//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Operations research"
~subject:"Prognoseverfahren"
~subject:"Risk"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Risk
Risikomaß
278
Risk measure
278
Theorie
140
Theory
140
Portfolio selection
125
Portfolio-Management
125
Risikomanagement
85
Risk management
85
Risiko
83
Statistical distribution
46
Statistische Verteilung
46
ARCH model
45
ARCH-Modell
45
Estimation
44
Schätzung
44
Volatility
37
Volatilität
37
Financial crisis
34
Finanzkrise
34
Measurement
34
Messung
34
Systemic risk
31
Credit risk
29
Kreditrisiko
29
Systemrisiko
27
Basel Accord
24
Basler Akkord
24
Bank risk
23
Bankrisiko
23
Value-at-Risk
22
Welt
22
World
22
Capital income
21
Forecasting model
21
Kapitaleinkommen
21
Multivariate Verteilung
21
Multivariate distribution
21
Ausreißer
19
more ...
less ...
Online availability
All
Undetermined
68
Type of publication
All
Article
102
Type of publication (narrower categories)
All
Article in journal
102
Aufsatz in Zeitschrift
102
Language
All
English
102
Author
All
Wang, Ruodu
4
Brandtner, Mario
3
Daníelsson, Jón
3
Embrechts, Paul
3
Weiß, Gregor
3
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
Delage, Erick
2
McNeil, Alexander J.
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Rösch, Daniel
2
Wied, Dominik
2
Ziggel, Daniel
2
Abbas, Qaisar
1
Ali Shah, Syed Zulfiqar
1
Alles, Lakshman
1
An, Yunbi
1
Anand, Abhinav
1
Atamtürk, Alper
1
Ayub, Usman
1
Banulescu, Georgiana-Denisa
1
Bellini, Fabio
1
Ben Ameur, Hachmi
1
Berens, Tobias
1
Berger, Theo
1
Boucher, Christophe
1
Braekers, Roel
1
Broadie, Mark
1
Brownlees, Christian
1
Busetti, Fabio
1
Caivano, Michele
1
Cao, Yufei
1
Castagnoli, Erio
1
Cattelan, Giacomo
1
Chabot, Ben
1
Cheffou, Abdoulkarim Idi
1
Chen, Jingnan
1
Chen, Lu
1
more ...
less ...
Published in...
All
Economic modelling
Journal of banking & finance
Operations research
Insurance / Mathematics & economics
126
Finance research letters
61
European journal of operational research : EJOR
60
Risks : open access journal
60
International journal of forecasting
49
Quantitative finance
38
Journal of risk
37
Journal of forecasting
33
International review of financial analysis
32
Discussion paper / Tinbergen Institute
28
Energy economics
28
Journal of empirical finance
25
International review of economics & finance : IREF
23
The North American journal of economics and finance : a journal of financial economics studies
23
The journal of risk model validation
23
Applied economics
22
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Mathematics of operations research
21
Computational economics
20
Journal of risk and financial management : JRFM
19
Scandinavian actuarial journal
19
International journal of theoretical and applied finance
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of financial econometrics
17
Mathematics and financial economics
17
Research paper series / Swiss Finance Institute
16
The European journal of finance
16
Journal of economic dynamics & control
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Pacific-Basin finance journal
15
Journal of mathematical finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied economics letters
13
Journal of econometrics
13
Working paper
13
Working papers
13
more ...
less ...
Source
All
ECONIS (ZBW)
102
Showing
1
-
10
of
102
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Technical note: risk-averse regret minimization in multistage stochastic programs
Poursoltani, Mehran
;
Delage, Erick
;
Georghiou, Angelos
- In:
Operations research
72
(
2024
)
4
,
pp. 1727-1738
Persistent link: https://www.econbiz.de/10015045703
Saved in:
3
What drives the tail risk effect in the Chinese stock market?
Sun, Kaisi
;
Wang, Hui
;
Zhu, Yifeng
- In:
Economic modelling
132
(
2024
)
Persistent link: https://www.econbiz.de/10014547938
Saved in:
4
Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan
;
Li, Yuhan
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
Saved in:
5
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
6
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
7
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
8
Optimal leveraged portfolio selection under quasi-elastic market impact
Edirisinghe, Chanaka
;
Chen, Jingnan
;
Jeong, Jaehwan
- In:
Operations research
71
(
2023
)
5
,
pp. 1558-1576
Persistent link: https://www.econbiz.de/10014393151
Saved in:
9
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
10
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->