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subject:"Risikomaß"
language:"eng"
~type_genre:"Aufsatz in Zeitschrift"
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Risikomaß
Risk management
12,409
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12,365
Risk
3,071
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2,964
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2,408
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2,406
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1,606
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1,603
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1,301
risk management
1,224
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1,033
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1,015
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Wang, Ruodu
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9
Cai, Jun
8
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7
Li, Jianping
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Puccetti, Giovanni
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Righi, Marcelo Brutti
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Rüschendorf, Ludger
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Stoja, Evarist
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Tan, Ken Seng
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Bernard, Carole
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Boonen, Tim J.
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Cheung, Ka Chun
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Ghorbel, Ahmed
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Härdle, Wolfgang
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Kumar, Dilip
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Liu, Fangda
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McAleer, Michael
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Mensi, Walid
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Mitic, Peter
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Polanski, Arnold
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Tiwari, Aviral Kumar
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Zitikis, Ričardas
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Al-Yahyaee, Khamis Hamed
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Alexander, Gordon J.
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Asimit, Alexandru V.
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Chaudhry, Sajid M.
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International Risk Management Conference <5, 2012, Rom>
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52
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40
European journal of operational research : EJOR
38
Economic modelling
27
The journal of operational risk
27
Energy economics
25
Finance research letters
25
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of risk management in financial institutions
20
The journal of risk model validation
20
International review of financial analysis
17
Quantitative finance
17
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
Applied economics
14
International review of economics & finance : IREF
14
The European journal of finance
13
Finance and stochastics
12
International journal of forecasting
12
Journal of econometrics
12
Journal of empirical finance
12
Computational economics
10
International journal of risk assessment and management : IJRAM
10
Journal of international financial markets, institutions & money
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
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9
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9
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9
Scandinavian actuarial journal
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The journal of credit risk : published quarterly by Incisive Media
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International journal of production research
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Journal of financial econometrics
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ECONIS (ZBW)
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1251
The magnitude of a market crash can be predicted
Novak, S. Y.
;
Beirlant, Jan
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 453-462
Persistent link: https://www.econbiz.de/10003291287
Saved in:
1252
Minimizing CVaR and VaR for a portfolio of derivatives
Alexander, S.
;
Coleman, T. F.
;
Li, Yuying
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 583-605
Persistent link: https://www.econbiz.de/10003291325
Saved in:
1253
Applying CVaR for decentralized risk management of financial companies
Mulvey, John M.
;
Erkan, Hafize G.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 627-644
Persistent link: https://www.econbiz.de/10003291336
Saved in:
1254
Aggregating risk capital, with an application to operational risk
Embrechts, Paul
;
Puccetti, Giovanni
- In:
The Geneva risk and insurance review
31
(
2006
)
2
,
pp. 71-90
Persistent link: https://www.econbiz.de/10003398777
Saved in:
1255
Estimation of value-at-risk and expected shortfall based on nonlinear extreme value theory
Martins-Filho, Carlos
(
contributor
);
Yao, Feng
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10003558963
Saved in:
1256
Generalized deviations in risk analysis
Rockafellar, Ralph Tyrrell
;
Uryasev, Stan
;
Zabarankin, …
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 51-74
Persistent link: https://www.econbiz.de/10003234949
Saved in:
1257
Risk management under extreme events
Fernández, Viviana
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 113-148
Persistent link: https://www.econbiz.de/10002738142
Saved in:
1258
On the significance of expected shortfall as a coherent risk measure
Inui, Koji
;
Kijima, Masaaki
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 853-864
Persistent link: https://www.econbiz.de/10002600061
Saved in:
1259
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
Saved in:
1260
Is automotive leasing a risky business?
Schmidt, Mathias
- In:
Finance : revue de l'Association Française de Finance
26
(
2005
)
2
,
pp. 35-66
Persistent link: https://www.econbiz.de/10003280419
Saved in:
1261
Significance and limitations of the VAR figures publicly disclosed by large financial institutions
Lévy-Rueff, Guy
- In:
Financial stability review : FSR
(
2005
)
7
,
pp. 75-90
Persistent link: https://www.econbiz.de/10003229693
Saved in:
1262
How should Central Banks determine and control their bank note inventory?
Massoud, Nadia
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3099-3119
Persistent link: https://www.econbiz.de/10003203852
Saved in:
1263
Life after VaR
Boyle, Phelim P.
