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subject:"Basler Akkord"
isPartOf:"ZRFG : risk, fraud & governance ; Prävention, Transparenz, Organisation"
~isPartOf:"Journal of banking & finance"
~subject:"Portfolio-Management"
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Basler Akkord
Portfolio-Management
Risikomanagement
236
Risk management
236
Theory
78
Theorie
77
Portfolio selection
59
Bank risk
52
Bankrisiko
52
Risikomaß
52
Risk measure
52
Risk
51
Risiko
48
Credit risk
43
Kreditrisiko
43
Financial services
30
Finanzdienstleistung
30
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28
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24
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Basel Accord
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Hedging
22
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17
Germany
17
Measurement
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Messung
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Welt
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13
Corporate Governance
12
Corporate governance
12
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12
Statistische Verteilung
12
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12
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11
Operationelles Risiko
11
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27
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74
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English
72
German
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Binder, Jens-Hinrich
3
Alexander, Gordon J.
2
Armstrong, John
2
Baptista, Alexandre M.
2
Breuer, Thomas
2
Brigo, Damiano
2
Daníelsson, Jón
2
Dias, Alexandra
2
Hurlin, Christophe
2
McNeil, Alexander J.
2
Paterlini, Sandra
2
Pérignon, Christophe
2
Vanini, Paolo
2
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1
Alexander, S.
1
Allen, Linda
1
Amihud, Yakov
1
An, Heng
1
Aramonte, Sirio
1
Başak, Suleyman
1
Bellini, Fabio
1
Bernard, Carole
1
Blüm, Jürg M.
1
Bongaerts, Dion
1
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1
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1
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Charlier, Erwin
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Chavez-Demoulin, V.
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Chen, An
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Chen, Fan
1
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ZRFG : risk, fraud & governance ; Prävention, Transparenz, Organisation
Journal of banking & finance
Insurance / Mathematics & economics
103
European journal of operational research : EJOR
59
Journal of risk management in financial institutions
57
Risks : open access journal
53
Journal of risk
45
The journal of operational risk
45
SpringerLink / Bücher
42
Wiley finance series
42
Finance research letters
38
Risiko-Manager
30
The journal of portfolio management : JPM
30
Journal of risk and financial management : JRFM
29
International review of financial analysis
28
Quantitative finance
27
The journal of portfolio management : a publication of Institutional Investor
25
The North American journal of economics and finance : a journal of financial economics studies
24
Economic modelling
23
International review of economics & finance : IREF
21
The journal of asset management
20
Die Bank
19
Research paper series / Swiss Finance Institute
19
International journal of theoretical and applied finance
18
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
18
The journal of investing
17
Applied economics
16
Sovereign wealth management
16
Springer eBook Collection
16
The journal of risk model validation
16
Discussion paper
15
Journal of investment management : JOIM
15
The European journal of finance
15
The journal of credit risk : published quarterly by Incisive Media
15
Energy economics
14
Journal of empirical finance
14
Scandinavian actuarial journal
14
Wiley finance
14
Finance and stochastics
13
Gabler Edition Wissenschaft
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Household willingness to take financial risk : stockmarket movements and life‐cycle effects
Cardak, Buly A.
;
Martin, Vance
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014462376
Saved in:
2
Delta hedging and volatility-price elasticity : a two-step approach
Xia, Kun
;
Yang, Xuewei
;
Zhu, Peng
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490307
Saved in:
3
Back to the roots of internal credit risk models : does risk explain why banks' risk-weighted asset levels converge over time?
Böhnke, Victoria
;
Ongena, Steven
;
Paraschiv, Florentina
; …
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014487069
Saved in:
4
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
5
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
6
Optimal collective investment : The impact of sharing rules, management fees and guarantees
Chen, An
;
Nguyen, Thai
;
Rach, Manuel Matthias
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012662259
Saved in:
7
IPO underperformance and the idiosyncratic risk puzzle
Chen, Honghui
;
Zheng, Minrong
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013365953
Saved in:
8
Bank balance sheet risk allocation
Júdice, Pedro
;
Zhu, Qiji Jim
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256446
Saved in:
9
Liquidity at risk : joint stress testing of solvency and liquidity
Cont, Rama
;
Kotlicki, Artur
;
Valderrama, Laura
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012520907
Saved in:
10
Hedging crash risk in optimal portfolio selection
Zhu, Shushang
;
Zhu, Wei
;
Pei, Xi
;
Cui, Xueting
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
Saved in:
11
Unequal returns : using the Atkinson index to measure financial risk
Fischer, Thomas
;
Lundtofte, Frederik
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489204
Saved in:
12
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
Saved in:
13
A new approach to optimal capital allocation for RORAC maximization in banks
Kang, Woo-Young
;
Poshakwale, Sunil S.
