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subject:"Credit risk"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Credit risk
Kapitaleinkommen
Risikomaß
302
Risk measure
302
Portfolio selection
132
Portfolio-Management
132
Theorie
123
Theory
123
Risikomanagement
92
Risk management
92
Risiko
72
Risk
72
Estimation
47
Schätzung
47
Statistical distribution
47
Statistische Verteilung
47
Measurement
46
Messung
46
ARCH model
45
ARCH-Modell
45
Kreditrisiko
34
Volatility
34
Volatilität
34
Basel Accord
29
Basler Akkord
29
Estimation theory
29
Schätztheorie
29
Capital income
27
Financial crisis
27
Finanzkrise
27
Bank risk
25
Bankrisiko
25
Forecasting model
25
Prognoseverfahren
25
Financial services
24
Finanzdienstleistung
24
Systemic risk
22
Systemrisiko
20
Multivariate Verteilung
18
Multivariate distribution
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Article
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English
61
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Fermanian, Jean-David
3
Scaillet, Olivier
2
Amendola, Alessandra
1
Ardia, David
1
Auer, Benjamin R.
1
Baek, Seungho
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Bali, Turan G.
1
Barnhill, Theodore M.
1
Baule, Rainer
1
Bernard, Carole
1
Bertagna, Andrea
1
Bilson, John F.
1
Boeve, Rolf
1
Boubaker, Heni
1
Boudt, Kris
1
Breton, Michèle
1
Butler, Andrew
1
Candelon, Bertrand
1
Candila, Vincenzo
1
Carey, Mark S.
1
Chen, Jiusheng
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Chou, Ray Yeutien
1
Croux, Christophe
1
Deliu, Dragos
1
DiTraglia, Francis J.
1
Dietsch, Michel
1
Düllmann, Klaus
1
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1
Farmer, J. Doyne
1
Florentin, Clément
1
Frey, Rüdiger
1
Gagnon, Marie-Hélène
1
Gaigall, Daniel
1
García-Céspedes, Rubén
1
Geanakoplos, John
1
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Journal of banking & finance
Journal of risk
The North American journal of economics and finance : a journal of financial economics studies
26
Finance research letters
25
Insurance / Mathematics & economics
24
International review of financial analysis
23
The journal of credit risk : published quarterly by Incisive Media
19
Risks : open access journal
16
Discussion paper / Tinbergen Institute
14
Journal of international financial markets, institutions & money
14
Research in international business and finance
14
The journal of risk model validation
14
International journal of forecasting
13
Energy economics
12
Journal of empirical finance
12
Research paper series / Swiss Finance Institute
12
Economic modelling
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of risk management in financial institutions
11
Applied economics
10
International review of economics & finance : IREF
10
Journal of econometrics
10
European journal of operational research : EJOR
9
Journal of financial econometrics
9
Journal of financial services research : JFSR
9
Journal of risk and financial management : JRFM
9
Pacific-Basin finance journal
9
Quantitative finance
9
The European journal of finance
9
Econometric Institute research papers
8
International journal of theoretical and applied finance
8
Journal of forecasting
8
School of Accounting, Finance and Economics & FEMARC working paper series
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The journal of asset management
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Discussion paper / Deutsche Bundesbank
7
Journal of financial economics
7
Review of quantitative finance and accounting
7
Working paper
7
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ECONIS (ZBW)
61
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1
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
2
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
3
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:
4
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
5
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
6
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
7
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
8
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
9
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
10
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
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