//--> //--> //--> //-->
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"
~source:"econis"
~subject:"Bankrisiko"
~subject:"Prognoseverfahren"
~subject:"Risk"
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:"Risk measure"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Bankrisiko
Prognoseverfahren
Risk
Risikomaß
181
Risk measure
181
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
Risikomanagement
52
Risk management
52
Risiko
45
Statistical distribution
30
Statistische Verteilung
30
Estimation
25
Schätzung
25
ARCH model
23
ARCH-Modell
23
Credit risk
22
Financial crisis
22
Finanzkrise
22
Kreditrisiko
22
Measurement
21
Messung
21
Volatility
21
Volatilität
21
Systemic risk
19
Basel Accord
18
Basler Akkord
18
Systemrisiko
17
Capital income
16
Kapitaleinkommen
16
Bank risk
15
Financial services
14
Finanzdienstleistung
14
Forecasting model
14
Welt
14
World
14
Expected shortfall
13
Value-at-Risk
13
more ...
less ...
Online availability
All
Undetermined
36
Type of publication
All
Article
64
Type of publication (narrower categories)
All
Article in journal
64
Aufsatz in Zeitschrift
64
Language
All
English
64
Author
All
Brandtner, Mario
3
Daníelsson, Jón
3
Weiß, Gregor
3
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
McNeil, Alexander J.
2
Paterlini, Sandra
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Rösch, Daniel
2
Wied, Dominik
2
Ziggel, Daniel
2
Allen, Linda
1
Alles, Lakshman
1
An, Yunbi
1
Anand, Abhinav
1
Bali, Turan G.
1
Banulescu, Georgiana-Denisa
1
Bellini, Fabio
1
Berens, Tobias
1
Boucher, Christophe
1
Brechmann, Eike
1
Brownlees, Christian
1
Chabot, Ben
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Chiu, Wan-chien
1
Chou, Ray Yeutien
1
Claußen, Arndt
1
Cotter, John
1
Csiszár, Imre
1
Cui, Xueting
1
Czado, Claudia
1
Di Lascio, F. Marta L.
1
Dias, Alexandra
1
Dowd, Kevin
1
Du, Zaichao
1
Dumitrescu, Elena-Ivona
1
Düllmann, Klaus
1
more ...
less ...
Published in...
All
Journal of banking & finance
Insurance / Mathematics & economics
130
European journal of operational research : EJOR
65
Finance research letters
64
Risks : open access journal
64
International journal of forecasting
49
Journal of risk
45
Quantitative finance
38
International review of financial analysis
36
Economic modelling
33
Journal of forecasting
33
Discussion paper / Tinbergen Institute
30
Energy economics
29
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of empirical finance
25
International review of economics & finance : IREF
24
The journal of risk model validation
24
Applied economics
23
Computational economics
22
Mathematics of operations research
22
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of risk and financial management : JRFM
20
Journal of risk management in financial institutions
20
The journal of operational risk
20
Scandinavian actuarial journal
19
International journal of theoretical and applied finance
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Operations research
18
Research paper series / Swiss Finance Institute
18
The European journal of finance
18
Journal of financial econometrics
17
Mathematics and financial economics
17
Pacific-Basin finance journal
17
Journal of economic dynamics & control
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Working papers
15
Applied economics letters
14
Journal of econometrics
14
Journal of mathematical finance
14
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
64
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
8
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
9
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
10
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->