//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"SFB 649 Discussion Paper"
~isPartOf:"Scandinavian actuarial 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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
83
Risk measure
77
Theorie
63
Theory
52
Portfolio-Management
37
Portfolio selection
35
Risiko
34
Risk
34
Measurement
26
Messung
26
Risikomanagement
25
Risk management
24
Statistische Verteilung
19
Statistical distribution
16
Value at Risk
13
Stochastic process
12
Stochastischer Prozess
12
Value-at-Risk
12
value-at-risk
11
Reinsurance
9
Rückversicherung
9
Schätztheorie
9
expected shortfall
9
value at risk
9
Estimation theory
8
ARCH-Modell
6
Credit risk
6
Kreditrisiko
6
Multivariate Analyse
6
Option pricing theory
6
Optionspreistheorie
6
Probability theory
6
Volatilität
6
Wahrscheinlichkeitsrechnung
6
Zeitreihenanalyse
6
Ausreißer
5
Basel Accord
5
Basler Akkord
5
Börsenkurs
5
Outliers
5
more ...
less ...
Online availability
All
Undetermined
47
Free
32
Type of publication
All
Article
78
Book / Working Paper
29
Type of publication (narrower categories)
All
Article in journal
78
Aufsatz in Zeitschrift
78
Working Paper
27
Conference paper
1
Konferenzbeitrag
1
Language
All
English
107
Author
All
Härdle, Wolfgang Karl
15
Cheung, Ka Chun
5
Okhrin, Ostap
4
Boonen, Tim J.
3
Chen, Cathy Yi-Hsuan
3
Chen, Ying
3
Račev, Svetlozar T.
3
Schaumburg, Julia
3
Spokoiny, Vladimir
3
Wang, Weining
3
Borke, Lukas
2
Chao, Shih-Kang
2
Chen, Yanhong
2
D'Addona, Stefano
2
Dhaene, Jan
2
Fabozzi, Frank J.
2
Franke, Jürgen
2
Hautsch, Nikolaus
2
Hlávka, Zdeněk
2
Hu, Yijun
2
Härdle, Wolfgang
2
Mao, Tiantian
2
Marinelli, Carlo
2
Nasekin, Sergey
2
Overbeck, Ludger
2
Peng, Liang
2
Rosazza Gianin, Emanuela
2
Rudloff, Birgit
2
Rutkowski, Marek
2
Schienle, Melanie
2
Stahl, Gerhard
2
Tan, Ken Seng
2
Vanduffel, Steven
2
Yam, Sheung Chi Phillip
2
Zhang, Yiying
2
Ahn, Jae Youn
1
Amini, Hamed
1
Angelidis, Timotheos
1
Ané, Thierry
1
Ararat, Çağin
1
more ...
less ...
Institution
All
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
2
Published in...
All
International journal of theoretical and applied finance
SFB 649 Discussion Paper
Scandinavian actuarial journal
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
123
Finance research letters
115
European journal of operational research : EJOR
114
Risks : open access journal
108
Energy economics
75
International review of financial analysis
75
Economic modelling
72
The North American journal of economics and finance : a journal of financial economics studies
68
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
64
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
56
Applied economics
53
Journal of risk and financial management : JRFM
52
MPRA Paper
50
Journal of risk management in financial institutions
47
The journal of operational risk
47
Journal of forecasting
44
Journal of econometrics
42
International review of economics & finance : IREF
41
Computational economics
40
The European journal of finance
38
Research in international business and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of international financial markets, institutions & money
33
Applied economics letters
32
Working papers
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Working paper
31
Finance and stochastics
30
Pacific-Basin finance journal
30
Econometric Institute research papers
29
more ...
less ...
Source
All
ECONIS (ZBW)
78
EconStor
27
USB Cologne (business full texts)
2
Showing
1
-
10
of
107
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of correlation on (Range) Value-at-Risk
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 531-564
Persistent link: https://www.econbiz.de/10014383858
Saved in:
2
Some optimisation problems in insurance with a terminal distribution constraint
Colaneri, Katia
;
Eisenberg, Julia
;
Salterini, Benedetta
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10014383890
Saved in:
3
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, Hamza
;
Linders, Daniël
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 219-243
Persistent link: https://www.econbiz.de/10014336322
Saved in:
4
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
Saved in:
5
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
6
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
7
Two-step risk analysis in insurance ratemaking
Kang, Seul Ki
;
Peng, Liang
;
Golub, Andrew
- In:
Scandinavian actuarial journal
2021
(
2021
)
6
,
pp. 532-542
Persistent link: https://www.econbiz.de/10012588357
Saved in:
8
Bowley reinsurance with asymmetric information on the insurer's risk preferences
Boonen, Tim J.
;
Cheung, Ka Chun
;
Zhang, Yiying
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 623-644
Persistent link: https://www.econbiz.de/10012624638
Saved in:
9
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
10
Portfolio optimization with wealth-dependent risk constraints
Escobar, Marcos
;
Wahl, Markus
;
Zagst, Rudi
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 244-268
Persistent link: https://www.econbiz.de/10013370501
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...
//-->