//--> //--> //-->
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:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Multivariate Analyse"
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 measure"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Analyse
Risikomaß
52
Risk measure
52
Theorie
37
Theory
37
Risiko
21
Risk
21
Portfolio selection
18
Portfolio-Management
18
Risikomanagement
16
Risk management
16
Statistical distribution
15
Statistische Verteilung
15
Measurement
14
Messung
14
Reinsurance
9
Rückversicherung
9
Probability theory
5
Wahrscheinlichkeitsrechnung
5
ARCH model
4
ARCH-Modell
4
risk measures
4
value-at-risk
4
Ausreißer
3
Capital income
3
Estimation
3
Estimation theory
3
Kapitaleinkommen
3
Multivariate analysis
3
Outliers
3
Schätztheorie
3
Schätzung
3
Value-at-Risk
3
Volatility
3
Volatilität
3
expected shortfall
3
Asymmetric information
2
Asymmetrische Information
2
Berechnung
2
Bowley reinsurance
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Cai, Jun
1
Herrmann, Klaus J.
1
Hofert, Marius
1
Jia, Huameng
1
Mailhot, Mélina
1
Mao, Tiantian
1
Pérignon, Christophe
1
Smith, Daniel R.
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
Scandinavian actuarial journal
Insurance / Mathematics & economics
9
Astin bulletin : the journal of the International Actuarial Association
4
CFS working paper series
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Risks : open access journal
3
SFB 649 discussion paper
3
Computational economics
2
Finance research letters
2
International journal of theoretical and applied finance
2
Journal of econometrics
2
Operations research letters
2
Quantitative finance
2
Reihe Quantitative Ökonomie : Ökon
2
SpringerLink / Bücher
2
Staff working papers / Bank of England
2
Working paper series in economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of operations research
1
Applied financial economics letters
1
Applied quantitative finance
1
Betriebswirtschaftliche Forschung und Praxis : BFuP
1
Borradores de economía
1
Borsa Istanbul Review
1
CAEPR working papers
1
CORE discussion paper : DP
1
Center for Applied Economics & Policy Research Working Paper
1
Discussion paper / Department of Business and Management Science
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion papers / UCL, Département des Sciences Economiques
1
Econometrics : open access journal
1
Economic modelling
1
Emerging markets, finance and trade : EMFT
1
Energy economics
1
Finance : revue de l'Association Française de Finance
1
Gabler Edition Wissenschaft
1
Gabler Research
1
Including special section: behavioral considerations in developing and applying operations research models
1
Intelligent systems in accounting finance and management : international journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
2
Multivariate geometric expectiles
Herrmann, Klaus J.
;
Hofert, Marius
;
Mailhot, Mélina
- In:
Scandinavian actuarial journal
(
2018
)
7
,
pp. 629-659
Persistent link: https://www.econbiz.de/10011939715
Saved in:
3
A new approach to comparing VaR estimation methods
Pérignon, Christophe
;
Smith, Daniel R.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 54-66
Persistent link: https://www.econbiz.de/10003795258
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->