//--> //--> //--> //-->
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:"Risk measure"
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:"Meßverfahren"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Measurement
32
Messung
32
Theorie
16
Theory
16
Risiko
15
Risk
15
Risikomaß
14
Portfolio selection
11
Portfolio-Management
11
Risikomanagement
7
Risk management
7
Financial crisis
6
Finanzkrise
6
Systemic risk
6
Systemrisiko
6
Capital income
5
Kapitaleinkommen
5
Volatility
5
Volatilität
5
Bank risk
4
Bankrisiko
4
Estimation
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Credit risk
3
Financial services
3
Finanzdienstleistung
3
Kreditrisiko
3
Share price
3
Statistical distribution
3
Statistische Verteilung
3
Virtual currency
3
Virtuelle Währung
3
Basel Accord
2
Basler Akkord
2
Bias
2
CAPM
2
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Ardakani, Omid M.
1
Aw, Grace
1
Baviera, Roberto
1
Bodnar, Taras
1
Borenstein, Denis
1
Chen, Qihao
1
Gavronski, Pedro Gerhardt
1
González, Oliver
1
Huang, Guanglin
1
Huang, Wenli
1
Huang, Zhuo
1
Keddad, Benjamin
1
Kleinow, Jacob
1
Li, Xiping
1
Liang, Fang
1
Majumder, Debasish
1
Malone, Chris B.
1
Moreira, Fernando
1
Parolya, Nestor
1
Righi, Marcelo Brutti
1
Smith, David
1
Strobl, Sascha
1
Sun, Yufei
1
Teo, Kok Lay
1
Thorsén, Erik
1
Tripe, David
1
Vähämaa, Sami
1
Wang, Peiwen
1
Wang, Qiyu
1
Wang, Xiangyu
1
Wu, Xin
1
Wu, Xinyu
1
Xia, Michelle
1
Zhang, Chao
1
Zhang, Huanming
1
Zhu, Yanjian
1
Ziegelmann, Flavio A.
1
more ...
less ...
Published in...
All
Finance research letters
Insurance / Mathematics & economics
104
European journal of operational research : EJOR
28
Risks : open access journal
28
Journal of risk
25
Journal of banking & finance
21
Mathematics of operations research
19
Finance and stochastics
17
Mathematics and financial economics
17
Quantitative finance
15
International journal of theoretical and applied finance
14
Scandinavian actuarial journal
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of risk model validation
10
International review of financial analysis
9
Operations research
9
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Operations research letters
8
Research paper series / Swiss Finance Institute
8
ASTIN bulletin : the journal of the International Actuarial Association
7
Computational economics
7
Journal of financial econometrics
7
Journal of risk and financial management : JRFM
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
The journal of operational risk
7
Applied economics letters
6
Astin bulletin : the journal of the International Actuarial Association
6
International review of economics & finance : IREF
6
Risk measures for the 21st century
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
Applied economics
5
Applied mathematical finance
5
Journal of forecasting
5
Journal of mathematical finance
5
Computational management science
4
Economic modelling
4
INFORMS journal on computing : JOC
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic dynamics & control
4
Journal of mathematical economics
4
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
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
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:
7
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:
8
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:
9
Forecasting VaR using realized EGARCH model with skewness and kurtosis
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430736
Saved in:
10
Measuring systemic risk contribution : the leave-one-out z-score method
Li, Xiping
;
Tripe, David
;
Malone, Chris B.
;
Smith, David
- In:
Finance research letters
36
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012483393
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->