//--> //--> //--> //-->
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:"Multivariate distribution"
~subject:"Portfolio selection"
~subject:"Schätztheorie"
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:"Expected Shortfall"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Multivariate distribution
Portfolio selection
Schätztheorie
Risikomaß
7,352
Risk measure
7,347
Theorie
3,497
Theory
3,493
Portfolio-Management
2,650
Risikomanagement
2,172
Risk management
2,152
Risk
2,030
Risiko
2,029
Messung
1,150
Measurement
1,137
Statistische Verteilung
1,096
Statistical distribution
1,095
Schätzung
1,065
Estimation
1,064
ARCH-Modell
999
ARCH model
997
Volatility
928
Volatilität
928
Prognoseverfahren
874
Forecasting model
873
Capital income
754
Kapitaleinkommen
754
Kreditrisiko
594
Credit risk
592
Bank risk
538
Bankrisiko
538
Basel Accord
488
Basler Akkord
488
Outliers
487
Ausreißer
485
Estimation theory
473
Financial crisis
457
Finanzkrise
455
Multivariate Verteilung
454
Welt
408
World
407
more ...
less ...
Online availability
All
Undetermined
1,166
Free
966
Type of publication
All
Article
2,207
Book / Working Paper
1,019
Type of publication (narrower categories)
All
Article in journal
2,052
Aufsatz in Zeitschrift
2,052
Graue Literatur
417
Non-commercial literature
417
Working Paper
386
Arbeitspapier
385
Aufsatz im Buch
134
Book section
134
Hochschulschrift
92
Thesis
64
Collection of articles of several authors
17
Sammelwerk
17
Collection of articles written by one author
13
Sammlung
13
Conference paper
12
Konferenzbeitrag
12
Lehrbuch
12
Textbook
11
Aufsatzsammlung
7
Amtsdruckschrift
4
Bibliografie enthalten
4
Bibliography included
4
Government document
4
Handbook
4
Handbuch
4
Case study
3
Fallstudie
3
Forschungsbericht
2
Ratgeber
2
Accompanied by computer file
1
Bibliografie
1
Conference proceedings
1
Elektronischer Datenträger als Beilage
1
Glossar enthalten
1
Glossary included
1
Guidebook
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Rezension
1
more ...
less ...
Language
All
English
3,120
German
99
French
4
Italian
2
Spanish
1
Undetermined
1
Author
All
McAleer, Michael
38
Hammoudeh, Shawkat
27
Wang, Ruodu
23
Härdle, Wolfgang
21
Pérez Amaral, Teodosio
19
Righi, Marcelo Brutti
17
Rosazza Gianin, Emanuela
17
Rüschendorf, Ludger
17
Fabozzi, Frank J.
16
Vries, Casper G. de
15
Vanduffel, Steven
14
Ardia, David
13
Mensi, Walid
13
Allen, David E.
12
Brandtner, Mario
12
Janabi, Mazin A. M. al
12
Jiménez-Martín, Juan-Ángel
12
Tiwari, Aviral Kumar
12
Huschens, Stefan
11
Uryasev, Stan
11
Bernard, Carole
10
Embrechts, Paul
10
Farkas, Walter
10
Gouriéroux, Christian
10
Hyung, Namwon
10
Kang, Sang Hoon
10
Kim, Young Shin
10
Mao, Tiantian
10
Müller, Fernanda Maria
10
Tang, Qihe
10
Weiß, Gregor
10
Albrecht, Peter
9
Fortin, Ines
9
Furman, Edward
9
Hlouskova, Jaroslava
9
Klüppelberg, Claudia
9
Lucas, André
9
Manganelli, Simone
9
Nguyen, Duc Khuong
9
Rengifo, Erick W.
9
more ...
less ...
