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~language:"eng"
~subject:"Measurement"
~subject:"Risk"
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Search: subject_exact:"Expected tail loss"
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Measurement
Risk
Risikomaß
2,183
Risk measure
2,183
Theorie
1,102
Theory
1,102
Portfolio selection
932
Portfolio-Management
932
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850
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757
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756
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438
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410
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408
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405
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405
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380
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379
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370
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370
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323
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309
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215
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200
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Righi, Marcelo Brutti
17
Wang, Ruodu
17
Mao, Tiantian
9
Müller, Fernanda Maria
9
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8
Cai, Jun
8
Boonen, Tim J.
7
Furman, Edward
7
Pichler, Alois
7
Rosazza Gianin, Emanuela
7
Kürsten, Wolfgang
6
Liu, Haiyan
6
Chen, Yanhong
5
Cheung, Ka Chun
5
Feinstein, Zachary
5
Landsman, Zinoviy
5
Long, Huaigang
5
Munari, Cosimo-Andrea
5
Peng, Liang
5
Rudloff, Birgit
5
Rüschendorf, Ludger
5
Su, Jianxi
5
Vasileiou, Evangelos
5
Xu, Huifu
5
Zhang, Yiying
5
Almeida, Caio
4
Ardison, Kym
4
Asimit, Alexandru V.
4
Bellini, Fabio
4
Bäuerle, Nicole
4
Centrone, Francesca
4
Chaudhry, Sajid M.
4
Chiang, Thomas C.
4
Denuit, Michel
4
Gao, Niushan
4
Garcia, René
4
Ghossoub, Mario
4
Grundke, Peter
4
Hoga, Yannick
4
Hu, Taizhong
4
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Insurance / Mathematics & economics
90
European journal of operational research : EJOR
43
Finance research letters
42
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30
Journal of risk
26
Quantitative finance
24
International review of financial analysis
18
Scandinavian actuarial journal
18
International review of economics & finance : IREF
17
Mathematics of operations research
17
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16
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15
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15
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15
Finance and stochastics
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Mathematics and financial economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of theoretical and applied finance
12
Pacific-Basin finance journal
12
Computational economics
11
Journal of financial econometrics
11
The journal of risk model validation
10
Journal of empirical finance
9
Journal of international financial markets, institutions & money
9
International journal of forecasting
8
Journal of mathematical finance
8
Applied economics letters
7
Astin bulletin : the journal of the International Actuarial Association
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Operations research letters
7
Research in international business and finance
7
Risks : open access journal
7
The European journal of finance
7
The journal of operational risk
7
ASTIN bulletin : the journal of the International Actuarial Association
6
Discussion papers / CEPR
6
Journal of financial economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
IMA journal of management mathematics
5
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ECONIS (ZBW)
970
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1
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10
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970
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1
The determinants of systemic risk contagion
Sencer Atasoy, Burak
;
Ozkan, Ibrahim
;
Erden, Lütfi
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451156
Saved in:
2
Bank-specific factors, market conditions and the riskiness of Islamic and conventional banks : evidence from recent quantile approaches
Aydemir, Resul
;
Atan, Huzeyfe Zahit
;
Güloğlu, Bülent
- In:
International journal of Islamic and Middle Eastern …
17
(
2024
)
1
,
pp. 16-44
Persistent link: https://www.econbiz.de/10014478178
Saved in:
3
Risk contagion of NFT : a time-frequency risk spillover perspective in the Carbon-NFT-Stock system
Liu, Jiatong
;
Zhu, You
;
Wang, Gang-Jin
;
Chi, Xie
;
Wang, …
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445243
Saved in:
4
Measuring systemic risk contribution : a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
Saved in:
5
Index policy for multiarmed bandit problem with dynamic risk measures
Malekipirbazari, Milad
;
Çavuş, Özlem
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 627-640
Persistent link: https://www.econbiz.de/10014456308
Saved in:
6
A simulation-based method for estimating systemic risk measures
Ye, Wuyi
;
Zhou, Yi
;
Chen, Pengzhan
;
Wu, Bin
- In:
European journal of operational research : EJOR
313
(
2024
)
1
,
pp. 312-324
Persistent link: https://www.econbiz.de/10014456563
Saved in:
7
Systemic risk : the impact of COVID-19 on the dual banking system in Indonesia
Nugroho, Muh. Rudi
;
Kurnia, Akhmad Syakir
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 83-92)
.
2024
Persistent link: https://www.econbiz.de/10014458483
Saved in:
8
The Piggy Bank Index : an intuitive risk measure to assess liquidity and capital adequacy in banks
González, Oliver
;
Keddad, Benjamin
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490272
Saved in:
9
How useful are energy-related uncertainty for oil price volatility forecasting?
Zhang, Xiaoyun
;
Guo, Qiang
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490433
Saved in:
10
Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios
Tsai, Jeffrey Tzuhao
;
Lo, Chien-Ling
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491177
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