//--> //--> //--> //-->
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
type:"article"
~isPartOf:"Journal of risk"
~subject:"Estimation theory"
~subject:"Portfolio-Management"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Portfolio-Management
Risikomanagement
75
Risk management
75
Risikomaß
40
Risk measure
40
Portfolio selection
39
Theorie
32
Theory
32
risk management
23
Risiko
20
Risk
20
Financial services
19
Finanzdienstleistung
19
Credit risk
16
Kreditrisiko
16
Bank risk
11
Bankrisiko
11
Original research
11
Measurement
10
Messung
10
Basel Accord
8
Basler Akkord
8
Estimation
8
Schätzung
8
ARCH model
7
ARCH-Modell
7
Forecasting model
7
Hedging
7
Prognoseverfahren
7
value-at-risk (VaR)
7
Multivariate Verteilung
6
Multivariate distribution
6
Statistical distribution
6
Statistische Verteilung
6
Ausreißer
5
Outliers
5
Value-at-risk (VAR)
5
Volatility
5
Volatilität
5
more ...
less ...
Online availability
All
Undetermined
26
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Language
All
English
40
Author
All
Guillén, Montserrat
2
Santolino, Miguel
2
Aarons, Mark
1
Abad, Pilar
1
Alemany, Ramon
1
Arici, G.
1
Baule, Rainer
1
Belles-Sampera, James
1
Belles-Sampera, Jaume
1
Bender, Micha
1
Benito Muela, Sonia
1
Berger, Theo
1
Boeve, Rolf
1
Bolancé, Catalina
1
Braun, Valentin
1
Buchner, Axel
1
Ceretta, Paulo Sergio
1
Chang, Meng-Shiuh
1
Chen, Jiusheng
1
Coleman, Thomas F.
1
Cong, Jianfa
1
Cui, Xueting
1
Dalai, M.
1
Deaton, Brian D.
1
Deege, Matthias
1
Desmettre, Sascha
1
Emmer, Susanne
1
Flower, Barry G.
1
Gzyl, Henryk
1
Hackethal, Andreas
1
Hesse, Frederik
1
Hong, KiHoon
1
Jabbour, Carlos
1
Jadhav, Deepak
1
Jarrow, Robert A.
1
Kabaila, Paul
1
Kellner, Ralf
1
Kratz, Marie
1
Lau, Christian
1
Leonardi, Roberto
1
more ...
less ...
Published in...
All
Journal of risk
Insurance / Mathematics & economics
103
Journal of banking & finance
60
European journal of operational research : EJOR
56
Risks : open access journal
45
Finance research letters
36
Journal of risk management in financial institutions
32
The journal of portfolio management : JPM
30
Quantitative finance
28
International review of financial analysis
24
The North American journal of economics and finance : a journal of financial economics studies
24
The journal of portfolio management : a publication of Institutional Investor
24
Journal of risk and financial management : JRFM
23
The journal of asset management
20
International review of economics & finance : IREF
19
Economic modelling
18
The journal of investing
17
Sovereign wealth management
16
Energy economics
14
International journal of theoretical and applied finance
14
Journal of investment management : JOIM
14
Applied economics
13
Finance and stochastics
13
Journal of empirical finance
13
Risiko-Manager
13
Scandinavian actuarial journal
13
The journal of investment strategies
13
The journal of risk model validation
13
Journal of econometrics
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Operations research
11
The European journal of finance
11
The journal of operational risk
11
Journal of economic dynamics & control
10
Journal of risk finance : the convergence of financial products and insurance
10
The journal of credit risk : published quarterly by Incisive Media
10
ASTIN bulletin : the journal of the International Actuarial Association
9
International journal of financial engineering
9
Investment management and financial innovations
9
Review of financial economics : RFE
9
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
Relevance
Date (newest first)
Date (oldest first)
1
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
2
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
3
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
4
Could holding multiple safe havens improve diversification in a portfolio? : the extended skew-t vine copula approach
Chang, Meng-Shiuh
;
Yuan, Jing
;
Xu, Jing
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012059925
Saved in:
5
Optimal equity protection of Solvency II regulated portfolios
Vaucher, Benoit
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 69-81
Persistent link: https://www.econbiz.de/10011847474
Saved in:
6
Performance measures adjusted for the risk situation (PARS)
Peters, Christoph
;
Seydel, Roland C.
- In:
Journal of risk
23
(
2021
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012630866
Saved in:
7
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
8
Optimal foreign exchange hedge tenor with liquidity risk
Zhang, Rongju
;
Aarons, Mark
;
Loeper, Gregoire
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012500295
Saved in:
9
A general framework for the identification and categorization of risk : an application to the context of financial markets
Bender, Micha
;
Panz, Sven
- In:
Journal of risk
23
(
2021
)
4
,
pp. 21-49
Persistent link: https://www.econbiz.de/10012593434
Saved in:
10
Analytical method for computing stressed value-at-risk with conditional value-at-risk
Hong, KiHoon
- In:
Journal of risk
19
(
2016/2017
)
3
,
pp. 85-106
Persistent link: https://www.econbiz.de/10011689731
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->