//--> //--> //--> //-->
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:"European journal of operational research : EJOR"
~isPartOf:"Journal of risk"
~subject:"Credit 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:"Value at risk"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Risikomaß
231
Risk measure
231
Theorie
125
Theory
125
Portfolio selection
115
Portfolio-Management
115
Risiko
78
Risikomanagement
78
Risk
78
Risk management
78
Measurement
53
Messung
53
Mathematical programming
32
Mathematische Optimierung
32
Stochastic process
31
Stochastischer Prozess
31
Estimation theory
27
Schätztheorie
27
Statistical distribution
27
Statistische Verteilung
27
ARCH model
25
ARCH-Modell
25
Estimation
25
Schätzung
25
Kreditrisiko
19
Forecasting model
17
Prognoseverfahren
17
Volatility
17
Volatilität
17
value-at-risk (VaR)
17
Bank risk
15
Bankrisiko
15
Simulation
15
Basel Accord
14
Basler Akkord
14
Financial services
14
Finanzdienstleistung
14
Capital income
13
Experiment
13
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Allen, David E.
1
Baule, Rainer
1
Bertagna, Andrea
1
Boeve, Rolf
1
Breton, Michèle
1
Choudhry, Taufiq
1
Deliu, Dragos
1
Drenovak, Mikica
1
Fermanian, Jean-David
1
Florentin, Clément
1
Gabrysch, Janet
1
Gabrysch, Sandra
1
Grundke, Peter
1
Hesse, Frederik
1
Hurlin, Christophe
1
Irresberger, Felix
1
Ivanković, Miloš
1
Jelic, Ranko
1
Kolman, Marek
1
Lee, Yong Woong
1
Leymarie, Jérémy
1
Li, Phillip
1
Lopez, Luca
1
Lütkebohmert-Holtz, Eva
1
Maciag, Jakob
1
Marzouk, Oussama
1
Mues, Christophe
1
Muromachi, Yukio
1
Nassigh, Aldo
1
Okhrati, Ramin
1
Patin, Antoine
1
Pedescu, Mirela
1
Pfingsten, Andreas
1
Pioppi, Michele
1
Powell, R. J.
1
Ranković, Vladimir
1
Reffel, Fabian
1
Rösch, Daniel
1
Schaller, Peter
1
Scheule, Harald
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Journal of risk
Journal of banking & finance
22
The journal of credit risk : published quarterly by Incisive Media
19
Journal of risk management in financial institutions
11
Risks : open access journal
11
The journal of risk model validation
11
Discussion paper / Tinbergen Institute
8
Insurance / Mathematics & economics
8
Journal of financial services research : JFSR
8
Discussion paper / Deutsche Bundesbank
7
Journal of international financial markets, institutions & money
7
School of Accounting, Finance and Economics & FEMARC working paper series
7
Economic modelling
6
International journal of theoretical and applied finance
6
Research paper series / Swiss Finance Institute
6
Discussion paper
5
Dresdner Beiträge zu quantitativen Verfahren
5
Finance research letters
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of structured finance
5
Wiley finance series
5
Bundesbank Series 2 Discussion Paper
4
International journal of economics and financial issues : IJEFI
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Sveriges Riksbank working paper series
4
BIS working papers
3
Computational economics
3
European financial management : the journal of the European Financial Management Association
3
Finance and stochastics
3
HKIMR Working Paper
3
HKIMR working paper
3
International journal of forecasting
3
International review of financial analysis
3
Journal of financial regulation and compliance : an international journal
3
Journal of financial stability
3
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
3
Springer eBook Collection
3
SpringerLink / Bücher
3
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
Saved in:
2
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
3
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
4
An internal default risk model : simulation of default times and recovery rates within the new fundamental review of the trading book framework
Bertagna, Andrea
;
Deliu, Dragos
;
Lopez, Luca
;
Nassigh, Aldo
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10013177133
Saved in:
5
Sharp asymptotics for large portfolio losses under extreme risks
Tang, Qihe
;
Tang, Zhaofeng
;
Yang, Yang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 710-722
Persistent link: https://www.econbiz.de/10012003644
Saved in:
6
Counterparty risk : credit valuation adjustment variability and value-at-risk
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012059879
Saved in:
7
Liquidity tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
8
Loss functions for Loss Given Default model comparison
Hurlin, Christophe
;
Leymarie, Jérémy
;
Patin, Antoine
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 348-360
Persistent link: https://www.econbiz.de/10011813102
Saved in:
9
Multifactor granularity adjustments for market and counterparty risks
Fermanian, Jean-David
;
Florentin, Clément
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011962402
Saved in:
10
Initial margin with risky collateral
Shi, Ming
;
Yu, Xinxin
;
Zhang, Ke
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 49-68
Persistent link: https://www.econbiz.de/10011847469
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->