//--> //--> //--> //-->
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:"World"
~person:"Cai, Jun"
~person:"Stoja, Evarist"
~subject:"Kapitaleinkommen"
~type:"article"
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
World
Kapitaleinkommen
Risikomanagement
15
Risk management
15
Risikomaß
14
Risk measure
14
Risk
12
Theorie
8
Theory
8
Portfolio selection
5
Portfolio-Management
5
Statistical distribution
5
Statistische Verteilung
5
Ausreißer
4
Measurement
4
Messung
4
Outliers
4
Reinsurance
4
Rückversicherung
4
Börsenkurs
3
Capital income
3
Multidimensional value at risk
3
Risikoprämie
3
Risk premium
3
Share price
3
Bank risk
2
Bankrisiko
2
Credit risk
2
Dependence in risk
2
Financial services
2
Finanzdienstleistung
2
Forecasting model
2
Kreditrisiko
2
Multidimensional risk
2
Multivariate Analyse
2
Multivariate analysis
2
Optimal reinsurance
2
Prognoseverfahren
2
Risikomodell
2
Risk factors
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
Book / Working Paper
19
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Cai, Jun
Stoja, Evarist
Wang, Ruodu
16
Fabozzi, Frank J.
10
Mao, Tiantian
10
McAleer, Michael
9
Hammoudeh, Shawkat
8
Righi, Marcelo Brutti
8
Sherris, Michael
8
Guillén, Montserrat
7
Li, Johnny Siu-Hang
7
Qazi, Abroon
7
Balbás de la Corte, Alejandro
6
Bhansali, Vineer
6
Kakushadze, Zura
6
Li, Jianping
6
Rüschendorf, Ludger
6
Tan, Ken Seng
6
Van Vuuren, Gary
6
Boonen, Tim J.
5
Broll, Udo
5
Chen, Zhiping
5
Cossette, Hélène
5
Embrechts, Paul
5
Furman, Edward
5
Ghadge, Abhijeet
5
Ji, Qiang
5
Karmakar, Madhusudan
5
Kumar, Dilip
5
Mirakhor, Abbas
5
Mitra, Sovan
5
Polanski, Arnold
5
Puccetti, Giovanni
5
Quigley, John
5
Rashid, Abdul
5
Rosazza Gianin, Emanuela
5
Ríos Insua, David
5
Turvey, Calum Greig
5
Yang, Fan
5
Zhu, Xiaoqian
5
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
3
International journal of forecasting
2
Journal of international financial markets, institutions & money
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Energy economics
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of international money and finance
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
2
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:
3
Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure
Cai, Jun
;
Wang, Ying
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 329-349
Persistent link: https://www.econbiz.de/10012622397
Saved in:
4
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
5
Oil stocks, risk factors, and tail behavior
Lian, Ziying
;
Cai, Jun
;
Webb, Robert I.
- In:
Energy economics
91
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012518738
Saved in:
6
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
7
Systematic extreme downside risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
Saved in:
8
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
Saved in:
9
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
10
Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of international money and finance
44
(
2014
),
pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->