working papers
6
Swiss Finance Institute Research Paper
5
Staff working papers / Bank of England
4
DNB working paper
3
Discussion paper
3
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
Econometric Institute research papers
3
Working paper series
3
CAEPR working papers
2
CIE working paper series
2
CORE discussion paper : DP
2
Carlo Alberto notebooks
2
DEM working paper series
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Discussion paper series
2
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
2
Document de travail
2
Documents de recherche / ESSEC Centre de Recherche
2
Finance and economics discussion series
2
HKIMR working paper
2
IES working paper
2
IHS economics series : working paper
2
LSF research working paper series
2
Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
2
Reihe Ökonomie
2
Ross School of Business working paper series
2
SAFE working paper
2
Série des documents de travail
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Tinbergen Institute Discussion Paper
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers / Faculty of Applied Economics, Universiteit Antwerpen
2
Working papers in economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien
;
Costa, Manon
;
Huang, Lorick
-
2022
Persistent link: https://www.econbiz.de/10013263291
Saved in:
2
Risk excess measures induced by hemi-metrics
Faugeras, Olivier
;
Rüschendorf, Ludger
-
2018
Persistent link: https://www.econbiz.de/10013488890
Saved in:
3
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
4
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
5
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
6
Risk aggregation with copula for banking industry
Yoshiba, Toshinao
-
2015
Persistent link: https://www.econbiz.de/10011375924
Saved in:
7
Assessing coherent value-at-risk and expected shortfall with extreme expectiles
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2015
Persistent link: https://www.econbiz.de/10011302290
Saved in:
8
On the validity of value-at-risk : comparative analyses with expected shortfall
Yamai, Yasuhiro
;
Yoshiba, Toshinao
-
2001
Persistent link: https://www.econbiz.de/10001564769
Saved in:
9
Forecasting extreme financial risk : a critical analysis of practical methods for the Japanese market
Daníelsson, Jón
;
Morimoto, Yuji
-
2000
Persistent link: https://www.econbiz.de/10001468860
Saved in:
10
Research toward the practical application of liquidity risk evaluation methods
Hisata, Yoshifumi
;
Yamai, Yasuhiro
-
2000
Persistent link: https://www.econbiz.de/10001486133
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->