//--> //--> //--> //-->
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:"Computational economics"
~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
~subject:"Theorie"
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 measure"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Theorie
Risikomaß
219
Risk measure
219
Theory
103
Portfolio selection
95
Portfolio-Management
95
Risikomanagement
62
Risk management
62
Risk
56
Risiko
55
Statistical distribution
39
Statistische Verteilung
39
Estimation
31
ARCH model
30
ARCH-Modell
30
Schätzung
30
Volatility
29
Volatilität
29
Measurement
28
Messung
28
Credit risk
25
Kreditrisiko
25
Financial crisis
24
Finanzkrise
24
Forecasting model
22
Systemic risk
22
Basel Accord
19
Basler Akkord
19
Capital income
19
Kapitaleinkommen
19
Systemrisiko
19
Bank risk
18
Bankrisiko
18
Expected shortfall
18
Financial services
16
Finanzdienstleistung
16
Multivariate Verteilung
16
Multivariate distribution
16
Welt
16
more ...
less ...
Online availability
All
Undetermined
53
Type of publication
All
Article
112
Type of publication (narrower categories)
All
Article in journal
112
Aufsatz in Zeitschrift
112
Language
All
English
112
Author
All
Brandtner, Mario
3
Daníelsson, Jón
3
Dias, Alexandra
3
Weiß, Gregor
3
Acerbi, Carlo
2
Armstrong, John
2
Bernard, Carole
2
Brigo, Damiano
2
Campbell, Rachel
2
Cui, Xueting
2
Huisman, Ronald
2
Koedijk, Kees
2
McNeil, Alexander J.
2
Moura, Guilherme Valle
2
Müller, Fernanda Maria
2
Puccetti, Giovanni
2
Righi, Marcelo Brutti
2
Santos, André A. P.
2
Tasche, Dirk
2
Wang, Ruodu
2
Wied, Dominik
2
Zhu, Shushang
2
Ziggel, Daniel
2
Afuecheta, Emmanuel
1
Alcock, Jamie
1
Alexander, Carol
1
Allen, Linda
1
Anand, Abhinav
1
Aramonte, Sirio
1
Asai, Manabu
1
Avdoulas, Christos
1
Bali, Turan G.
1
Ballini, Rosangela
1
Banulescu, Georgiana-Denisa
1
Barnhill, Theodore M.
1
Beaumont, Paul Michael
1
Bedendo, Mascia
1
Bekiros, Stelios
1
Bellini, Fabio
1
Berens, Tobias
1
more ...
less ...
Published in...
All
Computational economics
Journal of banking & finance
Insurance / Mathematics & economics
175
European journal of operational research : EJOR
89
Risks : open access journal
71
Finance research letters
48
International journal of forecasting
48
Journal of risk
45
Quantitative finance
40
Discussion paper / Tinbergen Institute
39
Economic modelling
39
Journal of empirical finance
39
International review of financial analysis
35
Journal of forecasting
35
International journal of theoretical and applied finance
28
Journal of risk and financial management : JRFM
28
The journal of risk model validation
27
Finance and stochastics
26
Scandinavian actuarial journal
26
Applied economics
24
Journal of econometrics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
SFB 649 discussion paper
24
Research paper series / Swiss Finance Institute
23
The European journal of finance
23
Journal of economic dynamics & control
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Energy economics
21
Mathematics and financial economics
21
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of credit risk : published quarterly by Incisive Media
21
Operations research letters
20
Applied economics letters
19
Astin bulletin : the journal of the International Actuarial Association
19
Mathematics of operations research
19
Operations research
19
SpringerLink / Bücher
19
Journal of risk management in financial institutions
18
Working papers
18
Journal of financial econometrics
17
more ...
less ...
Source
All
ECONIS (ZBW)
112
Showing
71
-
80
of
112
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
Nonlinear portfolio selection using approximate parametric Value-at-RiskOriginal
Cui, Xueting
;
Zhu, Shushang
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2124-2139
Persistent link: https://www.econbiz.de/10009742471
Saved in:
72
Limiting losses may be injurious to your wealth
Grauer, Robert R.
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5088-5100
Persistent link: https://www.econbiz.de/10010342790
Saved in:
73
Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems : a comparison with mean-variance analysis
Brandtner, Mario
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5526-5537
Persistent link: https://www.econbiz.de/10010343658
Saved in:
74
Market capitalization and Value-at-Risk
Dias, Alexandra
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5248-5260
Persistent link: https://www.econbiz.de/10010343742
Saved in:
75
Forecasting the return distribution using high-frequency volatility measures
Hua, Jian
;
Manzan, Sebastiano
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4381-4403
Persistent link: https://www.econbiz.de/10010247031
Saved in:
76
Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
Kellner, Ralf
;
Gatzert, Nadine
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4353-4367
Persistent link: https://www.econbiz.de/10010247034
Saved in:
77
Dynamic factor Value-at-Risk for large heteroskedastic portfolios
Aramonte, Sirio
;
Giudice Rodriguez, Marius del
;
Wu, Jason
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4299-4309
Persistent link: https://www.econbiz.de/10010247041
Saved in:
78
Systematic stress tests with entropic plausibility constraints
Breuer, Thomas
;
Csiszár, Imre
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1552-1559
Persistent link: https://www.econbiz.de/10009729051
Saved in:
79
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1437-1450
Persistent link: https://www.econbiz.de/10009729085
Saved in:
80
Systemic risk contributions : a credit portfolio approach
Puzanova, Natalia
;
Düllmann, Klaus
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1243-1257
Persistent link: https://www.econbiz.de/10009719795
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->