Institution
All
National Bureau of Economic Research
4
Basel Committee on Banking Supervision
3
Friedrich-Schiller-Universität Jena
3
University of Canterbury / Dept. of Economics and Finance
2
Universität Mannheim
2
Bergische Universität Wuppertal
1
Columbia University / Graduate School of Business
1
Edward Elgar Publishing
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
1
Technische Universität Chemnitz
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
University of York / Department of Economics and Related Studies
1
Université de Lausanne / Institut de gestion bancaire et financière
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
1
Walter de Gruyter GmbH & Co. KG
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
134
Journal of banking & finance
85
Journal of risk
69
European journal of operational research : EJOR
66
Risks : open access journal
53
Finance research letters
44
Quantitative finance
38
Economic modelling
36
The North American journal of economics and finance : a journal of financial economics studies
36
International review of financial analysis
34
Journal of risk and financial management : JRFM
33
Discussion paper / Tinbergen Institute
30
The journal of risk model validation
27
Applied economics
26
International journal of theoretical and applied finance
25
Computational economics
24
Energy economics
23
The European journal of finance
23
Journal of empirical finance
22
Journal of econometrics
21
Journal of economic dynamics & control
21
Research in international business and finance
21
Finance and stochastics
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
International journal of forecasting
18
International review of economics & finance : IREF
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of forecasting
17
Operations research
17
Research paper series / Swiss Finance Institute
17
SFB 649 discussion paper
17
Scandinavian actuarial journal
16
Journal of international financial markets, institutions & money
15
Journal of mathematical finance
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of asset management
15
Working papers
14
Econometric Institute research papers
13
Journal of financial econometrics
13
Journal of risk management in financial institutions
13
more ...
less ...
Source
All
ECONIS (ZBW)
3,224
EconStor
1
RePEc
1
Showing
1
-
10
of
3,226
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The quantum harmonic oscillator
expected
shortfall
model
Markovic, Vladimir M.
;
Radivojevic, Nikola
;
Ivanovic, …
- In:
Estudios de economía
50
(
2023
)
2
,
pp. 233-261
This paper presents a new
Expected
Shortfall
(ES) model based on the Quantum Harmonic Oscillator (QHO). It is used to …
Persistent link: https://www.econbiz.de/10014450737
Saved in:
2
Some optimisation problems in insurance with a terminal distribution constraint
Colaneri, Katia
;
Eisenberg, Julia
;
Salterini, Benedetta
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10014383890
Saved in:
3
Stylized facts, volatility dynamics and risk measures of cryptocurrencies
Bruzgė, Rasa
;
Černevičienė, Jurgita
; …
- In:
Journal of business economics and management
24
(
2023
)
3
,
pp. 527-550
. Sensitivity analysis and measures of Value-at-Risk (VaR) and
Expected
Shortfall
(ES) show the amount of losses investors can …
Persistent link: https://www.econbiz.de/10014420375
Saved in:
4
Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe
;
Wang, Chao
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
Saved in:
5
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
6
Backtesting value-at-risk and
expected
shortfall
in the presence of estimation error
Barendse, Sander
;
Kole, Erik
;
Dijk, Dick van
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 528-568
Persistent link: https://www.econbiz.de/10014314760
Saved in:
7
Financial risk optimisation methods : a survey
Chiper, Alexandra-Maria
- In:
The review of economic and business studies : REBS
16
(
2023
)
1
,
pp. 155-168
Persistent link: https://www.econbiz.de/10014529495
Saved in:
8
The risk measurement under the variance-gamma process with drift switching
Ivanov, Roman V.
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
1
,
pp. 1-27
calculation of the value at risk and the
expected
shortfall
of the investment portfolio in the related multivariate stochastic …
Persistent link: https://www.econbiz.de/10012813564
Saved in:
9
Predictors of excess return in a green energy equity portfolio : market risk, market return, value-at-risk and or
expected
shortfall
?
Abraham, Rebecca
;
El-Chaarani, Hani
;
Tao, Zhi
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
2
,
pp. 1-31
% confidence level, and Value-at-Risk at a 99% confidence level.
Expected
Shortfall
was another extreme risk value measure. The …
Persistent link: https://www.econbiz.de/10012872607
Saved in:
10
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
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...
//-->