//--> //--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Schriftenreihe der Bundesanstalt für Arbeitsschutz / Forschung"
~subject:"Risiko"
~subject:"Theory"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risiko
Theory
Messung
62
Measurement
43
Risk
22
Theorie
22
Risikomaß
21
Risk measure
21
Portfolio selection
18
Portfolio-Management
18
Risikomanagement
17
Risk management
17
Estimation
9
Schätzung
9
Credit risk
7
Kreditrisiko
7
Systemic risk
6
Systemrisiko
6
Bank risk
5
Bankrisiko
5
Financial services
5
Finanzdienstleistung
5
Statistical distribution
5
Statistische Verteilung
5
Financial crisis
4
Finanzkrise
4
Arbeitsplatz
3
CAPM
3
Capital income
3
Credit rating
3
Effizienz
3
Estimation theory
3
Expected Shortfall
3
Expected shortfall
3
Kapitaleinkommen
3
Kreditwürdigkeit
3
Schätztheorie
3
USA
3
United States
3
Value-at-Risk
3
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
31
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Nachruf
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
32
Author
All
Brandtner, Mario
2
Breuer, Thomas
2
Csóka, Péter
2
Herings, Peter Jean-Jacques
2
Rosazza Gianin, Emanuela
2
Szegö, Giorgio P.
2
Altman, Edward I.
1
Armstrong, John
1
Bali, Turan G.
1
Barone-Adesi, Giovanni
1
Bellini, Fabio
1
Brigo, Damiano
1
Brownlees, Christian
1
Cakici, Nusret
1
Chabi-Yo, Fousseni
1
Chabot, Ben
1
Claußen, Catharina
1
Cotter, John
1
Csiszár, Imre
1
D'Ecclesia, Rita L.
1
Dowd, Kevin
1
Duffee, Greg
1
Fischer, Thomas
1
Fritelli, Marco
1
Furman, Edward
1
Galluccio, Stefano
1
Ghysels, Eric
1
Gordy, Michael B.
1
Gómez, Fabio
1
Kratz, Marie
1
Kurz, Christopher J.
1
Kóczy, László Á.
1
Kürsten, Wolfgang
1
Leiss, Matthias
1
Lok, Yen H.
1
Lundtofte, Frederik
1
Marrone, James
1
McNeil, Alexander J.
1
Mählmann, Thomas
1
Nax, Heinrich H.
1
more ...
less ...
Published in...
All
Journal of banking & finance
Schriftenreihe der Bundesanstalt für Arbeitsschutz / Forschung
Insurance / Mathematics & economics
116
NBER working paper series
84
NBER Working Paper
81
Working paper / National Bureau of Economic Research, Inc.
77
European journal of operational research : EJOR
50
Finance and stochastics
35
Economics letters
30
Risks : open access journal
30
SpringerLink / Bücher
30
Journal of productivity analysis
29
Discussion paper series / IZA
27
IZA Discussion Paper
26
Discussion paper / Tinbergen Institute
25
Mathematics and financial economics
25
Social choice and welfare
23
Working paper
23
Working paper series
22
Finance research letters
21
Mathematics of operations research
21
The review of income and wealth : journal of the International Association for Research in Income and Wealth
21
Discussion paper / Centre for Economic Policy Research
20
Europäische Hochschulschriften / 5
20
Gabler Edition Wissenschaft
20
International journal of theoretical and applied finance
20
Journal of risk
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Applied economics
19
Applied economics letters
19
Discussion paper / University of British Columbia, Department of Economics
19
Journal of economic inequality
18
Quantitative finance
17
CESifo working papers
16
Discussion paper
16
The American economic review
16
Discussion paper / School of Economics, The University of New South Wales
15
The economic journal : the journal of the Royal Economic Society
15
Journal of applied econometrics
14
Journal of mathematical economics
14
Working paper / World Institute for Development Economics Research
14
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Evaluating the validity of regulatory interest rate risk measures : a simulation approach
Claußen, Catharina
;
Platte, Daniel
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014486706
Saved in:
2
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:
3
In memoria Giorgio and Emilia Szegö : a special issue on institutions, risk measures, and portfolio optimization
D'Ecclesia, Rita L.
;
Zenios, Stauros Andrea
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013541687
Saved in:
4
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:
5
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
6
Systematic stress tests on public data
Breuer, Thomas
;
Summer, Martin
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
Saved in:
7
Unequal returns : using the Atkinson index to measure financial risk
Fischer, Thomas
;
Lundtofte, Frederik
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489204
Saved in:
8
Option-implied objective measures of market risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
Saved in:
9
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
10
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->