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~subject:"Risikomaß"
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Risikomaß
Risk measure
7,348
Theorie
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2,648
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McAleer, Michael
93
Wang, Ruodu
43
Allen, David E.
42
Härdle, Wolfgang
39
Stoja, Evarist
37
Pérez Amaral, Teodosio
32
Fabozzi, Frank J.
31
Hammoudeh, Shawkat
29
Daníelsson, Jón
28
Dowd, Kevin
27
Polanski, Arnold
27
Vanduffel, Steven
27
Vries, Casper G. de
27
Chang, Chia-Lin
26
Powell, Robert
24
Righi, Marcelo Brutti
23
Rosazza Gianin, Emanuela
23
Embrechts, Paul
22
Jiménez-Martín, Juan-Ángel
22
Račev, Svetlozar T.
22
Rüschendorf, Ludger
22
Caporin, Massimiliano
21
Dhaene, Jan
20
Giot, Pierre
20
Huschens, Stefan
20
Paolella, Marc S.
20
Wied, Dominik
20
Stoyanov, Stoyan V.
19
Bernard, Carole
18
Brandtner, Mario
18
Dionne, Georges
18
Albrecht, Peter
17
Lucas, André
17
Mao, Tiantian
17
Tsanakas, Andreas
17
Boonen, Tim J.
16
Gouriéroux, Christian
16
Kratz, Marie
16
Mittnik, Stefan
16
Singh, Abhay Kumar
16
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National Bureau of Economic Research
13
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7
Basel Committee on Banking Supervision
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4
University of Canterbury / Dept. of Economics and Finance
4
Friedrich-Schiller-Universität Jena
3
Pensions Institute
3
Springer-Verlag GmbH
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universität Mannheim
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
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2
Instituto Valenciano de Investigaciones Económicas
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International Center for Financial Asset Management and Engineering
2
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2
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International Risk Management Conference <5, 2012, Rom>
1
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
1
Massachusetts Institute of Technology / Department of Economics
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Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
121
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
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
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
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28
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Source
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ECONIS (ZBW)
7,348
EconStor
4
BASE
1
Showing
7,341
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7,350
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7341
On the compatibility of value at risk, other risk concepts, and expected utility maximization
Guthoff, Anja
;
Pfingsten, Andreas
;
Wolf, Juliane
-
1997
Persistent link: https://www.econbiz.de/10000992251
Saved in:
7342
Risikomessung mit Shortfall-Maßen : das Programm MAMBA - Metzler Asset Management Benchmark Analyser
Korn, Olaf
;
Schröder, Michael
;
Szczesny, Andrea
; …
-
1996
Persistent link: https://www.econbiz.de/10000663809
Saved in:
7343
Die Quantifizierung und Prognose des Marktrisikos
Dockner, Engelbert J.
- In:
Wege zur Ganzheit : Festschrift für J. Hanns Pichler …
,
(pp. 799-809)
.
1996
Persistent link: https://www.econbiz.de/10001296812
Saved in:
7344
Market risk management : the concept of value-at-risk
Meegan, Conor
-
1995
Persistent link: https://www.econbiz.de/10000549839
Saved in:
7345
Market risk management : the concept of value-at-risk
Meegan, Conor
-
1995
Persistent link: https://www.econbiz.de/10000911572
Saved in:
7346
Measuring value-at-risk for mortgage backed securities
Jakobsen, Svend
-
1995
Persistent link: https://www.econbiz.de/10000922088
Saved in:
7347
Techniques for verifying the accuracy of risk measurement models
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001223182
Saved in:
7348
Options positions : risk measurement and capital requirements
Estrella, Arturo
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000905447
Saved in:
7349
Measuring organizational downside risk
Miller, Kent D.
-
1994
Persistent link: https://www.econbiz.de/10000891710
Saved in:
7350
Extreme values of tail probabilities
De Schepper, Ann
;
Heijnen, Bart
-
1991
Persistent link: https://www.econbiz.de/10000880750
Saved in:
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