;
Hardy, Mary
;
Vorst, Ton
- In:
The journal of derivatives : the official publication …
13
(
2005
)
1
,
pp. 48-55
Persistent link: https://www.econbiz.de/10003159545
Saved in:
1264
Estimation of value-at-risk by extreme value and conventional methods : a comparative evaluation of their predictive performance
Bekiros, Stelios D.
;
Georgoutsos, Demetris A.
- In:
Journal of international financial markets, …
15
(
2005
)
3
,
pp. 209-228
Persistent link: https://www.econbiz.de/10002922157
Saved in:
1265
Smooth extremal models in finance and insurance
Chavez-Demoulin, V.
;
Embrechts, Paul
- In:
The journal of risk and insurance : the journal of the …
71
(
2004
)
2
,
pp. 183-199
Persistent link: https://www.econbiz.de/10002086148
Saved in:
1266
Shortfall as a risk measure : properties, optimization and applications
Bertsimas, Dimitris
;
Lauprete, Geoffrey J.
;
Samarov, …
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1353-1381
Persistent link: https://www.econbiz.de/10001880835
Saved in:
1267
A sequential method for the evaluation of the VaR model based on the run between exceedances
Mihailescu, Laurent̜iu
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
88
(
2004
)
1
,
pp. 51-72
Persistent link: https://www.econbiz.de/10001967136
Saved in:
1268
Managing extreme risks in tranquil and volatile markets using conditional extreme value theory
Byström, Hans N. E.
- In:
International review of financial analysis
13
(
2004
)
2
,
pp. 133-152
Persistent link: https://www.econbiz.de/10002125869
Saved in:
1269
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
1270
Double impact : credit risk assessment and collateral value
Chabaane, Ali
;
Laurent, Jean-Paul
;
Salomon, Julien
- In:
Finance : revue de l'Association Française de Finance
25
(
2004
)
Numéro hors séries
,
pp. 157-178
Persistent link: https://www.econbiz.de/10002877424
Saved in:
1271
Value at risk and bank equity
Broll, Udo
;
Wahl, Jack E.
- In:
Jahrbücher für Nationalökonomie und Statistik
223
(
2003
)
2
,
pp. 129-135
Persistent link: https://www.econbiz.de/10001740775
Saved in:
1272
Special issue on risk management and financial derivatives
Corrado, Charles Joseph
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001849585
Saved in:
1273
Could the government manage its exposure to crop reinsurance risk?
Hayes, Dermot James
;
Lence, Sergio H.
;
Mason, Chuck
- In:
Agricultural finance review
63
(
2003
)
2
,
pp. 127-142
Persistent link: https://www.econbiz.de/10001930298
Saved in:
1274
Evaluation of risk reductions associated with multi-peril crop insurance products
Schnitkey, Gary D.
;
Sherrick, Bruce J.
;
Irwin, Scott H.
- In:
Agricultural finance review
63
(
2003
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001782018
Saved in:
1275
Systemic risk in US crop reinsurance programs
Mason, Chuck
;
Hayes, Dermot James
;
Lence, Sergio H.
- In:
Agricultural finance review
63
(
2003
)
1
,
pp. 23-39
Persistent link: https://www.econbiz.de/10001782021
Saved in:
1276
Using extreme value theory to estimate value-at-risk
Odening, Martin
;
Hinrichs, Jan H...
- In:
Agricultural finance review
63
(
2003
)
1
,
pp. 55-73
Persistent link: https://www.econbiz.de/10001782028
Saved in:
1277
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
- In:
Energy economics
25
(
2003
)
5
,
pp. 435-457
Persistent link: https://www.econbiz.de/10001790694
Saved in:
1278
Derivative activities and the risk of international banks : a market index and VaR approach
Reichert, Alan K.
;
Shyu, Yih-wen
- In:
International review of financial analysis
12
(
2003
)
5
,
pp. 489-511
Persistent link: https://www.econbiz.de/10001797469
Saved in:
1279
Minimizing coherent risk measures of shortfall in discrete-time models with cone constraints
Nakano, Yumiharu
- In:
Applied mathematical finance
10
(
2003
)
2
,
pp. 163-181
Persistent link: https://www.econbiz.de/10001805377
Saved in:
1280
Using copulae to bound the Value-at-Risk for functions of dependent risks
Embrechts, Paul
;
Höing, Andrea
;
Juri, Alessandro
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 145-167
Persistent link: https://www.econbiz.de/10001762730
Saved in:
1281
Value at risk model for bank' asset allocation in Italy : towards effective risk management
Tardivo, Giuseppe
- In:
Journal of financial management and analysis : …
15
(
2002
)
2
,
pp. 10-16
Persistent link: https://www.econbiz.de/10001750303
Saved in:
1282
The Hill estimator in financial risk assessment and an application to extremal exchange rate risk
Wagner, Niklas F.