- In:
Journal of banking & finance
106
(
2019
),
pp. 153-165
Persistent link: https://www.econbiz.de/10012224261
Saved in:
14
Hedging parameter risk
Claußen, Arndt
;
Rösch, Daniel
;
Schmelzle, Martin
- In:
Journal of banking & finance
100
(
2019
),
pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
Saved in:
15
Risk managing tail-risk seekers : VaR and expected shortfall vs S-shaped utility
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
101
(
2019
),
pp. 122-135
Persistent link: https://www.econbiz.de/10012162636
Saved in:
16
The counterparty risk exposure of ETF investors
Hurlin, Christophe
;
Iseli, Grégoire
;
Pérignon, Christophe
- In:
Journal of banking & finance
102
(
2019
),
pp. 215-230
Persistent link: https://www.econbiz.de/10012162775
Saved in:
17
Model risk of expected shortfall
Lazar, Emese
;
Zhang, Ning
- In:
Journal of banking & finance
105
(
2019
),
pp. 74-93
Persistent link: https://www.econbiz.de/10012163809
Saved in:
18
An equilibrium model of risk management spillover
Huang, Shiyang
;
Jiang, Ying
;
Qiu, Zhigang
;
Ye, Zhiqiang
- In:
Journal of banking & finance
107
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012224486
Saved in:
19
Option-implied objective measures of market risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
Saved in:
20
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
21
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
22
Unbiased estimation of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
23
Gini-type measures of risk and variability : gini shortfall, capital allocations, and heavy-tailed risks
Furman, Edward
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Journal of banking & finance
83
(
2017
),
pp. 70-84
Persistent link: https://www.econbiz.de/10011816823
Saved in:
24
Trading book and credit risk : how fundamental is the Basel review?
Laurent, Jean-Paul
;
Sestier, Michael
;
Thomas, Stéphane
- In:
Journal of banking & finance
73
(
2016
),
pp. 211-223
Persistent link: https://www.econbiz.de/10011635717
Saved in:
25
The economic value of controlling for large losses in portfolio selection
Dias, Alexandra
- In:
Journal of banking & finance
72
(
2016
),
pp. 81-91
Persistent link: https://www.econbiz.de/10011637057
Saved in:
26
Do hedge funds dynamically manage systematic risk?
Namvar, Ethan
;
Phillips, Blake
;
Pukthuanthong, Kuntara
; …
- In:
Journal of banking & finance
64
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011634227
Saved in:
27
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
28
Financialization in commodity markets : a passing trend or the new normal?
Adams, Zeno
;
Glück, Thorsten
- In:
Journal of banking & finance
60
(
2015
),
pp. 93-111
Persistent link: https://www.econbiz.de/10011544903
Saved in:
29
Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra
- In:
Journal of banking & finance
49
(
2014
),
pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
Saved in:
30
Liquidity, leverage, and Lehman : a structural analysis of financial institutions in crisis
Chen, Ren-Raw
;
Chidambaran, Nemmara
;
Imerman, Michael B.
