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~isPartOf:"Journal of mathematical finance"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Article in journal"
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Prognoseverfahren
Risk
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
4
Stochastic process
4
Stochastischer Prozess
4
Stock index
4
Stock market
4
VAR model
4
VAR-Modell
4
VaR
4
Value at Risk
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Backtesting
3
Extreme Value Theory
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Multivariate Verteilung
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Article in journal
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14
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English
14
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Chen, Zengjing
1
Cheng, Hao
1
Colivicchi, Ilaria
1
Dai, Shibo
1
Ferrentino, Rosa
1
Gichuhi, Antony W.
1
He, Kun
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
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
126
Risks : open access journal
59
Journal of banking & finance
57
European journal of operational research : EJOR
56
Finance research letters
50
International journal of forecasting
45
Journal of risk
36
Quantitative finance
36
Journal of forecasting
32
International review of financial analysis
29
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
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
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied economics letters
13
Journal of econometrics
13
Astin bulletin : the journal of the International Actuarial Association
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of risk management in financial institutions
12
Journal of international financial markets, institutions & money
10
Research in international business and finance
10
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ECONIS (ZBW)
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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
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:
5
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:
6
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:
7
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:
8
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:
9
On quantum risk modelling
Kountzakis, Christos E.
;
Koutsouraki, Maria P.
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 43-47
Persistent link: https://www.econbiz.de/10011543089
Saved in:
10
New approach to density estimation and application to value-at-risk
Lim, Kian-Guan
;
Cheng, Hao
;
Yap, Nelson K. L.
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 423-432
Persistent link: https://www.econbiz.de/10011440077
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