//--> //--> //--> //-->
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:"Risikomodell"
subject:"Theory"
~isPartOf:"The journal of risk model validation"
~type_genre:"Article in journal"
~type_genre:"Einführung"
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
Risikomodell
Theory
Risikomanagement
44
Risk management
44
Risikomaß
20
Risk measure
20
Credit risk
15
Kreditrisiko
15
Theorie
14
Financial services
10
Finanzdienstleistung
10
Portfolio selection
10
Portfolio-Management
10
Risiko
8
Risk
8
Statistical distribution
8
Statistische Verteilung
8
Bank risk
7
Bankrisiko
7
Basel Accord
7
Basler Akkord
7
Modellierung
7
Scientific modelling
7
backtesting
7
ARCH model
6
ARCH-Modell
6
Bankenaufsicht
6
Banking supervision
6
value-at-risk (VaR)
6
model risk
5
Forecasting model
4
Prognoseverfahren
4
Statistical test
4
Statistischer Test
4
credit risk
4
model validation
4
risk management
4
value-at-risk
4
Bank
3
China
3
Estimation theory
3
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
Einführung
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Bloxham, Nicholas
2
Mitic, Peter
2
Abad, Pilar
1
Arnsdorf, Matthias
1
Benito Muela, Sonia
1
Cooper, James
1
Dekker, Peter
1
Ding, Lei
1
Du, Zunwei
1
Egozcue, Martín
1
Gjølberg, Ole
1
Gonpot, Preethee Nunkoo
1
Heemskerk, Marc
1
Jacobs, Michael <Jr.>
1
Karagozoglu, Ahmet K.
1
Kiritz, Nick
1
Kontaxis, Grigorios
1
Levonian, Mark E.
1
Lin, Liyi
1
Loois, Miriam
1
López Martin, Carmen
1
Ravitz, Miles
1
Sensenbrenner, Frank J.
1
Steen, Marie
1
Tsolas, Ioannis E.
1
Wang, Hu
1
Westgaard, Sjur
1
Wing, Jean Paul Chung
1
Yang, Bill Huajian
1
Zelvyte, Mante
1
Zhuang, Yaming
1
more ...
less ...
Published in...
All
The journal of risk model validation
Insurance / Mathematics & economics
180
European journal of operational research : EJOR
115
Risks : open access journal
82
Journal of banking & finance
78
The journal of operational risk
43
Finance research letters
32
Journal of risk
32
Journal of risk management in financial institutions
32
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
29
Journal of risk and financial management : JRFM
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Economic modelling
23
International journal of production economics
23
Quantitative finance
23
International journal of production research
22
Scandinavian actuarial journal
22
Journal of empirical finance
21
International journal of theoretical and applied finance
20
Energy economics
19
Finance and stochastics
19
American journal of agricultural economics
18
The European journal of finance
18
Astin bulletin : the journal of the International Actuarial Association
16
Computers & operations research : and their applications to problems of world concern ; an international journal
16
Die Bank
15
International journal of project management : the journal of The International Project Management Association
15
International review of economics & finance : IREF
14
Journal of economic dynamics & control
14
Journal of financial economics
14
International review of financial analysis
13
Journal of economic behavior & organization : JEBO
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
The journal of credit risk : published quarterly by Incisive Media
13
The journal of finance : the journal of the American Finance Association
13
The journal of portfolio management : JPM
13
Mathematics and financial economics
12
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
12
Review of financial economics : RFE
12
The journal of portfolio management : a publication of Institutional Investor
12
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Exchange rate risk management for contractors within a hybrid payment scheme : a case study in Punta del Este, Uruguay
Egozcue, Martín
- In:
The journal of risk model validation
17
(
2023
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014485778
Saved in:
2
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:
3
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
Saved in:
4
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
5
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
6
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
Saved in:
7
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
8
Model risk tiering : an exploration of industry practices and principles
Kiritz, Nick
;
Ravitz, Miles
;
Levonian, Mark E.
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 47-77
Persistent link: https://www.econbiz.de/10012051689
Saved in:
9
A central limit theorem formulation for empirical bootstrap value-at-risk
Mitic, Peter
;
Bloxham, Nicholas
- In:
The journal of risk model validation
12
(
2018
)
1
,
pp. 49-83
Persistent link: https://www.econbiz.de/10011869732
Saved in:
10
Optimal allocation of model risk appetite and validation threshold in the Solvency II framework
Lin, Liyi
;
Heemskerk, Marc
;
Dekker, Peter
- In:
The journal of risk model validation
12
(
2018
)
3
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011991966
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->