//--> //--> //--> //-->
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
~isPartOf:"Applied economics letters"
~subject:"Portfolio selection"
~subject:"Welt"
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:"Expected Shortfall"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Welt
Risikomaß
31
Risk measure
31
Theorie
14
Theory
14
Portfolio-Management
9
Risikomanagement
8
Risk management
8
ARCH model
7
ARCH-Modell
7
Forecasting model
7
Prognoseverfahren
7
Risiko
7
Risk
7
Systemic risk
7
Systemrisiko
7
Measurement
6
Messung
6
Financial crisis
5
Finanzkrise
5
Statistical distribution
5
Statistische Verteilung
5
Bank failure
4
Bankinsolvenz
4
China
4
Estimation
4
Schätzung
4
systemic risk
4
value at risk
4
value-at-risk
4
Ausreißer
3
Bank
3
Börsenkurs
3
Europa
3
Europe
3
Financial market
3
Finanzmarkt
3
Multivariate Verteilung
3
Multivariate distribution
3
Outliers
3
more ...
less ...
Online availability
All
Undetermined
7
Free
1
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Almudhaf, Fahad
1
Ardia, David
1
Chen, Shan
1
Choe, Geon Ho
1
Choi, So Eun
1
Hoogerheide, Lennart F.
1
Hsu Ku, Yuan-Hung
1
Huang, Chuangxia
1
Huo, Yanli
1
Jang, Hyun Jin
1
Ku, Hyejin
1
Lai, Catherine C.
1
Lepetit, Lætitia
1
Li, Matthew C.
1
Liu, Zhifeng
1
Popova, Ivilina
1
Shiina, Takayuki
1
Strobel, Frank
1
Terraza, Virginie
1
Toque, Carole
1
Tran Thu Ha
1
Wang, Jai Jen
1
Wu, Chongfeng
1
Xiao, Ling
1
Xu, Chunhui
1
Yang, Xiaoguang
1
Yang, Xin
1
Yau, Jot
1
Zhang, Dewei
1
Zhang, Hai
1
Zhou, Chunyang
1
more ...
less ...
Published in...
All
Applied economics letters
Insurance / Mathematics & economics
105
Journal of banking & finance
87
European journal of operational research : EJOR
60
Journal of risk
57
Risks : open access journal
47
Finance research letters
45
Economic modelling
40
International review of financial analysis
38
Quantitative finance
34
The North American journal of economics and finance : a journal of financial economics studies
34
Energy economics
30
Discussion paper / Tinbergen Institute
27
Journal of risk and financial management : JRFM
27
Applied economics
22
International journal of theoretical and applied finance
22
The journal of risk model validation
21
Computational economics
20
International review of economics & finance : IREF
20
Journal of economic dynamics & control
20
The European journal of finance
20
Journal of empirical finance
19
Research paper series / Swiss Finance Institute
19
Journal of international financial markets, institutions & money
18
Research in international business and finance
18
Finance and stochastics
17
Journal of risk management in financial institutions
17
Econometric Institute research papers
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Operations research
16
The journal of asset management
16
International journal of forecasting
13
Journal of econometrics
13
Pacific-Basin finance journal
13
Scandinavian actuarial journal
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
12
The journal of credit risk : published quarterly by Incisive Media
12
Working paper
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Did COVID-19 increase equity market risk exposure? : evidence from China, the UK, and the US
Li, Matthew C.
;
Lai, Catherine C.
;
Xiao, Ling
- In:
Applied economics letters
29
(
2022
)
6
,
pp. 567-571
Persistent link: https://www.econbiz.de/10012873353
Saved in:
2
Computing optimal portfolios of multi-assets with tail risk : the case of bitcoin
Popova, Ivilina
;
Yau, Jot
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1618-1626
Persistent link: https://www.econbiz.de/10014304579
Saved in:
3
Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
Saved in:
4
Systemically important financial institutions in China : from view of tail risk spillover network
Yang, Xin
;
Chen, Shan
;
Liu, Zhifeng
;
Yang, Xiaoguang
; …
- In:
Applied economics letters
29
(
2022
)
19
,
pp. 1833-1839
Persistent link: https://www.econbiz.de/10013412314
Saved in:
5
Backtesting
expected
shortfall
: evidence from European securitized real estate
Almudhaf, Fahad
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 176-182
Persistent link: https://www.econbiz.de/10011853830
Saved in:
6
An alternative Z-score measure for downside bank insolvency risk
Lepetit, Lætitia
;
Strobel, Frank
;
Tran Thu Ha
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 137-142
Persistent link: https://www.econbiz.de/10012415101
Saved in:
7
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
Saved in:
8
Option valuation with liquidity risk and jumps
Zhang, Hai
;
Ku, Hyejin
- In:
Applied economics letters
25
(
2018
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
Saved in:
9
Histogram-valued data on value at risk measures : a symbolic approach for risk attribution
Toque, Carole
;
Terraza, Virginie
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1243-1251
Persistent link: https://www.econbiz.de/10010465633
Saved in:
10
Worldwide equity risk prediction
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1333-1339
Persistent link: https://www.econbiz.de/10010202894
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->