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~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Systemrisiko"
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Prognoseverfahren
Risk
Systemrisiko
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
Capital income
16
Kapitaleinkommen
16
Bank risk
15
Bankrisiko
15
Financial services
14
Finanzdienstleistung
14
Forecasting model
14
Welt
14
World
14
Expected shortfall
13
Value-at-Risk
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English
67
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Weiß, Gregor
4
Brandtner, Mario
3
Daníelsson, Jón
3
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
McNeil, Alexander J.
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Rösch, Daniel
2
Wied, Dominik
2
Ziggel, Daniel
2
Alles, Lakshman
1
An, Yunbi
1
Anand, Abhinav
1
Banulescu, Georgiana-Denisa
1
Bellini, Fabio
1
Berens, Tobias
1
Bernard, Carole
1
Bostandzic, Denefa
1
Boucher, Christophe
1
Brownlees, Christian
1
Chabot, Ben
1
Chen Zhou
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, Xuecan
1
Cui, Xueting
1
Di Lascio, F. Marta L.
1
Dias, Alexandra
1
Dowd, Kevin
1
Du, Zaichao
1
Dumitrescu, Elena-Ivona
1
Düllmann, Klaus
1
Embrechts, Paul
1
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Journal of banking & finance
Insurance / Mathematics & economics
126
Finance research letters
61
Risks : open access journal
61
European journal of operational research : EJOR
60
International journal of forecasting
46
Journal of risk
39
Quantitative finance
37
International review of financial analysis
34
Journal of forecasting
32
Energy economics
31
Discussion paper / Tinbergen Institute
30
Economic modelling
29
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of empirical finance
24
Applied economics
23
Journal of risk and financial management : JRFM
22
Finance and stochastics
21
International review of economics & finance : IREF
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Mathematics of operations research
21
Computational economics
20
The journal of risk model validation
20
International journal of theoretical and applied finance
19
Operations research
19
Scandinavian actuarial journal
19
The European journal of finance
19
Applied economics letters
18
Journal of econometrics
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Mathematics and financial economics
17
Pacific-Basin finance journal
17
Research paper series / Swiss Finance Institute
17
Journal of economic dynamics & control
16
Journal of financial econometrics
16
Journal of international financial markets, institutions & money
16
Journal of risk management in financial institutions
15
Research in international business and finance
15
SFB 649 discussion paper
15
Working papers
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ECONIS (ZBW)
67
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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
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
3
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:
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
Machine-learning-enhanced systemic risk measure : a two-step supervised learning approach
Liu, Ruicheng
;
Pun, Chi Seng
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013448776
Saved in:
7
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:
8
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:
9
Systemic risk allocation using the asymptotic marginal expected shortfall
Qin, Xiao
;
Chen Zhou
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820456
Saved in:
10
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
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