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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Econometric Institute research papers"
~subject:"Basel Accord"
~subject:"Estimation"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Basel Accord
Estimation
Measurement
Risikomaß
52
Risk measure
52
Theorie
23
Theory
23
Portfolio selection
20
Portfolio-Management
20
Basler Akkord
17
Statistical distribution
13
Statistische Verteilung
13
Forecasting model
12
Prognoseverfahren
12
Risiko
11
Risikomanagement
11
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11
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7
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7
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6
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6
Ausreißer
5
Bank risk
5
Bankrisiko
5
Outliers
5
risk measures
5
Multivariate Analyse
4
Multivariate analysis
4
Reinsurance
4
Rückversicherung
4
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4
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20
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English
28
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McAleer, Michael
20
Pérez Amaral, Teodosio
11
Jiménez-Martín, Juan-Ángel
9
Chang, Chia-Lin
7
Allen, David E.
3
Asai, Manabu
2
Jimenez-Martin, Juan-Angel
2
Maasoumi, Esfandiar
2
Powell, Robert
2
Singh, Abhay Kumar
2
Tansuchat, Roengchai
2
Afonso, Lourdes B.
1
Boonen, Tim J.
1
Caporin, Massimiliano
1
Casarin, Roberto
1
Chan, Felix
1
Da Veiga, Bernardo
1
Feng, Runhuan
1
Floryszczak, A.
1
Furman, Edward
1
Hürlimann, Werner
1
Lévy Véhel, Jacques
1
Majri, M.
1
Medeiros, Marcelo C.
1
Privault, Nicolas
1
Real, Pedro Corte
1
Robert, Christian Yann
1
Santos, Paulo Araújo
1
Su, Jianxi
1
Therond, Pierre-E.
1
Volkmer, Hans W.
1
Wei, Xiao
1
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Astin bulletin : the journal of the International Actuarial Association
Econometric Institute research papers
Insurance / Mathematics & economics
118
Journal of banking & finance
55
Journal of risk
52
Risks : open access journal
45
European journal of operational research : EJOR
34
Finance research letters
33
The North American journal of economics and finance : a journal of financial economics studies
26
Quantitative finance
24
Applied economics
23
Discussion paper / Tinbergen Institute
23
Economic modelling
23
International review of financial analysis
23
The journal of risk model validation
23
International journal of theoretical and applied finance
21
Journal of econometrics
19
Mathematics of operations research
19
Mathematics and financial economics
18
Finance and stochastics
17
The journal of operational risk
17
Energy economics
16
International journal of forecasting
16
International review of economics & finance : IREF
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Research paper series / Swiss Finance Institute
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of risk and financial management : JRFM
15
Working paper
15
Journal of empirical finance
14
Journal of forecasting
14
Journal of risk management in financial institutions
14
Working papers
14
Journal of financial econometrics
13
Journal of international financial markets, institutions & money
13
Computational economics
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Operations research
12
Scandinavian actuarial journal
12
Journal of economic dynamics & control
11
Journal of mathematical finance
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ECONIS (ZBW)
28
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1
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
Saved in:
2
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
3
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
4
A conditional equity risk model for regulatory assessment
Floryszczak, A.
;
Lévy Véhel, Jacques
;
Majri, M.
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
1
,
pp. 217-242
Persistent link: https://www.econbiz.de/10012105450
Saved in:
5
Fast computation of risk measures for variable annuities with additional earnings by conditional moment matching
Privault, Nicolas
;
Wei, Xiao
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 171-196
Persistent link: https://www.econbiz.de/10011875595
Saved in:
6
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
7
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010354388
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
9
Has the Basel Accord improved risk management during the Global Financial Crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
-
Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666
Saved in:
10
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
Persistent link: https://www.econbiz.de/10010360674
Saved in:
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