//--> //--> //--> //-->
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
isPartOf:"CFS Working Paper Series"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of empirical 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:"Value at risk"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
271
Risk measure
271
Theorie
208
Theory
208
Risk
133
Risiko
132
Portfolio selection
123
Portfolio-Management
123
Measurement
106
Messung
106
Risikomanagement
105
Risk management
105
Statistical distribution
91
Statistische Verteilung
91
Value-at-Risk
37
ARCH model
34
ARCH-Modell
34
Risikomodell
32
Risk model
32
Reinsurance
31
Rückversicherung
31
Outliers
30
Ausreißer
29
Capital income
29
Kapitaleinkommen
29
Estimation theory
27
Schätztheorie
27
Estimation
25
Multivariate Verteilung
25
Multivariate distribution
25
Schätzung
24
Probability theory
21
Wahrscheinlichkeitsrechnung
21
Stochastic process
19
Stochastischer Prozess
19
Forecasting model
18
Prognoseverfahren
18
Risk measures
18
Volatility
18
Volatilität
18
more ...
less ...
Online availability
All
Undetermined
166
Free
12
Type of publication
All
Article
271
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
272
Aufsatz in Zeitschrift
272
Working Paper
2
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
277
Undetermined
7
Author
All
Cheung, Ka Chun
7
Mao, Tiantian
7
Mittnik, Stefan
7
Wang, Ruodu
7
Furman, Edward
6
Tan, Ken Seng
6
Tang, Qihe
6
Asimit, Alexandru V.
5
Cai, Jun
5
Guillén, Montserrat
5
Hu, Taizhong
5
Landsman, Zinoviy
5
Boonen, Tim J.
4
Cossette, Hélène
4
Eling, Martin
4
Hartz, Christoph
4
Hautsch, Nikolaus
4
Paolella, Marc S.
4
Rüschendorf, Ludger
4
Sordo, Miguel A.
4
Su, Jianxi
4
Yang, Fan
4
Bellini, Fabio
3
Chi, Yichun
3
Dhaene, Jan
3
Guillou, Armelle
3
Hua, Lei
3
Ignatieva, Ekaterina
3
Kim, Joseph H. T.
3
Laeven, Roger J. A.
3
Li, Jinzhu
3
Ling, Chengxiu
3
Liu, Fangda
3
Marceau, Etienne
3
Peng, Liang
3
Pitselis, Georgios
3
Rosazza Gianin, Emanuela
3
Schienle, Melanie
3
Sordo, M. A.
3
Tsanakas, Andreas
3
more ...
less ...
Institution
All
Center for Financial Studies
10
HFDF <2, 1998, Zürich>
1
Published in...
All
CFS Working Paper Series
Insurance / Mathematics & economics
Journal of empirical finance
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
94
Economic modelling
70
Energy economics
70
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
68
Discussion paper / Tinbergen Institute
64
The journal of risk model validation
60
International journal of forecasting
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
MPRA Paper
50
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
The journal of operational risk
45
Journal of forecasting
44
Journal of econometrics
42
Computational economics
38
The European journal of finance
37
International review of economics & finance : IREF
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
33
Scandinavian actuarial journal
32
Working papers
32
Applied economics letters
31
Finance and stochastics
30
Pacific-Basin finance journal
30
Econometric Institute research papers
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
SFB 649 Discussion Paper
29
more ...
less ...
Source
All
ECONIS (ZBW)
272
RePEc
10
EconStor
2
Showing
31
-
40
of
284
Sort
Relevance
Date (newest first)
Date (oldest first)
31
Automatic Fatou property of law-invariant risk measures
Chen, Shengzhong
;
Gao, Niushan
;
Leung, Denny H.
;
Li, Lei
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 41-53
Persistent link: https://www.econbiz.de/10013348902
Saved in:
32
Similar risks have similar prices : a useful and exact quantification
Mildenhall, Stephen J.
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 203-210
Persistent link: https://www.econbiz.de/10013349010
Saved in:
33
An asymptotic study of systemic expected shortfall and marginal expected shortfall
Chen, Yiqing
;
Liu, Jiajun
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 238-251
Persistent link: https://www.econbiz.de/10013349026
Saved in:
34
Combining multi-asset and intrinsic risk measures
Laudagé, Christian
;
Sass, Jörn
;
Wenzel, Jörg
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 254-269
Persistent link: https://www.econbiz.de/10013380532
Saved in:
35
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
36
Multivariate matrix-exponential affine mixtures and their applications in risk theory
Cheung, Eric C. K.
;
Peralta, Oscar
;
Woo, Jae-Kyung
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 364-389
Persistent link: https://www.econbiz.de/10013380617
Saved in:
37
Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model
Li, Jinzhu
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 38-56
Persistent link: https://www.econbiz.de/10013471098
Saved in:
38
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
Goegebeur, Yuri
;
Guillou, Armelle
;
Pedersen, Tine
;
Qin, Jing
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 102-122
Persistent link: https://www.econbiz.de/10013471190
Saved in:
39
Inference for the tail conditional allocation : large sample properties, insurance risk assessment, and compound sums of concomitants
Gribkova, N. V.
;
Su, J.
;
Zitikis, R.
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 199-222
Persistent link: https://www.econbiz.de/10013471211
Saved in:
40
Pareto-optimal reinsurance under individual risk constraints
Ghossoub, Mario
;
Jiang, Wenjun
;
Ren, Jiandong
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 307-325
Persistent link: https://www.econbiz.de/10013471249
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->