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isPartOf:"Discussion paper series"
subject:"Risikomaß"
~isPartOf:"Journal of risk"
~isPartOf:"The European journal of finance"
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Risikomaß
Risikomanagement
129
Risk management
129
Risk measure
55
Portfolio selection
52
Portfolio-Management
52
Theorie
51
Theory
51
risk management
36
Risiko
32
Risk
32
Credit risk
26
Kreditrisiko
26
Financial services
24
Finanzdienstleistung
24
Bank risk
17
Bankrisiko
17
Hedging
15
Basel Accord
13
Basler Akkord
13
Measurement
11
Messung
11
Original research
11
Estimation
10
Multivariate Verteilung
10
Multivariate distribution
10
Schätzung
10
Statistical distribution
10
Statistische Verteilung
10
Volatility
10
Volatilität
10
ARCH model
9
ARCH-Modell
9
Financial crisis
9
Finanzkrise
9
Derivat
8
Derivative
8
Forecasting model
7
Prognoseverfahren
7
value-at-risk
7
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53
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2
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2
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English
55
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Nomikos, Nikos K.
2
Reid, Gavin C.
2
Abad, Pilar
1
Adrian, Tobias
1
Alemany, Ramon
1
Alexander, Gordon J.
1
Andriosopoulos, Kostas
1
Arici, G.
1
Auer, Benjamin R.
1
Barone-Adesi, Giovanni
1
Baule, Rainer
1
Belles-Sampera, James
1
Benito Muela, Sonia
1
Berger, Theo
1
Bertram, Philip
1
Boeve, Rolf
1
Bolancé, Catalina
1
Braun, Valentin
1
Breton, Michèle
1
Buchner, Axel
1
Börner, Christoph J.
1
Campbell, Sean D.
1
Ceretta, Paulo Sergio
1
Chen, Jiusheng
1
Cheng, Jie
1
Chondrogiannis, Ilias
1
Coleman, Thomas F.
1
Cong, Jianfa
1
Corbetta, Jacopo
1
Cui, Xueting
1
Dalai, M.
1
Deaton, Brian D.
1
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1
Desmettre, Sascha
1
Embrechts, Paul
1
Emmer, Susanne
1
Fall, Malick
1
Fong, Tom
1
Freeman, Mark
1
Giannopoulos, Kostas
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Discussion paper series
Journal of risk
The European journal of finance
Insurance / Mathematics & economics
93
Risks : open access journal
55
Journal of banking & finance
52
European journal of operational research : EJOR
40
Finance research letters
31
Economic modelling
27
Energy economics
27
The journal of operational risk
27
The North American journal of economics and finance : a journal of financial economics studies
23
The journal of risk model validation
23
International review of financial analysis
20
Journal of risk management in financial institutions
20
Quantitative finance
20
International review of economics & finance : IREF
16
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
Applied economics
14
Discussion paper / Tinbergen Institute
14
International journal of forecasting
13
Research paper series / Swiss Finance Institute
13
SpringerLink / Bücher
13
Finance and stochastics
12
Journal of econometrics
12
Journal of empirical finance
12
Working papers
12
Computational economics
10
International journal of risk assessment and management : IJRAM
10
Journal of international financial markets, institutions & money
10
Research in international business and finance
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
Journal of mathematical finance
9
Pacific-Basin finance journal
9
Scandinavian actuarial journal
9
The journal of credit risk : published quarterly by Incisive Media
9
Applied economics letters
8
Astin bulletin : the journal of the International Actuarial Association
8
International journal of production research
8
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ECONIS (ZBW)
55
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1
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
2
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
Saved in:
3
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
4
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
5
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
6
Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
Saved in:
7
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
8
Backtesting lambda value at risk
Corbetta, Jacopo
;
Peri, Ilaria
- In:
The European journal of finance
24
(
2018
)
13
,
pp. 1075-1087
Persistent link: https://www.econbiz.de/10012258870
Saved in:
9
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
10
Analytical method for computing stressed value-at-risk with conditional value-at-risk
Hong, KiHoon
- In:
Journal of risk
19
(
2016/2017
)
3
,
pp. 85-106
Persistent link: https://www.econbiz.de/10011689731
Saved in:
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