//--> //--> //--> //-->
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:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Pacific-Basin finance journal"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
460
Risk measure
460
Theorie
280
Theory
280
Portfolio selection
211
Portfolio-Management
211
Risk
187
Risiko
186
Risikomanagement
160
Risk management
160
Measurement
130
Messung
130
Statistical distribution
116
Statistische Verteilung
116
Estimation
51
Schätzung
50
Capital income
45
Kapitaleinkommen
45
ARCH model
40
ARCH-Modell
40
Value-at-Risk
40
Multivariate Verteilung
38
Multivariate distribution
38
Ausreißer
35
Financial crisis
35
Finanzkrise
35
Outliers
35
Risikomodell
35
Risk model
35
Estimation theory
34
Schätztheorie
34
Systemic risk
34
Credit risk
33
Kreditrisiko
33
Volatility
32
Volatilität
32
Reinsurance
31
Rückversicherung
31
Systemrisiko
30
Bank risk
28
more ...
less ...
Online availability
All
Undetermined
237
Type of publication
All
Article
460
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
461
Aufsatz in Zeitschrift
461
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
461
Author
All
Wang, Ruodu
9
Cheung, Ka Chun
7
Furman, Edward
7
Mao, Tiantian
7
Tang, Qihe
7
Tan, Ken Seng
6
Asimit, Alexandru V.
5
Guillén, Montserrat
5
Hu, Taizhong
5
Landsman, Zinoviy
5
Weiß, Gregor
5
Bellini, Fabio
4
Boonen, Tim J.
4
Brandtner, Mario
4
Cai, Jun
4
Cossette, Hélène
4
Daníelsson, Jón
4
Eling, Martin
4
Puccetti, Giovanni
4
Pérignon, Christophe
4
Rosazza Gianin, Emanuela
4
Rüschendorf, Ludger
4
Sordo, Miguel A.
4
Su, Jianxi
4
Yang, Fan
4
Alexander, Gordon J.
3
Bali, Turan G.
3
Baptista, Alexandre M.
3
Beirlant, Jan
3
Bernard, Carole
3
Chi, Yichun
3
Dhaene, Jan
3
Dias, Alexandra
3
Fabozzi, Frank J.
3
Gatzert, Nadine
3
Guillou, Armelle
3
Hua, Lei
3
Ignatieva, Ekaterina
3
Kim, Joseph H. T.
3
Koch Medina, Pablo
3
more ...
less ...
Institution
All
Seminar on Statistical and Computational Problems in Risk Management: VaR and Beyond VaR <2001, Rom>
1
Università degli studi di Roma "La Sapienza"
1
Published in...
All
Insurance / Mathematics & economics
Journal of banking & finance
Journal of economic dynamics & control
Pacific-Basin finance journal
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
94
International review of financial analysis
72
Economic modelling
70
Energy economics
70
The North American journal of economics and finance : a journal of financial economics studies
68
Discussion paper / Tinbergen Institute
64
The journal of risk model validation
60
International journal of forecasting
56
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
MPRA Paper
50
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
The journal of operational risk
46
Journal of forecasting
44
Journal of econometrics
42
Computational economics
38
The European journal of finance
37
International review of economics & finance : IREF
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of international financial markets, institutions & money
33
Scandinavian actuarial journal
32
Working papers
32
Applied economics letters
31
Finance and stochastics
30
Econometric Institute research papers
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
SFB 649 Discussion Paper
29
more ...
less ...
Source
All
ECONIS (ZBW)
461
Showing
1
-
10
of
461
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
2
Assessing the difference between integrated quantiles and integrated cumulative distribution functions
Wei, Yunran
;
Zitikis, Ric̆ardas
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 163-172
Persistent link: https://www.econbiz.de/10014317143
Saved in:
3
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
Barczy, Mátyás
;
Nedényi, Fanni K.
;
Sütő, László
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 107-128
Persistent link: https://www.econbiz.de/10013534514
Saved in:
4
Nonparametric density estimation and risk quantification from tabulated sample moments
Lambert, Philippe
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 177-189
Persistent link: https://www.econbiz.de/10013534519
Saved in:
5
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
6
Forecasting VaRs via hybrid EVT with normal and non-normal filters : a comparative analysis from the Chinese stock market
Tong, Bin
;
Diao, Xundi
;
Li, Xiaoping
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491148
Saved in:
7
Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios
Tsai, Jeffrey Tzuhao
;
Lo, Chien-Ling
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491177
Saved in:
8
Does systemic risk affect fund managers' tail risk-taking?
Xuan, Quansheng
;
Li, Zhiyong
;
Zhao, Tianyu
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014491185
Saved in:
9
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
10
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
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...
//-->