//--> //--> //--> //-->
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"
~subject:"Messung"
~type:"article"
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
Messung
Risikomaß
46
Risk measure
46
Theorie
27
Theory
27
Portfolio selection
22
Portfolio-Management
22
Risiko
16
Risk
16
Risikomanagement
15
Risk management
15
Measurement
14
Stochastic process
11
Stochastischer Prozess
11
Credit risk
6
Kreditrisiko
6
Option pricing theory
6
Optionspreistheorie
6
Estimation theory
5
Schätztheorie
5
Statistical distribution
5
Statistische Verteilung
5
Volatility
5
Volatilität
5
Basel Accord
4
Basler Akkord
4
expected shortfall
4
Bank risk
3
Bankrisiko
3
Derivat
3
Derivative
3
Estimation
3
Financial services
3
Finanzdienstleistung
3
Schätzung
3
Systemic risk
3
Systemrisiko
3
Transaction costs
3
Transaktionskosten
3
set-valued risk measures
3
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Chen, Yanhong
2
Hu, Yijun
2
Rudloff, Birgit
2
Ararat, Çağin
1
Auer, Benjamin R.
1
Centrone, Francesca
1
Guambe, Calisto
1
Hamel, Andreas
1
Huang, Zhenzhen
1
Jokhadze, Valeriane
1
Kim, Young Shin
1
Kromer, Eduard
1
Kufakunesu, Rodwell
1
Kwok, Yue-Kuen
1
Lépinette, Emmanuel
1
Löhne, Andreas
1
Mabitsela, Lesedi
1
Möller, Philipp M.
1
Overbeck, Ludger
1
Rosazza Gianin, Emanuela
1
Schmidt, Wolfgang M.
1
Schuhmacher, Frank
1
Shi, Xiang
1
Stein, Harvey J.
1
Tahar, Imen Ben
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
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
Finance research letters
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
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
Journal of risk management in financial institutions
4
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
Saved in:
3
An ergodic BSDE risk representation in a jump-diffusion framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
Saved in:
4
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
5
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
6
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
7
Set-valued dynamic risk measures for bounded discrete-time processes
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012270994
Saved in:
8
Set-valued law invariant coherent and convex risk measures
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012019780
Saved in:
9
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
10
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->