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~isPartOf:"Journal of mathematical finance"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
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Prognoseverfahren
Risk
VAR-Modell
Risikomaß
26
Risk measure
26
Theorie
14
Theory
14
Risiko
12
Portfolio selection
10
Portfolio-Management
10
Risikomanagement
9
Risk management
9
ARCH model
7
ARCH-Modell
7
Volatility
7
Volatilität
7
Estimation
6
Schätzung
6
Ausreißer
5
Measurement
5
Messung
5
Outliers
5
Value-at-Risk
5
Aktienindex
4
Aktienmarkt
4
Capital income
4
Estimation theory
4
Kapitaleinkommen
4
Schätztheorie
4
Statistical distribution
4
Statistische Verteilung
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Stochastic process
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Stochastischer Prozess
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Stock index
4
Stock market
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VAR model
4
VaR
4
Value at Risk
4
Backtesting
3
Extreme Value Theory
3
Multivariate Verteilung
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Article
17
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Article in journal
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17
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English
17
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Chen, Zengjing
1
Cheng, Hao
1
Colivicchi, Ilaria
1
Dai, Shibo
1
Ferrentino, Rosa
1
Gichuhi, Antony W.
1
Gumbo, Victor
1
He, Kun
1
Huang, Jhe-Jheng
1
Iizuka, Atsushi
1
Kato, Takashi
1
Kountzakis, Christos E.
1
Koutsouraki, Maria P.
1
Kulperger, Reg
1
Li, Handong
1
Lim, Kian-Guan
1
Manhire, J. T.
1
Mashele, Hopolang P.
1
Molinari, Robert Danilo
1
Mwita, Peter N.
1
Nakano, Yumiharu
1
Nguyen, Tristan
1
Omari, Cyprian Ondieki
1
Orlando, Albina
1
Parker, Gary
1
Siziba, Simiso
1
So, Leh-Chyan
1
Sonono, Masimba E.
1
Vignaroli, Riccardo
1
Vota, Luca
1
Yap, Nelson K. L.
1
Yin, Deyu
1
Ze-To, Samuel Yau Man
1
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Journal of mathematical finance
Insurance / Mathematics & economics
128
Journal of banking & finance
59
Risks : open access journal
59
European journal of operational research : EJOR
56
Finance research letters
51
International journal of forecasting
47
Journal of risk
40
Quantitative finance
36
International review of financial analysis
33
Journal of forecasting
33
Energy economics
29
The North American journal of economics and finance : a journal of financial economics studies
27
Economic modelling
26
Journal of empirical finance
26
Applied economics
23
Finance and stochastics
21
International review of economics & finance : IREF
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of risk and financial management : JRFM
21
Mathematics of operations research
21
The journal of risk model validation
21
Computational economics
20
Scandinavian actuarial journal
19
International journal of theoretical and applied finance
17
Journal of financial econometrics
17
Mathematics and financial economics
17
Operations research
17
Journal of econometrics
16
The European journal of finance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Pacific-Basin finance journal
15
Applied economics letters
14
Journal of economic dynamics & control
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Astin bulletin : the journal of the International Actuarial Association
12
Journal of risk management in financial institutions
12
Research in international business and finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
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ECONIS (ZBW)
17
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1
The risk in the insurance field : a generalized analysis
Ferrentino, Rosa
;
Vota, Luca
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 200-221
Persistent link: https://www.econbiz.de/10012545597
Saved in:
2
Study on the systemic risk of China's stock markets under risk-neutral conditions
Dai, Shibo
;
Li, Handong
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 54-79
Persistent link: https://www.econbiz.de/10012116669
Saved in:
3
Forecasting the impact of information security breaches on stock market returns and VaR backtest
Colivicchi, Ilaria
;
Vignaroli, Riccardo
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 402-454
Persistent link: https://www.econbiz.de/10012210337
Saved in:
4
Valuation and risk assessment of a portfolio of variable annuities : a vector autoregression approach
Orlando, Albina
;
Parker, Gary
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 349-371
Persistent link: https://www.econbiz.de/10011874781
Saved in:
5
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Saved in:
6
Currency portfolio risk measurement with generalized autoregressive conditional heteroscedastic-extreme value theory-Copula Model
Omari, Cyprian Ondieki
;
Mwita, Peter N.
;
Gichuhi, Antony W.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 457-477
Persistent link: https://www.econbiz.de/10011875347
Saved in:
7
Mathematical model of financial investment risk
Yin, Deyu
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10011846199
Saved in:
8
Asymptotic analysis for spectral risk measures parameterized by confidence level
Kato, Takashi
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 197-226
Persistent link: https://www.econbiz.de/10011846379
Saved in:
9
Measuring black swans in financial markets
Manhire, J. T.
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 227-239
Persistent link: https://www.econbiz.de/10011846384
Saved in:
10
Risk measures and nonlinear expectations
Chen, Zengjing
;
He, Kun
;
Kulperger, Reg
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
Saved in:
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