//--> //--> //-->
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:"Risikomaß"
subject:"USA"
~accessRights:"restricted"
~person:"Karmakar, Madhusudan"
~person:"Liu, Fangda"
~subject:"Corporate governance"
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
Risikomaß
USA
Corporate governance
Risikomanagement
8
Risk management
8
Risk measure
8
Portfolio selection
4
Portfolio-Management
4
Theorie
4
Theory
4
Ausreißer
3
Outliers
3
Risiko
3
Risk
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Copula
2
Insurance
2
Kapitaleinkommen
2
Measurement
2
Messung
2
Multivariate Verteilung
2
Multivariate distribution
2
Reinsurance
2
Rückversicherung
2
VAR model
2
VAR-Modell
2
Versicherung
2
Volatility
2
Volatilität
2
value at risk
2
Aktienmarkt
1
Bank risk
1
Bankrisiko
1
Basel Accord
1
Basel III
1
Basler Akkord
1
Börsenkurs
1
CGARCH
1
CVaR
1
Conditional EVT
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Karmakar, Madhusudan
Liu, Fangda
Wang, Ruodu
14
Cai, Jun
7
Mao, Tiantian
7
Brajovic Bratanovic, Sonja
6
Embrechts, Paul
6
Hammoudeh, Shawkat
6
Li, Jianping
6
Al-Yahyaee, Khamis Hamed
5
Bernard, Carole
5
Boonen, Tim J.
5
Brandtner, Mario
5
Greuning, Hennie van
5
Härdle, Wolfgang
5
Kumar, Dilip
5
Mensi, Walid
5
Mitic, Peter
5
Righi, Marcelo Brutti
5
Rüschendorf, Ludger
5
Shahzad, Syed Jawad Hussain
5
Tan, Ken Seng
5
Zhu, Xiaoqian
5
Acharya, Viral V.
4
Andrieş, Alin Marius
4
Beasley, Mark S.
4
Bouri, Elie
4
Chaudhry, Sajid M.
4
Farkas, Walter
4
Guillén, Montserrat
4
Liu, Haiyan
4
Mora-Valencia, Andrés
4
Möbius, Christian
4
Naeem, Muhammad Abubakr
4
Pallenberg, Catherine
4
Tiwari, Aviral Kumar
4
Vanduffel, Steven
4
Wang, Gang-Jin
4
Wieczorek-Kosmala, Monika
4
Adrian, Tobias
3
more ...
less ...
Published in...
All
Mathematics of operations research
2
Astin bulletin : the journal of the International Actuarial Association
1
Insurance / Mathematics & economics
1
International journal of forecasting
1
International review of financial analysis
1
Review of financial economics : RFE
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are gold, USD, and Bitcoin hedge or safe haven against stock? : the implication for risk management
Sharma, Udayan
;
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
41
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014278639
Saved in:
2
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
3
Enhancing an insurer's expected value by reinsurance and external financing
Chi, Yichun
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 466-484
Persistent link: https://www.econbiz.de/10012793937
Saved in:
4
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
5
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
6
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
7
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International review of financial analysis
44
(
2016
),
pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
Saved in:
8
Optimal reinsurance from the perspectives of both an insurer and a reinsurer
Cai, Jun
;
Lemieux, Christiane
;
Liu, Fangda
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011670010
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->