//--> //--> //-->
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
subject:"Risk measure"
subject:"Theorie"
~accessRights:"restricted"
~isPartOf:"International journal of theoretical and applied finance"
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
Risk measure
Theorie
Risikomanagement
15
Risk management
15
Portfolio selection
8
Portfolio-Management
8
Risikomaß
8
Theory
8
Financial services
7
Finanzdienstleistung
7
Credit risk
6
Kreditrisiko
6
Measurement
5
Messung
5
Option pricing theory
5
Optionspreistheorie
5
Risiko
4
Risk
4
risk management
4
CAPM
2
Derivat
2
Derivative
2
Insolvency
2
Insolvenz
2
Transaction costs
2
Transaktionskosten
2
expected shortfall
2
value at risk
2
Bank risk
1
Bankrisiko
1
Bayesian analysis
1
CVA
1
Clearing
1
Correlation
1
Counterparty credit risk
1
Counterparty risk
1
Credit rating
1
CreditRisk+ common background vectormodels
1
Cumulative prospect theory
1
DCC-GARCH
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Conference paper
1
Konferenzbeitrag
1
Language
All
English
12
Author
All
Ararat, Çağin
1
Benedetti, Giuseppe
1
Centrone, Francesca
1
Felbert, Alexander von
1
Hamel, Andreas
1
Huang, Zhenzhen
1
Jokhadze, Valeriane
1
Kato, Takashi
1
Kwok, Yue-Kuen
1
Nayman, Niv
1
Rosazza Gianin, Emanuela
1
Rudloff, Birgit
1
Scherer, Matthias
1
Schmidt, Wolfgang M.
1
Schulz, Thorsten
1
Stein, Harvey J.
1
Vrins, Frédéric
1
Wagalath, Lakshithe
1
Zubelli, Jorge P.
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Insurance / Mathematics & economics
116
European journal of operational research : EJOR
91
SpringerLink / Bücher
67
Finance research letters
38
Journal of banking & finance
38
The journal of operational risk
34
Journal of risk
33
Energy economics
29
Quantitative finance
25
Management science : journal of the Institute for Operations Research and the Management Sciences
22
The North American journal of economics and finance : a journal of financial economics studies
20
Economic modelling
19
Scandinavian actuarial journal
18
Discussion paper / Centre for Economic Policy Research
17
The journal of risk model validation
17
Applied economics
16
International review of financial analysis
16
International journal of production economics
15
International journal of production research
15
International review of economics & finance : IREF
15
The journal of portfolio management : JPM
15
Journal of empirical finance
14
Springer eBook Collection / Business and Economics
14
Computational economics
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Springer eBook Collection
12
Journal of econometrics
11
Journal of economic dynamics & control
11
The European journal of finance
11
International journal of forecasting
10
Journal of the Operational Research Society
10
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
10
Operations research
10
Pacific-Basin finance journal
10
Astin bulletin : the journal of the International Actuarial Association
9
Computers & operations research : and their applications to problems of world concern ; an international journal
9
Finance and stochastics
9
International journal of financial engineering
9
Journal of mathematical finance
9
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
12
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
2
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
3
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
4
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
5
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
6
Counterparty credit risk in a clearing network
Felbert, Alexander von
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012496786
Saved in:
7
Shortfall risk minimization under fixed transaction costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
8
Wrong-way risk CVA models with analytical EPE profiles under Gaussian exposure dynamics
Vrins, Frédéric
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011763941
Saved in:
9
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
10
Theoretical sensitivity analysis for quantitative operational risk management
Kato, Takashi
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011733962
Saved in:
11
Fixing risk neutral risk measures
Stein, Harvey J.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
Saved in:
12
Extremal dependence for bilateral credit valuation adjustments
Scherer, Matthias
;
Schulz, Thorsten
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011568865
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->