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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Prognoseverfahren
Risk
Risikomaß
302
Risk measure
302
Portfolio selection
132
Portfolio-Management
132
Theorie
123
Theory
123
Risikomanagement
92
Risk management
92
Risiko
72
Estimation
47
Schätzung
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Statistical distribution
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Measurement
46
Messung
46
ARCH model
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ARCH-Modell
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Credit risk
34
Kreditrisiko
34
Volatility
34
Volatilität
34
Basel Accord
29
Basler Akkord
29
Estimation theory
29
Schätztheorie
29
Capital income
27
Financial crisis
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Finanzkrise
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Kapitaleinkommen
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Bank risk
25
Bankrisiko
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Forecasting model
25
Financial services
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Finanzdienstleistung
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Systemic risk
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Systemrisiko
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93
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Ziggel, Daniel
4
Brandtner, Mario
3
Daníelsson, Jón
3
Rösch, Daniel
3
Weiß, Gregor
3
Wied, Dominik
3
Armstrong, John
2
Berens, Tobias
2
Breuer, Thomas
2
Brigo, Damiano
2
Cotter, John
2
Kratz, Marie
2
McNeil, Alexander J.
2
Peña Sánchez de Rivera, Juan Ignacio
2
Pitera, Marcin
2
Puccetti, Giovanni
2
Righi, Marcelo Brutti
2
Abad, Pilar
1
Alles, Lakshman
1
Amendola, Alessandra
1
An, Yunbi
1
Anand, Abhinav
1
Arias-Sema, María A.
1
Arici, G.
1
Arora, Rohit
1
Auer, Benjamin R.
1
Banulescu, Georgiana-Denisa
1
Belles-Sampera, James
1
Bellini, Fabio
1
Benito Muela, Sonia
1
Bertram, Philip
1
Bignozzi, Valeria
1
Boeve, Rolf
1
Boucher, Christophe
1
Braun, Valentin
1
Brownlees, Christian
1
Candila, Vincenzo
1
Caro-Lopera, Francisco J.
1
Ceretta, Paulo Sergio
1
Chabot, Ben
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Journal of banking & finance
Journal of risk
Insurance / Mathematics & economics
126
Risks : open access journal
59
European journal of operational research : EJOR
57
Finance research letters
50
International journal of forecasting
45
Quantitative finance
36
Journal of forecasting
33
International review of financial analysis
29
Discussion paper / Tinbergen Institute
28
Energy economics
26
Economic modelling
25
Journal of empirical finance
24
The North American journal of economics and finance : a journal of financial economics studies
23
Applied economics
22
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Mathematics of operations research
21
International review of economics & finance : IREF
19
Journal of risk and financial management : JRFM
19
Scandinavian actuarial journal
19
The journal of risk model validation
19
Computational economics
18
International journal of theoretical and applied finance
17
Mathematics and financial economics
17
Operations research
17
Journal of financial econometrics
16
Research paper series / Swiss Finance Institute
16
The European journal of finance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Pacific-Basin finance journal
15
Journal of economic dynamics & control
14
Journal of mathematical finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied economics letters
13
Journal of econometrics
13
Working papers
13
Astin bulletin : the journal of the International Actuarial Association
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
93
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1
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
2
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
3
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
4
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
5
Optimal reinsurance with expectile under the Vajda condition
Chen, Yanhong
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10012500128
Saved in:
6
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:
7
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
8
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
9
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
10
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
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