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~subject:"Basel Accord"
~subject:"Estimation theory"
~subject:"Risk"
~type_genre:"Aufsatz im Buch"
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Basel Accord
Estimation theory
Risk
Risikomaß
397
Risk measure
397
Theorie
194
Theory
194
Portfolio selection
117
Portfolio-Management
117
Risikomanagement
107
Risk management
107
Risiko
64
Bank risk
54
Bankrisiko
54
Measurement
53
Messung
53
Credit risk
43
Kreditrisiko
43
Basler Akkord
35
Estimation
35
Schätzung
35
ARCH model
26
ARCH-Modell
26
Volatility
26
Volatilität
26
Deutschland
24
Germany
24
Bank
19
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19
Kapitaleinkommen
19
Statistical distribution
19
Statistische Verteilung
19
Ausreißer
17
Outliers
17
Forecasting model
16
Multivariate Verteilung
16
Multivariate distribution
16
Prognoseverfahren
16
Market risk
15
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15
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Undetermined
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107
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Aufsatz im Buch
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1,785
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1,785
Graue Literatur
375
Non-commercial literature
375
Working Paper
352
Arbeitspapier
349
Book section
107
Hochschulschrift
55
Thesis
36
Collection of articles of several authors
16
Sammelwerk
16
Aufsatzsammlung
12
Conference paper
8
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8
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English
85
German
22
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Huschens, Stefan
3
Dowd, Kevin
2
Holtorf, Claudia
2
Johanning, Lutz
2
Martin, Marcus R. W.
2
Resti, Andrea
2
Righi, Marcelo Brutti
2
Rudolf, Markus
2
Varsanyi, Zoltan
2
Acciaio, Beatrice
1
Al-Qadasi, Adel Ali
1
Albrecht, Peter
1
Altman, Edward I.
1
Ang, Marcus
1
Angelidis, Timotheos
1
Avdukic, Alija
1
Bakiev, Djamshid
1
Barrieu, Pauline
1
Baule, Rainer
1
Bendeler, Maximilian
1
Berens, Tobias
1
Bergk, Kerstin
1
Bhadury, Soumya
1
Bonaccorso, Luca
1
Boztepe, Engin
1
Brady, Brooks
1
Bramante, Ricardo
1
Brandtner, Mario
1
Bruno, Brunella
1
Burchi, A.
1
Bäuerle, Nicole
1
Büchel, Patrick
1
Cabedo, J. David
1
Caglio, Cecilia
1
Campana, Antonella
1
Cano, Stefan
1
Cardin, Marta
1
Cazzaniga, Barbara
1
Ceretta, Paulo Sergio
1
Chakkalakal, Louis
1
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Brennpunkt Risikomanagement und Regulierung
4
Marktrisikoregulierung im Umbruch
4
Valuation, financial modeling, and quantitative tools
3
Advances of OR in commodities and financial modeling
2
Applied quantitative finance
2
Basel III, Risikomanagement und neue Bankenaufsicht
2
Commercial banking risk management : regulation in the wake of the financial crisis
2
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
2
Handbuch ökonomisches Kapitel
2
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
2
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
2
Quantitative fund management
2
Risk management approaches in engineering applications
2
Advanced mathematical methods for finance
1
Advances in risk management
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Annals of operations research ; 229
1
Annals of operations research ; volume 280, numbers 1/2 (September 2019)
1
Application of operations research to financial markets
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Basel II und MaRisk : regulatorische Vorgaben, bankinterne Verfahren, Risikomanagement
1
Climate investing : new strategies and implementation challenges
1
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
1
Consumer perception of product risks and benefits
1
Contemporary issues in social science
1
Creating value and improving financial performance : inclusive finance and the ESG premium
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Credit risk : models, derivatives, and management
1
CreditRisk+ in the banking industry
1
Cu - Hi
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
Developments in forecast combination and portfolio choice
1
Econometrics of risk
1
Encyclopedia of finance research ; Vol. 1
1
Environmental, social, and governance perspectives on economic development in Asia ; part B
1
Essays on corporate hedging
1
Essays on portfolio optimization and infrastructure allocations
1
Finance and investment : the European case
1
Finance transformation : Strategien, Konzepte und Instrumente
1
Financial crises, sovereign risk and the role of institutions
1
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ECONIS (ZBW)
107
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Systemic risk : the impact of COVID-19 on the dual banking system in Indonesia
Nugroho, Muh. Rudi
;
Kurnia, Akhmad Syakir
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 83-92)
.
2024
Persistent link: https://www.econbiz.de/10014458483
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2
VaR model for managing market risk of portfolio
Pribadi, Firman
;
Surwanti, Arni
;
Shih, Wen-Chung
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 165-172)
.
2023
Persistent link: https://www.econbiz.de/10014462381
Saved in:
3
Using E from ESG in systemic risk measurement
Dziwok, Ewa
;
Karaś, Marta Anita
;
Stachura, Michał
- In:
Creating value and improving financial performance : …
,
(pp. 85-118)
.
2023
Persistent link: https://www.econbiz.de/10014320786
Saved in:
4
When it comes to risk, is Sukuk better than conventional bonds? : a comparative study of NASDAQ securities
Farah, Ahmed-Nur Ali
;
Avdukic, Alija
;
Khaleel, Fawad
- In:
Wealth Management and Investment in Islamic Settings : …
,
(pp. 283-312)
.
2022
Persistent link: https://www.econbiz.de/10013443763
Saved in:
5
Impact of COVID-19 pandemic risk and lockdown on the Indian economy
Bhadury, Soumya
;
Kamate, Vidya
;
Nath, Siddhartha
-
2022
Persistent link: https://www.econbiz.de/10013197643
Saved in:
6
Portfolio construction with climate risk measures
Le Guenedal, Théo
;
Roncalli, Thierry
- In:
Climate investing : new strategies and implementation …
,
(pp. 49-86)
.
2022
Persistent link: https://www.econbiz.de/10014249455
Saved in:
7
Tail nonlinearly transformed risk measure as a capital constraint : a better choice for bank regulation than conditional
value-at-risk
?
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 197-218)
.
2022
Persistent link: https://www.econbiz.de/10013336233
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8
Model risk in option pricing : estimation risk of volatility parameter
Jajuga, Krzysztof
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 269-287)
.
2022
Persistent link: https://www.econbiz.de/10013336242
Saved in:
9
On the use of the terminal-value approach in risk-value models
Dorfleitner, Gregor
- In:
Risk management decisions and value under uncertainty
,
(pp. 877-897)
.
2022
Persistent link: https://www.econbiz.de/10013342062
Saved in:
10
Risk, asset and liability management in banking : conceptual and contemporary approach
Guzel, Adnan
- In:
Financial ecosystem and strategy in the digital era : …
,
(pp. 121-177)
.
2021
Persistent link: https://www.econbiz.de/10012615032
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