//--> //--> //-->
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
~subject:"Ausreißer"
~subject:"Credit risk"
~subject:"Measurement"
~type_genre:"Conference paper"
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:"LPM (Lower Partial Moments)"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Ausreißer
Credit risk
Measurement
Risikomaß
23
Risk measure
23
Portfolio selection
10
Portfolio-Management
10
Theorie
9
Theory
9
Messung
8
Risiko
7
Risk
7
Risikomanagement
6
Risk management
6
ARCH model
4
ARCH-Modell
4
Volatility
4
Volatilität
4
Commodity derivative
3
Estimation
3
Multivariate Verteilung
3
Multivariate distribution
3
Rohstoffderivat
3
Schätzung
3
Bank risk
2
Bankrisiko
2
Börsenkurs
2
Capital income
2
Financial market
2
Financial services
2
Finanzdienstleistung
2
Finanzmarkt
2
Kapitaleinkommen
2
Kreditrisiko
2
Risk measures
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Systemic risk
2
Systemrisiko
2
Time series analysis
2
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Conference paper
Article in journal
1,270
Aufsatz in Zeitschrift
1,270
Graue Literatur
280
Non-commercial literature
280
Arbeitspapier
262
Working Paper
262
Aufsatz im Buch
108
Book section
108
Hochschulschrift
44
Thesis
28
Collection of articles of several authors
15
Sammelwerk
15
Aufsatzsammlung
12
Konferenzbeitrag
9
Collection of articles written by one author
8
Sammlung
8
Lehrbuch
7
Textbook
6
Handbook
4
Handbuch
4
Konferenzschrift
4
Case study
3
Fallstudie
3
Forschungsbericht
3
Amtsdruckschrift
2
Government document
2
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
Conference proceedings
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
9
Author
All
Chen, Wei
1
Delage, Erick
1
Diebold, Francis X.
1
Gai, Yuxi
1
Gupta, Pankaj
1
Guégan, Dominique
1
Hassani, Bertrand
1
Hegedüs, Csaba
1
Kosztyán, Zsolt Tibor
1
Li, Jonathan Yu-Meng
1
Li, Kehan
1
Manap, Turkhan Ali Abdul
1
Marzban, Saeed
1
Paraschiv, Florentina
1
Pichler, Alois
1
Reese, Stine Marie
1
Schlotter, Ruben
1
Siekelova, Anna
1
Skjelstad, Margrethe Ringkjøb
1
Valaskova, Katarina
1
Weissova, Ivana
1
Yılmaz, Kamil
1
more ...
less ...
Published in...
All
Quantitative finance
2
Advances in applied economic research : proceedings of the 2016 International Conference on Applied Economics (ICOAE)
1
Computational management science
1
Islamic finance, risk-sharing and macroeconomic stability
1
Journal of econometrics
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
Recent advances in optimization theory and applications
1
Research in the decision sciences for global business : best papers from the 2013 annual conference
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
2
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
3
Portfolio stress testing applied to commodity futures
Paraschiv, Florentina
;
Reese, Stine Marie
;
Skjelstad, …
- In:
Computational management science
17
(
2020
)
2
,
pp. 203-240
Persistent link: https://www.econbiz.de/10012272062
Saved in:
4
Measuring systemic risk in dual banking system : the case of Malaysia
Manap, Turkhan Ali Abdul
- In:
Islamic finance, risk-sharing and macroeconomic stability
,
(pp. 151-170)
.
2019
Persistent link: https://www.econbiz.de/10012098473
Saved in:
5
Efficiency evaluation of fuzzy portfolio in different risk measures via DEA
Chen, Wei
;
Gai, Yuxi
;
Gupta, Pankaj
- In:
Recent advances in optimization theory and applications
,
(pp. 103-127)
.
2018
Persistent link: https://www.econbiz.de/10011943426
Saved in:
6
Uncertainty in historical value-at-risk : an alternative quantile-based risk measure
Guégan, Dominique
;
Hassani, Bertrand
;
Li, Kehan
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 119-128)
.
2017
Persistent link: https://www.econbiz.de/10012098775
Saved in:
7
Credit risk measurement using VaR methodology
Valaskova, Katarina
;
Siekelova, Anna
;
Weissova, Ivana
- In:
Advances in applied economic research : proceedings of …
,
(pp. 289-302)
.
2017
Persistent link: https://www.econbiz.de/10011744130
Saved in:
8
Development of risk-based control charts considering measurement uncertainty
Hegedüs, Csaba
;
Kosztyán, Zsolt Tibor
- In:
Research in the decision sciences for global business : …
,
(pp. 239-248)
.
2015
Persistent link: https://www.econbiz.de/10011896850
Saved in:
9
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->