//--> //--> //--> //-->
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:"Finance research letters"
~subject:"Ausreißer"
~subject:"Credit risk"
~subject:"Measurement"
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:"LPM (Lower Partial Moments)"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Ausreißer
Credit risk
Measurement
Risikomaß
93
Risk measure
93
Portfolio selection
39
Portfolio-Management
39
Risiko
36
Risk
36
Theorie
31
Theory
31
Volatility
28
Volatilität
28
Risikomanagement
26
Risk management
26
ARCH model
22
ARCH-Modell
22
Forecasting model
22
Prognoseverfahren
22
Capital income
20
Estimation
20
Kapitaleinkommen
20
Schätzung
20
Systemic risk
16
Systemrisiko
16
Financial crisis
15
Finanzkrise
15
Messung
14
Virtual currency
14
Virtuelle Währung
14
Statistical distribution
13
Statistische Verteilung
13
Spillover effect
11
Spillover-Effekt
11
China
9
Value-at-risk
9
Welt
9
World
9
Aktienmarkt
8
Bitcoin
8
Estimation theory
8
Schätztheorie
8
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Zhu, Yanjian
2
Ardakani, Omid M.
1
Aw, Grace
1
Bakoush, Mohamed
1
Baviera, Roberto
1
Belbachir, Mohammadine
1
Belhajjam, Abdellah
1
Bodnar, Taras
1
Borenstein, Denis
1
Boudreault, Mathieu
1
Chen, Qihao
1
Chen, Yu
1
Cho, Yongbok
1
Cotter, John
1
De Luca, Giovanni
1
Dowd, Kevin
1
El Ouardirhi, Saad
1
Gao, Yu
1
Gauthier, Geneviève
1
Gavronski, Pedro Gerhardt
1
Gerding, Enrico H.
1
González, Oliver
1
Guégan, Dominique
1
Huang, Guanglin
1
Huang, Wenli
1
Huang, Zhuo
1
Jiang, Yuexiang
1
Keddad, Benjamin
1
Kleinow, Jacob
1
Lee, Yong Woong
1
Li, Xiping
1
Liang, Fang
1
Long, Huaigang
1
Louro, Rui
1
Majumder, Debasish
1
Malone, Chris B.
1
Moreira, Fernando
1
Parolya, Nestor
1
Righi, Marcelo Brutti
1
Rivieccio, Giorgia
1
more ...
less ...
Published in...
All
Finance research letters
Insurance / Mathematics & economics
122
Journal of banking & finance
52
Risks : open access journal
47
Journal of risk
40
European journal of operational research : EJOR
36
International journal of theoretical and applied finance
21
Quantitative finance
20
The journal of credit risk : published quarterly by Incisive Media
20
The journal of risk model validation
20
Mathematics of operations research
19
Finance and stochastics
18
Discussion paper / Tinbergen Institute
17
Economic modelling
17
Mathematics and financial economics
17
The journal of operational risk
17
Applied economics
16
International review of financial analysis
16
Journal of risk management in financial institutions
16
The North American journal of economics and finance : a journal of financial economics studies
15
Scandinavian actuarial journal
14
Journal of international financial markets, institutions & money
13
Journal of risk and financial management : JRFM
12
Research paper series / Swiss Finance Institute
12
Computational economics
11
International journal of forecasting
11
Journal of financial econometrics
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The European journal of finance
11
Applied economics letters
10
Energy economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of empirical finance
10
Journal of financial services research : JFSR
10
Journal of mathematical finance
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Operations research
10
Astin bulletin : the journal of the International Actuarial Association
9
International review of economics & finance : IREF
9
ASTIN bulletin : the journal of the International Actuarial Association
8
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Measuring systemic risk contribution : a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
Saved in:
2
The Piggy Bank Index : an intuitive risk measure to assess liquidity and capital adequacy in banks
González, Oliver
;
Keddad, Benjamin
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490272
Saved in:
3
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
4
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
5
Subjectivity in conventional tail measures : an exploratory model with "risks & biases"
Majumder, Debasish
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473436
Saved in:
6
Network effects on risk co-movements : a network quantile autoregression-based analysis
Chen, Yu
;
Gao, Yu
;
Shu, Lei
;
Zhu, Xiaonan
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473650
Saved in:
7
Coherent measure of portfolio risk
Ardakani, Omid M.
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014525068
Saved in:
8
The measure of model risk in credit capital requirements
Baviera, Roberto
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494868
Saved in:
9
Asymmetric asset correlation in credit portfolios
Cho, Yongbok
;
Lee, Yong Woong
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478636
Saved in:
10
Measuring systemic risk via GAS models and extreme value theory : revisiting the 2007 financial crisis
Gavronski, Pedro Gerhardt
;
Ziegelmann, Flavio A.
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012490211
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->