- In:
Financial risk and financial risk management
,
(pp. 173-187)
.
2002
Persistent link: https://www.econbiz.de/10001755640
Saved in:
1283
Value at risk (VaR) : the new benchmark for managing market risk
Tardivo, Giuseppe
- In:
Journal of financial management and analysis : …
15
(
2002
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10001731624
Saved in:
1284
GARCH vs. stochastic volatility : option pricing and risk management
Lehar, Alfred
;
Scheicher, Martin
;
Schittenkopf, Christian
- In:
Journal of banking & finance
26
(
2002
)
2/3
,
pp. 323-345
Persistent link: https://www.econbiz.de/10001654320
Saved in:
1285
A note on estimating market-based minimum capital risk requirements : a multivariate GARCH approach
Brooks, Chris
;
Clare, Andrew D.
;
Persand, Gita
- In:
The Manchester School
70
(
2002
)
5
,
pp. 666-681
Persistent link: https://www.econbiz.de/10001699705
Saved in:
1286
Multivariate extremes at work for portfolio risk management
Bouyé, Eric
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
2
,
pp. 125-144
Persistent link: https://www.econbiz.de/10001702634
Saved in:
1287
Worst case model risk management
Talay, Denis
;
Zheng, Ziyu
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 517-537
Persistent link: https://www.econbiz.de/10001702790
Saved in:
1288
On the validity of value-at-risk : comparative analyses with expected shortfall
Yamai, Yasuhiro
;
Yoshiba, Toshinao
- In:
Monetary and economic studies
20
(
2002
)
1
,
pp. 57-85
Persistent link: https://www.econbiz.de/10001636734
Saved in:
1289
Principal component value at risk
Brummelhuis, R.
;
Córdoba, A.
;
Quintanilla, M.
;
Seco, …
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10001686154
Saved in:
1290
A short note on the concept of risk management and VaR for asset management firms
Putnam, Bluford H.
;
Wilford, D. S.
;
Zecher, Philip D.
- In:
Review of financial economics : RFE
11
(
2002
)
3
,
pp. 205-212
Persistent link: https://www.econbiz.de/10001720512
Saved in:
1291
Measures of risk
Szegö, Giorgio P.
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1253-1272
Persistent link: https://www.econbiz.de/10001688448
Saved in:
1292
Testing and comparing value-at-risk measures
Christoffersen, Peter F.
;
Hahn, Jinyong
;
Inoue, Atsushi
- In:
Journal of empirical finance
8
(
2001
)
3
,
pp. 325-342
Persistent link: https://www.econbiz.de/10001587072
Saved in:
1293
On law invariant coherent risk measures
Kusuoka, Shigeo
- In:
Advances in mathematical economics
3
(
2001
),
pp. 83-95
Persistent link: https://www.econbiz.de/10001745820
Saved in:
1294
An integrated risk management method : VaR approach
Yang, Hailiang
- In:
Multinational finance journal : MF ; quarterly …
4
(
2000
)
3/4
,
pp. 201-219
Persistent link: https://www.econbiz.de/10001636382
Saved in:
1295
Principal component value at risk
Brummelhuis, Raymond
;
Cordóba, Antonio
;
Quintanilla, Maite
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 541-545
Persistent link: https://www.econbiz.de/10001524229
Saved in:
1296
Forecasting extreme financial risk : a critical analysis of practical methods for the Japanese market
Daníelsson, Jón
;
Morimoto, Yuji
- In:
Monetary and economic studies
18
(
2000
)
2
,
pp. 25-48
Persistent link: https://www.econbiz.de/10001539606
Saved in:
1297
Research toward the practical application of liquidity risk evaluation methods
Hisata, Yoshifumi
;
Yamai, Yasuhiro
- In:
Monetary and economic studies
18
(
2000
)
2
,
pp. 83-127
Persistent link: https://www.econbiz.de/10001539617
Saved in:
1298
Special issue on asset price dynamics and risk management
Cheung, Yin-Wong
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001688733
Saved in:
1299
Value at risk for derivatives
Jahel, Lina el
;
Perraudin, William R. M.
;
Sellin, Peter
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 7-26
Persistent link: https://www.econbiz.de/10001432480
Saved in:
1300
Managing total corporate electricity energy market risks
Henney, Alex
- In:
The electricity journal
11
(
1998
)
8
,
pp. 36-46
Persistent link: https://www.econbiz.de/10001250219
Saved in:
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