//--> //--> //--> //-->
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:"Risiko"
subject:"Welt"
~accessRights:"restricted"
~isPartOf:"The journal of risk model validation"
~subject:"Risikomaß"
~subject:"Risk measure"
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
Risiko
Welt
Risikomaß
Risk measure
Risikomanagement
27
Risk management
27
Credit risk
11
Kreditrisiko
11
Theorie
11
Theory
11
Risk
9
Financial services
8
Finanzdienstleistung
8
Bank risk
7
Bankrisiko
7
Portfolio selection
6
Portfolio-Management
6
value-at-risk (VaR)
6
Statistical distribution
5
Statistische Verteilung
5
model risk
5
Basel Accord
4
Basler Akkord
4
Forecasting model
4
Modellierung
4
Prognoseverfahren
4
Scientific modelling
4
Statistical test
4
Statistischer Test
4
backtesting
4
credit risk
4
model validation
4
ARCH model
3
ARCH-Modell
3
China
3
Estimation theory
3
Schätztheorie
3
model risk management
3
Credit rating
2
Derivat
2
Derivative
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Bloxham, Nicholas
2
Mitic, Peter
2
Arnsdorf, Matthias
1
Arrieta, Daniel
1
Biljon, L. van
1
Breeden, Joseph L.
1
Cai, Chunlin
1
Cooper, James
1
Dobrinov, Nikolay
1
Fałdziński, Marcin
1
Georgiopoulos, Nick
1
Ha Tran Manh
1
Haasbroek, L. J.
1
Hassani, Bertrand
1
Jacobs, Michael <Jr.>
1
Kiritz, Nick
1
Kontaxis, Grigorios
1
Levonian, Mark E.
1
Mai Ngoc Tran
1
Osińska, Magdalena
1
Panman, Kevin
1
Predescu, Mirela
1
Prorokowski, Lukasz
1
Ravitz, Miles
1
Schutte, W. D.
1
Tsolas, Ioannis E.
1
Verster, Tanja
1
Wehn, Carsten
1
Wilkens, Sascha
1
Zelvyte, Mante
1
more ...
less ...
Published in...
All
The journal of risk model validation
Insurance / Mathematics & economics
95
Finance research letters
90
European journal of operational research : EJOR
73
Energy economics
56
SpringerLink / Bücher
46
Journal of banking & finance
42
International review of financial analysis
40
International journal of production research
32
World Bank E-Library Archive
32
Journal of risk
30
International journal of production economics
29
Economic modelling
28
International review of economics & finance : IREF
28
The journal of operational risk
28
Springer eBook Collection
26
The North American journal of economics and finance : a journal of financial economics studies
26
Applied economics
23
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Quantitative finance
22
Pacific-Basin finance journal
20
Research in international business and finance
20
Journal of international financial markets, institutions & money
16
Applied economics letters
15
Discussion papers / CEPR
14
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
14
International journal of project management : the journal of The International Project Management Association
14
Journal of financial stability
14
Scandinavian actuarial journal
14
The journal of portfolio management : JPM
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
13
The European journal of finance
13
The journal of corporate finance : contracting, governance and organization
13
Global finance journal
12
Journal of economic behavior & organization : JEBO
12
Operations research
12
The journal of asset management
12
International journal of forecasting
11
International journal of risk assessment and management : IJRAM
11
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
3
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
4
Quantifying model selection risk in macroeconomic sensitivity models
Breeden, Joseph L.
;
Dobrinov, Nikolay
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 55-71
Persistent link: https://www.econbiz.de/10014540599
Saved in:
5
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
6
Model risk qualification based on relative entropy
Arrieta, Daniel
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014540603
Saved in:
7
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
8
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
9
The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
Fałdziński, Marcin
;
Osińska, Magdalena
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014335988
Saved in:
10
Validation of index and benchmark assignment : adequacy of capturing tail risk
Prorokowski, Lukasz
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 71-105
Persistent link: https://www.econbiz.de/10012373148
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->