; …
- In:
Journal of banking & finance
45
(
2014
),
pp. 117-139
Persistent link: https://www.econbiz.de/10010466618
Saved in:
31
Flexible dependence modeling of operational risk losses and its impact on total capital requirements
Brechmann, Eike
;
Czado, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
40
(
2014
),
pp. 271-270
Persistent link: https://www.econbiz.de/10010402193
Saved in:
32
The relationship between liquidity risk and credit risk in banks
Imbierowicz, Björn
;
Rauch, Christian
- In:
Journal of banking & finance
40
(
2014
),
pp. 242-256
Persistent link: https://www.econbiz.de/10010402198
Saved in:
33
Unexpected tails in risk measurement : some international evidence
Tolikas, Konstantinos
- In:
Journal of banking & finance
40
(
2014
),
pp. 476-493
Persistent link: https://www.econbiz.de/10010404698
Saved in:
34
Risk models-at-risk
Boucher, Christophe
;
Daníelsson, Jón
;
Kouontchou, …
- In:
Journal of banking & finance
44
(
2014
),
pp. 72-92
Persistent link: https://www.econbiz.de/10010410376
Saved in:
35
Risk allocation under liquidity constraints
Csóka, Péter
;
Herings, Peter Jean-Jacques
- In:
Journal of banking & finance
49
(
2014
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010508104
Saved in:
36
Is gold a safe haven or a hedge for the US dollar? : implications for risk management
Reboredo, Juan Carlos
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2665-2676
Persistent link: https://www.econbiz.de/10009776518
Saved in:
37
The Risk Map : a new tool for validating risk models
Colletaz, Gilbert
;
Hurlin, Christophe
;
Pérignon, Christophe
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3843-3854
Persistent link: https://www.econbiz.de/10010127439
Saved in:
38
On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 847-853
Persistent link: https://www.econbiz.de/10009708735
Saved in:
39
Limiting losses may be injurious to your wealth
Grauer, Robert R.
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5088-5100
Persistent link: https://www.econbiz.de/10010342790
Saved in:
40
Dynamic factor Value-at-Risk for large heteroskedastic portfolios
Aramonte, Sirio
;
Giudice Rodriguez, Marius del
;
Wu, Jason
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4299-4309
Persistent link: https://www.econbiz.de/10010247041
Saved in:
41
Systematic stress tests with entropic plausibility constraints
Breuer, Thomas
;
Csiszár, Imre
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1552-1559
Persistent link: https://www.econbiz.de/10009729051
Saved in:
42
What determines corporate pension fund risk-taking strategy?
An, Heng
;
Huang, Zhaodan
;
Zhang, Ting
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 597-613
Persistent link: https://www.econbiz.de/10009705612
Saved in:
43
Risk capital allocation for RORAC optimization
Buch, Arne
;
Dorfleitner, Gregor
;
Wimmer, Maximilian
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 3001-3009
Persistent link: https://www.econbiz.de/10009374680
Saved in:
44
Alternative models for hedging yield curve risk : an empirical comparison
Carcano, Nicola
;
Dall’O, Hakim
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2991-3000
Persistent link: https://www.econbiz.de/10009374683
Saved in:
45
Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?
Breuer, Thomas
;
Jandačka, Martin
;
Rheinberger, Klaus
; …
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 703-712
Persistent link: https://www.econbiz.de/10003966039
Saved in:
46
Active portfolio management with benchmarking : a frontier based on alpha
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2185-2197
Persistent link: https://www.econbiz.de/10008737950
Saved in:
47
Integrated models of capital adequacy : why banks are undercapitalised
Kretzschmar, Gavin L.
;
McNeil, Alexander J.
;
Kirchner, Axel
- In:
Journal of banking & finance
34
(
2010
)
12
,
pp. 2838-2850
Persistent link: https://www.econbiz.de/10008859399
Saved in:
48
Does concurrent management of mutual and hedge funds create conflicts of interest?
Chen, Li-wen
;
Chen, Fan
- In:
Journal of banking & finance
33
(
2009
)
8
,
pp. 1423-1433
Persistent link: https://www.econbiz.de/10003855501
Saved in:
49
Private equity and regulatory capital
Bongaerts, Dion
;
Charlier, Erwin
- In:
Journal of banking & finance
33
(
2009
)
7
,
pp. 1211-1220
Persistent link: https://www.econbiz.de/10003842250
Saved in:
50
Risk factor contributions in portfolio credit risk models
Rosen, Dan
;
Saunders, David M.
- In:
Journal of banking & finance
34
(
2010
)
2
,
pp. 336-349
Persistent link: https://www.econbiz.de/10003935602
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