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subject:"Risiko"
~isPartOf:"Journal of risk"
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Search: subject_exact:"Risikomanagement"
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Risiko
Risikomanagement
75
Risk management
75
Risikomaß
40
Risk measure
40
Portfolio selection
39
Portfolio-Management
39
Theorie
32
Theory
32
risk management
23
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
Estimation theory
4
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English
20
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Arici, G.
1
Belles-Sampera, James
1
Bender, Micha
1
Bertram, Philip
1
Boeve, Rolf
1
Braun, Valentin
1
Ceretta, Paulo Sergio
1
Chakir, Ahmed
1
Dalai, M.
1
Deaton, Brian D.
1
Deege, Matthias
1
Desmettre, Sascha
1
Emmer, Susanne
1
Guillén, Montserrat
1
Gzyl, Henryk
1
Hackethal, Andreas
1
Hesse, Frederik
1
Jadhav, Deepak
1
Jin, Faqi
1
Kabaila, Paul
1
Kafou, Ali
1
Kellner, Ralf
1
Kratz, Marie
1
Leonardi, Roberto
1
Maciag, Jakob
1
Mahmoud, Ola
1
Mainzer, Rheanna
1
Mayoral, Silvia
1
Muromachi, Yukio
1
Naik-Nimbalkar, Uttara
1
Panz, Sven
1
Pfingsten, Andreas
1
Ramanathan, T. V.
1
Righi, Marcelo Brutti
1
Rösch, Daniel
1
Santolino, Miguel
1
Sarabia Alzaga, José Maria
1
Scheule, Harald
1
Sibbertsen, Philipp
1
Siddiqi, Hammad
1
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Published in...
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Journal of risk
Insurance / Mathematics & economics
116
Risks : open access journal
83
European journal of operational research : EJOR
79
Journal of risk management in financial institutions
50
Journal of banking & finance
48
Finance research letters
41
International journal of production research
36
Energy economics
32
International journal of risk assessment and management : IJRAM
30
International review of financial analysis
30
International journal of production economics
28
International journal of project management : the journal of The International Project Management Association
28
Journal of risk and financial management : JRFM
28
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
27
World Bank E-Library Archive
27
Economic modelling
23
NBER working paper series
23
Applied economics
22
International review of economics & finance : IREF
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
SpringerLink / Bücher
19
NBER Working Paper
18
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
17
Research paper series / Swiss Finance Institute
17
The North American journal of economics and finance : a journal of financial economics studies
17
Pacific-Basin finance journal
16
Working paper
16
Agricultural finance review
15
Quantitative finance
15
Finance and stochastics
14
Scandinavian actuarial journal
14
The journal of operational risk
14
The journal of portfolio management : a publication of Institutional Investor
14
CESifo working papers
13
Discussion paper / Tinbergen Institute
13
Journal of financial stability
13
Managing business risk : a practical guide to protecting your business
13
The journal of asset management
13
The journal of investing
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Measuring the systemic risk of China's banking sector : an application of differential DebtRank
Yin, Wenjie
;
Jin, Faqi
;
Tian, Meiyu
;
Wen, Fenghua
- In:
Journal of risk
22
(
2019
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10013177100
Saved in:
5
From log-optimal portfolio theory to risk measures : logarithmic expected shortfall
Arici, G.
;
Dalai, M.
;
Leonardi, Roberto
- In:
Journal of risk
22
(
2019
)
2
,
pp. 37-58
Persistent link: https://www.econbiz.de/10013177108
Saved in:
6
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Saved in:
7
The temporal dimension of risk
Mahmoud, Ola
- In:
Journal of risk
19
(
2016/2017
)
3
,
pp. 57-83
Persistent link: https://www.econbiz.de/10011689723
Saved in:
8
Modeling redemption risks of mutual funds using extreme value theory
Desmettre, Sascha
;
Deege, Matthias
- In:
Journal of risk
18
(
2016
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011620647
Saved in:
9
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
10
Decomposition of portfolio risk into independent factors using an inductive causal search algorithm
Deaton, Brian D.
- In:
Journal of risk
19
(
2016
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10011579769
Saved in:
11
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
12
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
13
Managing option-trading risk when mental accounting influences prices
Siddiqi, Hammad
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013262946
Saved in:
14
The impact of model risk on capital reserves : a quantitative analysis
Bertram, Philip
;
Sibbertsen, Philipp
;
Stahl, Gerhard
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 69-97
Persistent link: https://www.econbiz.de/10011438894
Saved in:
15
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
16
Commodity risk hedging through risk sharing : reengineering Islamic forwards
Kafou, Ali
;
Chakir, Ahmed
- In:
Journal of risk
17
(
2014/2015
)
6
,
pp. 101-123
Persistent link: https://www.econbiz.de/10011438937
Saved in:
17
Nonnegative risk components
Staum, Jeremy
- In:
Journal of risk
18
(
2015/2016
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011438960
Saved in:
18
What is the best risk measure in practice? : a comparsion of standard measures
Emmer, Susanne
;
Kratz, Marie
;
Tasche, Dirk
- In:
Journal of risk
18
(
2015/2016
)
2
,
pp. 31-60
Persistent link: https://www.econbiz.de/10011438976
Saved in:
19
Portfolio risk forecasting
Braun, Valentin
;
Hackethal, Andreas
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10013262566
Saved in:
20
Modified expected shortfall : a new robust coherent risk measure
Jadhav, Deepak
;
Ramanathan, T. V.
;
Naik-Nimbalkar, Uttara
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10013262918
Saved in:
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