//--> //--> //--> //-->
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:"The journal of investment strategies"
~subject:"Finanzanalyse"
~subject:"Risikomaß"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Finanzanalyse
Risikomaß
Risk measure
27
Theorie
15
Theory
15
Risikomanagement
10
Risk management
10
Portfolio selection
9
Portfolio-Management
9
Risiko
6
Risk
6
Estimation
4
Schätzung
4
Statistical distribution
4
Statistische Verteilung
4
Volatility
4
Volatilität
4
Capital income
3
Kapitaleinkommen
3
USA
3
United States
3
ARCH model
2
ARCH-Modell
2
Berechnung
2
Calculation
2
Credit risk
2
Financial analysis
2
Kreditrisiko
2
Mathematical programming
2
Mathematische Optimierung
2
Measurement
2
Messung
2
Option trading
2
Optionsgeschäft
2
Simulation
2
conditional value-at-risk (CVaR)
2
Aktienmarkt
1
Bank
1
Bias
1
Capital requirements
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Language
All
English
27
Author
All
Dowd, Kevin
3
Kupiec, Paul H.
3
Abken, Peter A.
1
Boyle, Phelim P.
1
Chan, Raymond H.
1
Chen, Chuen-Lung
1
Di Plooy, Simon
1
Flint, Emlyn
1
Giot, Pierre
1
Hardy, Mary
1
Hirsch, Michael J.
1
Hsieh, Ming-Hua
1
Jahel, Lina el
1
Jarrow, Robert A.
1
Leccadito, Arturo
1
Liao, Wei-Cheng
1
Longin, François M.
1
Löw, Robert
1
Ma, Alfred Ka Chun
1
Maier-Paape, Stanislaus
1
Nam, Jouahn
1
Navarro, Nicole
1
Neftci, Salih N.
1
Pang, Xiaochuan
1
Perraudin, William R. M.
1
Platen, Andreas
1
Pérignon, Christophe
1
Rich, Don R.
1
Sellin, Peter
1
Shah, Anish R.
1
Simonato, Jean-Guy
1
Smith, Daniel R.
1
Toscano, Pietro
1
Tucker, Alan L.
1
Tunaru, Radu S.
1
Vorst, Ton
1
Wei, Jason
1
Wirjanto, Tony S.
1
Wong, Mark C. W.
1
Wu, Shuping
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of investment strategies
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
93
Economic modelling
69
Energy economics
69
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
62
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
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
42
Journal of econometrics
41
Computational economics
38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
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
32
Working papers
32
Applied economics letters
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
Working paper
28
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Integrated stock-bond portfolio management
Pang, Xiaochuan
;
Wu, Shuping
;
Zhu, Shushang
- In:
The journal of investment strategies
12
(
2023
)
3
,
pp. 23-51
Persistent link: https://www.econbiz.de/10014484654
Saved in:
2
Uncertain risk parity
Shah, Anish R.
- In:
The journal of investment strategies
10
(
2021
)
1
,
pp. 29-41
Persistent link: https://www.econbiz.de/10012805357
Saved in:
3
Extending risk budgeting for market regimes and quantile factor models
Flint, Emlyn
;
Di Plooy, Simon
- In:
The journal of investment strategies
7
(
2018
)
4
,
pp. 51-74
Persistent link: https://www.econbiz.de/10012001993
Saved in:
4
Risk constraints for portfolio optimization with fixed-fee transaction cost
Hirsch, Michael J.
;
Navarro, Nicole
- In:
The journal of investment strategies
6
(
2017
)
2
,
pp. 91-112
Persistent link: https://www.econbiz.de/10011668136
Saved in:
5
Correctness of backtest engines
Löw, Robert
;
Maier-Paape, Stanislaus
;
Platen, Andreas
- In:
The journal of investment strategies
6
(
2017
)
3
,
pp. 31-52
Persistent link: https://www.econbiz.de/10011731211
Saved in:
6
An uncertainty quantification framework for the achievability of backtesting results of trading strategies
Chan, Raymond H.
;
Ma, Alfred Ka Chun
;
Yeung, Lanston …
- In:
The journal of investment strategies
6
(
2017
)
4
,
pp. 21-46
Persistent link: https://www.econbiz.de/10011771278
Saved in:
7
Value at risk and expected shortfall improved calculation based on the power transformation method
Leccadito, Arturo
;
Toscano, Pietro
;
Tunaru, Radu S.
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 67-81
Persistent link: https://www.econbiz.de/10011311416
Saved in:
8
A fast Monte Carlo algorithm for estimating value at risk and expected shortfall
Hsieh, Ming-Hua
;
Liao, Wei-Cheng
;
Chen, Chuen-Lung
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 50-66
Persistent link: https://www.econbiz.de/10011311418
Saved in:
9
Risk management models : construction, testing, usage
Jarrow, Robert A.
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 89-98
Persistent link: https://www.econbiz.de/10009229659
Saved in:
10
The performance of Johnson distributions for computing value at risk and expected shortfall
Simonato, Jean-Guy
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10009316857
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->