//--> //--> //--> //-->
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 risk"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
Prognoseverfahren
Risikomaß
Risk measure
121
Portfolio selection
55
Portfolio-Management
55
Risikomanagement
40
Risk management
40
Theorie
40
Theory
40
Risiko
27
Risk
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
risk management
11
Bank risk
10
Bankrisiko
10
Financial services
10
Finanzdienstleistung
10
expected shortfall (ES)
10
Original research
8
Ausreißer
7
more ...
less ...
Online availability
All
Undetermined
57
Type of publication
All
Article
121
Type of publication (narrower categories)
All
Article in journal
121
Aufsatz in Zeitschrift
121
Language
All
English
121
Author
All
Berger, Theo
3
Uryasev, Stan
3
Ardia, David
2
Auer, Benjamin R.
2
Boudt, Kris
2
Lampenius, Niklas
2
Martin, R. Douglas
2
Marumo, Kohei
2
Righi, Marcelo Brutti
2
Ziggel, Daniel
2
Abad, Pilar
1
Adrian, Tobias
1
Alemany, Ramon
1
Ally, Abdallah K.
1
Amendola, Alessandra
1
Arias-Sema, María A.
1
Arici, G.
1
Arora, Rohit
1
Arunachalam, Viswanathan
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Baule, Rainer
1
Baysal, Rafet Evren
1
Belhad, Ahmed
1
Bellalah, Mondher
1
Belles-Sampera, James
1
Benito Muela, Sonia
1
Berens, Tobias
1
Bertagna, Andrea
1
Bertram, Philip
1
Bignozzi, Valeria
1
Boeve, Rolf
1
Bolancé, Catalina
1
Boonen, Tim J.
1
Braun, Valentin
1
Breton, Michèle
1
Brummelhuis, Raymond
1
Buchner, Axel
1
Butler, Andrew
1
more ...
less ...
Published in...
All
Journal of risk
Insurance / Mathematics & economics
217
Journal of banking & finance
181
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
93
Economic modelling
69
Energy economics
69
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
62
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
45
Journal of forecasting
42
Journal of econometrics
41
Computational economics
38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
32
Working papers
32
Applied economics letters
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
Working paper
28
more ...
less ...
Source
All
ECONIS (ZBW)
121
Showing
1
-
10
of
121
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Value-at-risk models : a systematic review of the literature
Shayya, Reem
;
Sorrosal Forradellas, Maria Teresa
; …
- In:
Journal of risk
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014314618
Saved in:
2
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:
3
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:
4
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:
5
Optimal reinsurance with expectile under the Vajda condition
Chen, Yanhong
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10012500128
Saved in:
6
Modeling maxima with a regime-switching Fréchet model
Tan, Keqi
;
Chen, Yu
;
Chen, Pengzhan
- In:
Journal of risk
25
(
2022
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014342458
Saved in:
7
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
8
Nonparametric estimation of systemic risk via conditional value-at-risk
Belhad, Ahmed
;
Lauria, Davide
;
Trindade, A. Alexandre
- In:
Journal of risk
25
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
Saved in:
9
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->