//--> //--> //-->
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:"Theorie"
subject:"Theory"
~isPartOf:"Journal of empirical finance"
~subject:"Bank"
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
Theorie
Theory
Bank
Risikomanagement
32
Risk management
31
Portfolio selection
13
Portfolio-Management
13
Risikomaß
12
Risk measure
12
Risiko
11
Risk
11
Statistical distribution
6
Statistische Verteilung
6
Credit risk
5
Hedging
5
Kreditrisiko
5
Capital income
4
Estimation
4
Extreme value theory
4
Kapitaleinkommen
4
Outliers
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Ausreißer
3
CAPM
3
Bank risk
2
Bankrisiko
2
Credit derivative
2
Derivat
2
Derivative
2
Estimation theory
2
Financial crisis
2
Finanzkrise
2
Hedge fund
2
Hedgefonds
2
Insolvency
2
Insolvenz
2
Japan
2
Kreditderivat
2
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
22
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
23
Author
All
Almeida, Helena Tenório Veiga de
1
Bernardi, Mauro
1
Bruno, Salvatore
1
Brøgger, Søren Bundgaard
1
Cai, Jun
1
Calluzzo, Paul
1
Canta, Chiara
1
Cerrato, Mario
1
Changchien, Chang-Cheng
1
Chincarini, Ludwig Boris
1
Christoffersen, Peter F.
1
Crosby, John
1
Daehwan, Kim
1
Desjardins, Denise
1
Dionne, Georges
1
Du, Jiangze
1
Dudley, Evan
1
Fabozzi, Frank J.
1
Fries, Christian
1
Gouriéroux, Christian
1
Grané, Aurea
1
Hahn, Jinyong
1
Hsu, Yuan-Teng
1
Huang, Lin
1
Hübner, G.
1
Inoue, Atsushi
1
Jang, Bong-Gyu
1
Kao, Tzu-Chuan
1
Kao, Wei-Shun
1
Kim, Minjoo
1
Koedijk, Kees
1
Koné, N'Golo
1
Lambert, M.
1
Laurent, Jean-Paul
1
Lin, Chu-Hsiung
1
Mainik, Georg
1
Marcus, Alan J.
1
Maruotti, Antonello
1
Mitov, Georgi
1
Müller, Elisabeth
1
more ...
less ...
Published in...
All
Journal of empirical finance
Insurance / Mathematics & economics
156
European journal of operational research : EJOR
116
Journal of banking & finance
98
SpringerLink / Bücher
88
Risks : open access journal
72
Journal of risk management in financial institutions
58
Europäische Hochschulschriften / 5
47
The journal of operational risk
46
NBER working paper series
38
Gabler Edition Wissenschaft
36
Working paper / National Bureau of Economic Research, Inc.
35
Finance research letters
34
Journal of risk
34
Journal of risk and financial management : JRFM
33
NBER Working Paper
29
Wiley finance series
27
Research paper series / Swiss Finance Institute
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Economic modelling
24
Quantitative finance
24
International journal of production economics
23
International journal of production research
22
Journal of financial stability
22
Risiko-Manager
22
Bank- und finanzwirtschaftliche Forschungen
21
Die Bank
21
Energy economics
21
International review of financial analysis
21
Schriftenreihe Finanzmanagement
21
Springer eBook Collection
21
The European journal of finance
21
Discussion paper
20
International journal of theoretical and applied finance
20
Scandinavian actuarial journal
20
Discussion paper / Centre for Economic Policy Research
19
Discussion paper / Tinbergen Institute
19
Finance and stochastics
19
American journal of agricultural economics
18
International review of economics & finance : IREF
18
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
23
of
23
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Competition and risk taking in local bank markets : evidence from the business loans segment
Canta, Chiara
;
Nilsen, Øivind Anti
;
Ulsaker, Simen A.
- In:
Journal of empirical finance
73
(
2023
),
pp. 153-169
Persistent link: https://www.econbiz.de/10014477005
Saved in:
2
Dynamic risk management and asset comovement
Brøgger, Søren Bundgaard
- In:
Journal of empirical finance
67
(
2022
),
pp. 60-77
Persistent link: https://www.econbiz.de/10013464366
Saved in:
3
Corporate hedging fragility in the over-the-counter market
Calluzzo, Paul
;
Dudley, Evan
- In:
Journal of empirical finance
67
(
2022
),
pp. 253-270
Persistent link: https://www.econbiz.de/10013464395
Saved in:
4
Reinsurance demand and liquidity creation : a search for bicausality
Desjardins, Denise
;
Dionne, Georges
;
Koné, N'Golo
- In:
Journal of empirical finance
66
(
2022
),
pp. 137-154
Persistent link: https://www.econbiz.de/10013370712
Saved in:
5
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
6
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
7
Measuring long-term tail risk : evaluating the performance of the square-root-of-time rule
Wang, Jying-Nan
;
Du, Jiangze
;
Hsu, Yuan-Teng
- In:
Journal of empirical finance
47
(
2018
),
pp. 120-138
Persistent link: https://www.econbiz.de/10012103480
Saved in:
8
Portfolio construction and crowding
Bruno, Salvatore
;
Chincarini, Ludwig Boris
;
Ohara, Frank
- In:
Journal of empirical finance
47
(
2018
),
pp. 190-206
Persistent link: https://www.econbiz.de/10012103493
Saved in:
9
Relation between higher order comoments and dependence structure of equity portfolio
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
- In:
Journal of empirical finance
40
(
2017
),
pp. 101-120
Persistent link: https://www.econbiz.de/10011744455
Saved in:
10
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
11
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Saved in:
12
Business cycle and credit risk modeling with jump risks
Jang, Bong-Gyu
;
Rhee, Yuna
;
Yoon, Ji Hee
- In:
Journal of empirical finance
39
(
2016
),
pp. 15-36
Persistent link: https://www.econbiz.de/10011663259
Saved in:
13
Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
14
Beta vs. characteristics : comparison of risk model performances
Daehwan, Kim
- In:
Journal of empirical finance
34
(
2015
),
pp. 156-171
Persistent link: https://www.econbiz.de/10011557085
Saved in:
15
High-order moments and extreme value approach for value-at-risk
Lin, Chu-Hsiung
;
Changchien, Chang-Cheng
;
Kao, Tzu-Chuan
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 421-434
Persistent link: https://www.econbiz.de/10011300450
Saved in:
16
Outliers, GARCH-type models and risk measures : a comparison of several approaches
Grané, Aurea
;
Almeida, Helena Tenório Veiga de
- In:
Journal of empirical finance
26
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10010472010
Saved in:
17
Comoment risk and stock returns
Lambert, M.
;
Hübner, G.
- In:
Journal of empirical finance
23
(
2013
),
pp. 191-205
Persistent link: https://www.econbiz.de/10010221739
Saved in:
18
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
19
How does owners' exposure to idiosyncratic risk influence the capital structure of private companies?
Müller, Elisabeth
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10003699121
Saved in:
20
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:
21
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
22
Horizon sensitivity of the inflation hedge of stocks
Schotman, Peter C.
;
Schweitzer, Mark E.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 301-315
Persistent link: https://www.econbiz.de/10001557720
Saved in:
23
Special issue on risk management
Koedijk, Kees
(
contributor
);
Palm, Franz C.
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001558300
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->