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subject:"USA"
subject:"Risikomaß"
~isPartOf:"Economic modelling"
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USA
Risikomaß
Risk management
36
Risikomanagement
35
Risk
20
Risiko
19
Risk measure
16
Theorie
14
Theory
14
Portfolio selection
12
Portfolio-Management
12
Estimation
7
Schätzung
7
Aktienmarkt
5
Börsenkurs
5
Credit risk
5
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5
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5
Kreditrisiko
5
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4
ARCH-Modell
4
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4
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China
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4
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3
Basel Accord
3
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3
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3
Finanzdienstleistung
3
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3
Multivariate Verteilung
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3
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English
19
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Andrieş, Alin Marius
1
Apergēs, Nikolaos
1
Barbagli, Matteo
1
Bei, Shuhua
1
Bhatti, Muhammad Ishaq
1
Cao, Yufei
1
Chen, Lu
1
Deng, Yuqi
1
Gatfaoui, Hayette
1
Gregoriou, Greg N.
1
Hammoudeh, Shawkat
1
Huang, Jie
1
Iglesias, Emma M.
1
Istiak, Khandokar
1
Jaworski, Piotr
1
Jiang, Cuixia
1
Jing, Haozhe
1
Jing, Zhongbo
1
Kang, Sang Hoon
1
Kao, Lie-Jane
1
Kee, Hyukdo
1
Komorník, Jozef
1
Komorníková, Magda
1
Liberadzki, Kamil
1
Liberadzki, Marcin
1
Lourme, Alexandre
1
Maurer, Frantz
1
Mensi, Walid
1
Mudry, Pierre-Antoine
1
Nguyen, Cuong
1
Oh, Sekyung
1
Paraschiv, Florentina
1
Park, Kinam
1
Pei, Haotian
1
Peng, Wei
1
Racicot, François-Éric
1
Serletis, Apostolos
1
Shen, Yifan
1
Si, Xiaoli
1
Théoret, Raymond
1
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Economic modelling
Insurance / Mathematics & economics
64
European journal of operational research : EJOR
32
Journal of banking & finance
27
Energy economics
26
Journal of risk
26
Finance research letters
22
SpringerLink / Bücher
19
The journal of operational risk
18
Quantitative finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics
13
International review of financial analysis
13
The review of financial studies
13
The journal of risk model validation
12
Working paper / National Bureau of Economic Research, Inc.
12
Discussion paper / Centre for Economic Policy Research
11
International review of economics & finance : IREF
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Research in international business and finance
10
International journal of forecasting
9
Journal of econometrics
9
Pacific-Basin finance journal
9
International journal of theoretical and applied finance
8
Scandinavian actuarial journal
8
Computational economics
7
International journal of finance & economics : IJFE
7
Journal of empirical finance
7
Journal of financial econometrics
7
Journal of international financial markets, institutions & money
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Springer eBook Collection
7
The European journal of finance
7
Astin bulletin : the journal of the International Actuarial Association
6
International journal of production economics
6
International journal of production research
6
Journal of mathematical finance
6
Operations research
6
Risks : open access journal
6
Applied economics letters
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ECONIS (ZBW)
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1
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
2
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
3
Do textual risk disclosures reveal corporate risk? : evidence from U.S. fintech corporations
Wei, Lu
;
Jing, Haozhe
;
Huang, Jie
;
Deng, Yuqi
;
Jing, Zhongbo
- In:
Economic modelling
127
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014464211
Saved in:
4
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
5
The response of hedge fund tail risk to macroeconomic shocks : a nonlinear VAR approach
Gregoriou, Greg N.
;
Racicot, François-Éric
;
Théoret, …
- In:
Economic modelling
94
(
2021
),
pp. 843-872
Persistent link: https://www.econbiz.de/10012695357
Saved in:
6
Risk, uncertainty, and leverage
Istiak, Khandokar
;
Serletis, Apostolos
- In:
Economic modelling
91
(
2020
),
pp. 257-273
Persistent link: https://www.econbiz.de/10012429054
Saved in:
7
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
8
Tail risk under price limits
Oh, Sekyung
;
Kee, Hyukdo
;
Park, Kinam
- In:
Economic modelling
77
(
2019
),
pp. 113-123
Persistent link: https://www.econbiz.de/10012198437
Saved in:
9
Overnight exchange rate risk based on multi-quantile and joint-shock CAViaR models
Peng, Wei
;
Zeng, Yufeng
- In:
Economic modelling
80
(
2019
),
pp. 392-399
Persistent link: https://www.econbiz.de/10012200766
Saved in:
10
International risk transmission of stock market movements
Shen, Yifan
- In:
Economic modelling
69
(
2018
),
pp. 220-236
Persistent link: https://www.econbiz.de/10012016158
Saved in:
11
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
12
Testing the Gaussian and Student's t copulas in a risk management framework
Lourme, Alexandre
;
Maurer, Frantz
- In:
Economic modelling
67
(
2017
),
pp. 203-214
Persistent link: https://www.econbiz.de/10011813813
Saved in:
13
How does issuing contingent convertible bonds improve bank's solvency? : a Value-at-Risk and Expected Shortfall approach
Jaworski, Piotr
;
Liberadzki, Kamil
;
Liberadzki, Marcin
- In:
Economic modelling
60
(
2017
),
pp. 162-168
Persistent link: https://www.econbiz.de/10011734191
Saved in:
14
Gold price and stock markets nexus under mixed-copulas
Nguyen, Cuong
;
Bhatti, Muhammad Ishaq
;
Komorníková, Magda
- In:
Economic modelling
58
(
2016
),
pp. 283-292
Persistent link: https://www.econbiz.de/10011647353
Saved in:
15
Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M.
- In:
Economic modelling
50
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
Saved in:
16
Stress-testing for portfolios of commodity futures
Paraschiv, Florentina
;
Mudry, Pierre-Antoine
;
Andrieş, …
- In:
Economic modelling
50
(
2015
),
pp. 9-18
Persistent link: https://www.econbiz.de/10011439604
Saved in:
17
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
18
Policy risks, technological risks and stock returns : new evidence from the US stock market
Apergēs, Nikolaos
- In:
Economic modelling
51
(
2015
),
pp. 359-365
Persistent link: https://www.econbiz.de/10011476052
Saved in:
19
A portfolio-invariant capital allocation scheme penalizing concentration risk
Kao, Lie-Jane
- In:
Economic modelling
51
(
2015
),
pp. 560-570
Persistent link: https://www.econbiz.de/10011476155
Saved in:
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