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~isPartOf:"Journal of risk"
~source:"econis"
~subject:"Risikomanagement"
~subject:"Risk"
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Search: subject_exact:"Expected tail loss"
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Risikomanagement
Risk
Risikomaß
121
Risk measure
121
Portfolio selection
55
Portfolio-Management
55
Risk management
40
Theorie
40
Theory
40
Risiko
27
Measurement
25
Messung
25
ARCH model
22
ARCH-Modell
22
Estimation
22
Schätzung
22
Estimation theory
21
Schätztheorie
21
Statistical distribution
17
Statistische Verteilung
17
value-at-risk (VaR)
17
Volatility
13
Volatilität
13
Credit risk
12
Kreditrisiko
12
Basel Accord
11
Basler Akkord
11
Capital income
11
Forecasting model
11
Kapitaleinkommen
11
Prognoseverfahren
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risk management
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Bank risk
10
Bankrisiko
10
Financial services
10
Finanzdienstleistung
10
expected shortfall (ES)
10
Original research
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English
53
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Auer, Benjamin R.
2
Righi, Marcelo Brutti
2
Abad, Pilar
1
Adrian, Tobias
1
Alemany, Ramon
1
Arias-Sema, María A.
1
Arici, G.
1
Baule, Rainer
1
Belles-Sampera, James
1
Benito Muela, Sonia
1
Berger, Theo
1
Bertram, Philip
1
Bignozzi, Valeria
1
Boeve, Rolf
1
Bolancé, Catalina
1
Braun, Valentin
1
Breton, Michèle
1
Buchner, Axel
1
Börner, Christoph J.
1
Campbell, Sean D.
1
Caro-Lopera, Francisco J.
1
Ceretta, Paulo Sergio
1
Chen, Jiusheng
1
Chen, Yanhong
1
Coleman, Thomas F.
1
Cong, Jianfa
1
Cui, Xueting
1
Dalai, M.
1
Deaton, Brian D.
1
Deege, Matthias
1
Desmettre, Sascha
1
Dorfleitner, Gregor
1
Embrechts, Paul
1
Emmer, Susanne
1
Ernst, Cornelia
1
Ewen, Martin
1
Gaigall, Daniel
1
Gleißner, Werner
1
Guillén, Montserrat
1
Gzyl, Henryk
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Journal of risk
Insurance / Mathematics & economics
145
Journal of banking & finance
74
Risks : open access journal
73
European journal of operational research : EJOR
65
Finance research letters
49
Economic modelling
35
Energy economics
35
Quantitative finance
32
International review of financial analysis
31
The North American journal of economics and finance : a journal of financial economics studies
28
The journal of operational risk
27
International journal of theoretical and applied finance
25
Finance and stochastics
24
The journal of risk model validation
23
Applied economics
22
Journal of risk management in financial institutions
22
Mathematics of operations research
22
Discussion paper / Tinbergen Institute
20
International review of economics & finance : IREF
19
Journal of risk and financial management : JRFM
19
Scandinavian actuarial journal
19
Mathematics and financial economics
18
Operations research
18
Research paper series / Swiss Finance Institute
18
The European journal of finance
18
Computational economics
16
Journal of empirical finance
16
International journal of forecasting
15
Journal of econometrics
15
Journal of mathematical finance
15
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
Working papers
15
International journal of risk assessment and management : IJRAM
14
Journal of international financial markets, institutions & money
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Astin bulletin : the journal of the International Actuarial Association
13
Research in international business and finance
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ECONIS (ZBW)
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1
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
2
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
3
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
4
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
5
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
6
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
7
Risk measures : a generalization from the univariate to the matrix-variate
Arias-Sema, María A.
;
Caro-Lopera, Francisco J.
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012593431
Saved in:
8
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
9
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
10
Fund size and the stability of portfolio risk
Ewen, Martin
;
Rieger, Marc Oliver
- In:
Journal of risk
22
(
2019/2020
)
6
,
pp. 65-87
Persistent link: https://www.econbiz.de/10012421711
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