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isPartOf:"Finance and capital markets"
~isPartOf:"Journal of risk"
~isPartOf:"The journal of risk model validation"
~subject:"Messung"
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Search: subject_exact:"Risk management"
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Messung
Risikomanagement
135
Risk management
128
Risikomaß
60
Risk measure
60
Portfolio selection
51
Portfolio-Management
51
Theorie
46
Theory
46
Credit risk
33
Kreditrisiko
33
Financial services
30
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30
Risiko
29
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29
risk management
27
Bank risk
22
Bankrisiko
22
Basel Accord
17
Basler Akkord
17
Statistical distribution
14
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14
ARCH model
13
ARCH-Modell
13
value-at-risk (VaR)
13
Measurement
12
Forecasting model
11
Hedging
11
Original research
11
Prognoseverfahren
11
Estimation
10
Schätzung
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Modellierung
9
Scientific modelling
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backtesting
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credit risk
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model risk
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Alemany, Ramon
1
Arici, G.
1
Baule, Rainer
1
Belles-Sampera, James
1
Boeve, Rolf
1
Bolancé, Catalina
1
Cai, Chunlin
1
Ceretta, Paulo Sergio
1
Dalai, M.
1
Emmer, Susanne
1
Gonpot, Preethee Nunkoo
1
Guillén, Montserrat
1
Gzyl, Henryk
1
Hesse, Frederik
1
Jadhav, Deepak
1
Jarrow, Robert A.
1
Kratz, Marie
1
Leonardi, Roberto
1
Maciag, Jakob
1
Mayoral, Silvia
1
Naik-Nimbalkar, Uttara
1
Padilla Barreto, Alemar E.
1
Pfingsten, Andreas
1
Ramanathan, T. V.
1
Righi, Marcelo Brutti
1
Santolino, Miguel
1
Sarabia Alzaga, José Maria
1
Silva, Felipe Bastos Gurgel
1
Tasche, Dirk
1
Wing, Jean Paul Chung
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Finance and capital markets
Journal of risk
The journal of risk model validation
Insurance / Mathematics & economics
47
Journal of banking & finance
17
The journal of operational risk
17
European journal of operational research : EJOR
14
Risks : open access journal
14
Finance research letters
7
Journal of risk management in financial institutions
7
Research paper series / Swiss Finance Institute
7
Scandinavian actuarial journal
7
International journal of theoretical and applied finance
6
Mathematics and financial economics
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Finance and stochastics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematics of operations research
5
Applied economics letters
4
Computational economics
4
International review of economics & finance : IREF
4
Journal of risk and financial management : JRFM
4
NBER working paper series
4
Operations research letters
4
Quantitative finance
4
SpringerLink / Bücher
4
The journal of portfolio management : JPM
4
Working paper / National Bureau of Economic Research, Inc.
4
Competence Center Finanz- und Bankmanagement : ccfb
3
Die Bank
3
Europäische Hochschulschriften / 5
3
Handbuch ökonomisches Kapitel
3
International review of financial analysis
3
Islamic finance : the regulatory challenge
3
Journal of financial regulation and compliance : an international journal
3
Journal of mathematical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
3
NBER Working Paper
3
Operations research
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
12
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1
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10
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12
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1
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:
2
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
3
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
4
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:
5
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
6
Risk measures and the impact of asset price bubbles
Jarrow, Robert A.
;
Silva, Felipe Bastos Gurgel
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
Saved in:
7
From log-optimal portfolio theory to risk measures : logarithmic expected shortfall
Arici, G.
;
Dalai, M.
;
Leonardi, Roberto
- In:
Journal of risk
22
(
2019
)
2
,
pp. 37-58
Persistent link: https://www.econbiz.de/10013177108
Saved in:
8
Impact of D-Vine structure on risk estimation
Bolancé, Catalina
;
Alemany, Ramon
;
Padilla Barreto, …
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011914672
Saved in:
9
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
10
Risk model validation for BRICS countries : a value-at-risk, expected shortfall and extreme value theory approach
Wing, Jean Paul Chung
;
Gonpot, Preethee Nunkoo
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011410313
Saved in:
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