//--> //--> //--> //-->
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
subject:"Bankenregulierung"
subject:"Bankrisiko"
~isPartOf:"Quantitative finance"
~language:"eng"
~subject:"Finanzdienstleistung"
~subject:"Robustes Verfahren"
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 management"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Bankenregulierung
Bankrisiko
Finanzdienstleistung
Robustes Verfahren
Risikomanagement
51
Risk management
51
Portfolio selection
31
Portfolio-Management
31
Theorie
27
Theory
27
Risikomaß
20
Risk measure
20
Risiko
19
Risk
19
Financial services
11
Credit risk
8
Kreditrisiko
8
Derivat
7
Derivative
7
Hedging
7
Forecasting model
5
Measurement
5
Messung
5
Prognoseverfahren
5
Estimation
4
Option pricing theory
4
Optionspreistheorie
4
Risk parity
4
Schätzung
4
Statistical distribution
4
Statistische Verteilung
4
Volatility
4
Volatilität
4
Asset allocation
3
Business network
3
Capital income
3
Correlation
3
Credit derivative
3
Estimation theory
3
Expected shortfall
3
Kapitaleinkommen
3
Korrelation
3
Kreditderivat
3
more ...
less ...
Online availability
All
Undetermined
12
Free
2
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
Author
All
Chen, Yi-Hsuan
2
Härdle, Wolfgang
2
Albanese, Claudio
1
Barbieri, Paolo Nicola
1
Corazza, Marco
1
Costa, Giorgio
1
Crépey, Stéphane
1
De March, Davide
1
Deng, Kaihua
1
Ding, Rui
1
Glasserman, Paul
1
Hasim, Haslifah Mohamad
1
Hofer, Markus
1
Iabichino, Stefano
1
Kandhai, Drona
1
Kelleher, Aidan
1
Kwon, Roy H.
1
Li, Wei
1
Lusignani, Giuseppe
1
Mihoci, Andrija
1
Neuberg, Richard
1
Paraschiv, Florentina
1
Prosperi, Lorenzo
1
Qiu, Jie
1
Rebonato, Riccardo
1
Sampid, Marius Galabe
1
Sermpinis, Georgios
1
Si, Wujun
1
Sourabh, Sumit
1
Tollo, Giacomo di
1
Xu, Xiu
1
Yang, Qingyu
1
Zhang, Nailong
1
Zicchino, Lea
1
more ...
less ...
Published in...
All
Quantitative finance
Journal of risk management in financial institutions
110
The journal of operational risk
93
Journal of banking & finance
69
Risks : open access journal
46
European journal of operational research : EJOR
37
Finance research letters
35
Journal of risk and financial management : JRFM
30
Journal of financial stability
27
Journal of risk
27
International review of financial analysis
26
Wiley finance series
25
SpringerLink / Bücher
21
International journal of economics and financial issues : IJEFI
19
Journal of securities operations & custody
18
Discussion paper
15
Insurance / Mathematics & economics
15
International journal of economics and finance
15
NBER working paper series
15
IMF working papers
14
International journal of theoretical and applied finance
14
Journal of banking regulation
14
Springer eBook Collection
14
The journal of risk model validation
14
Journal of financial intermediation
13
Working paper series / European Central Bank
13
Cogent economics & finance
12
Journal of financial regulation and compliance : an international journal
12
Journal of international financial markets, institutions & money
12
Cogent business & management
11
Economic modelling
11
IMF country report
11
Discussion papers / CEPR
10
Journal of risk finance : the convergence of financial products and insurance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of credit risk : published quarterly by Incisive Media
10
Wiley finance
10
Working papers / Financial Institutions Center
10
Advances in operational risk : firm-wide issues for financial institutions
9
Corporate ownership & control : international scientific journal
9
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
2
A data-driven explainable case-based reasoning approach for financial risk detection
Li, Wei
;
Paraschiv, Florentina
;
Sermpinis, Georgios
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2257-2274
Persistent link: https://www.econbiz.de/10013490942
Saved in:
3
Quantitative reverse stress testing, bottom up
Albanese, Claudio
;
Crépey, Stéphane
;
Iabichino, Stefano
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 863-875
Persistent link: https://www.econbiz.de/10014304378
Saved in:
4
Model-based approach for scenario design : stress test severity and banks' resiliency
Barbieri, Paolo Nicola
;
Lusignani, Giuseppe
;
Prosperi, …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1927-1954
Persistent link: https://www.econbiz.de/10013367962
Saved in:
5
Backtesting expected shortfall and beyond
Deng, Kaihua
;
Qiu, Jie
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1109-1125
Persistent link: https://www.econbiz.de/10012588022
Saved in:
6
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
7
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
8
Design of adaptive Elman networks for credit risk assessment
Corazza, Marco
;
De March, Davide
;
Tollo, Giacomo di
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10012424593
Saved in:
9
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
10
Risk parity portfolio optimization under a Markov regime-switching framework
Costa, Giorgio
;
Kwon, Roy H.
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 453-471
Persistent link: https://www.econbiz.de/10012194664
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->