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subject:"Risk measure"
subject:"Statistische Verteilung"
~isPartOf:"The journal of operational risk"
~isPartOf:"Working papers"
~subject:"Risk model"
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Risk measure
Statistische Verteilung
Risk model
Risk management
164
Risikomanagement
163
Operational risk
110
Operationelles Risiko
110
Bank risk
82
Bankrisiko
82
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52
Finanzdienstleistung
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operational risk
46
Theorie
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risk management
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Billio, Monica
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Li, Jianping
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Pelizzon, Loriana
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Zhu, Xiaoqian
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The journal of operational risk
Working papers
Insurance / Mathematics & economics
142
Risks : open access journal
78
Journal of banking & finance
55
European journal of operational research : EJOR
50
Journal of risk
41
Economic modelling
29
Finance research letters
29
Energy economics
25
The North American journal of economics and finance : a journal of financial economics studies
25
Journal of risk management in financial institutions
24
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
24
The journal of risk model validation
22
International review of financial analysis
19
Quantitative finance
18
Scandinavian actuarial journal
18
SpringerLink / Bücher
17
Discussion paper / Tinbergen Institute
16
Journal of risk and financial management : JRFM
16
The European journal of finance
16
International journal of theoretical and applied finance
15
Applied economics
14
Astin bulletin : the journal of the International Actuarial Association
14
International review of economics & finance : IREF
14
Journal of econometrics
14
Research paper series / Swiss Finance Institute
14
Finance and stochastics
13
International journal of forecasting
12
Journal of empirical finance
12
Computational economics
11
Journal of international financial markets, institutions & money
11
Research in international business and finance
11
The journal of risk and insurance : the journal of the American Risk and Insurance Association
11
International journal of risk assessment and management : IJRAM
10
Journal of mathematical finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of finance & economics : IJFE
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Pacific-Basin finance journal
9
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ECONIS (ZBW)
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1
Developments in risk and insurance economics : the past 50 years
Loubergé, Henri
;
Dionne, Georges
-
2024
Persistent link: https://www.econbiz.de/10014472975
Saved in:
2
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:
3
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:
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
Composite Tukey-type distributions with application to operational risk management
Möstel, Linda
;
Fischer, Matthias
;
Pfeuffer, Marius
- In:
The journal of operational risk
19
(
2024
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014490209
Saved in:
8
Semi-nonparametric estimation of operational risk capital with extreme loss events
Chen, Heng Z.
;
Cosslett, Stephen R.
- In:
The journal of operational risk
19
(
2024
)
1
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014490229
Saved in:
9
Estimating the probability of insurance recovery in operational risk
Cohen, Ruben D.
;
Humphries, Jonathan
;
Lu, Jia
- In:
The journal of operational risk
19
(
2024
)
1
,
pp. 87-101
Persistent link: https://www.econbiz.de/10014490239
Saved in:
10
Measuring tail operational risk in univariate and multivariate models with extreme losses
Yang, Yang
;
Gong, Yishan
;
Liu, Jiajun
- In:
The journal of operational risk
18
(
2023
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10014490082
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