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Search: subject:"Conditional Value at Risk"
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Risikomaß
7,480
Risk measure
7,479
Theorie
3,555
Theory
3,555
Portfolio selection
2,713
Portfolio-Management
2,708
Risikomanagement
2,213
Risk management
2,193
Risk
2,081
Risiko
2,077
Messung
1,169
Measurement
1,155
Statistical distribution
1,119
Statistische Verteilung
1,119
Estimation
1,089
Schätzung
1,088
ARCH model
1,023
ARCH-Modell
1,023
Volatilität
947
Volatility
945
Forecasting model
908
Prognoseverfahren
908
Capital income
766
Kapitaleinkommen
766
Credit risk
599
Kreditrisiko
597
Bank risk
549
Bankrisiko
549
Outliers
497
Ausreißer
495
Basel Accord
492
Basler Akkord
492
Estimation theory
481
Schätztheorie
481
Financial crisis
467
Finanzkrise
466
Multivariate Verteilung
460
Multivariate distribution
460
Welt
418
World
418
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Undetermined
2,403
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2,374
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5,053
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2,609
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1
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1,031
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1,028
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161
Collection of articles of several authors
53
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37
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117
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20
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6
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Author
All
McAleer, Michael
98
Wang, Ruodu
45
Allen, David E.
43
Härdle, Wolfgang
40
Stoja, Evarist
37
Fabozzi, Frank J.
35
Pérez Amaral, Teodosio
32
Hammoudeh, Shawkat
29
Daníelsson, Jón
28
Powell, Robert
28
Vanduffel, Steven
28
Dowd, Kevin
27
Polanski, Arnold
27
Vries, Casper G. de
27
Chang, Chia-Lin
26
Rosazza Gianin, Emanuela
24
Caporin, Massimiliano
23
Righi, Marcelo Brutti
23
Stoyanov, Stoyan V.
23
Brandtner, Mario
22
Embrechts, Paul
22
Jiménez-Martín, Juan-Ángel
22
Račev, Svetlozar T.
22
Rüschendorf, Ludger
22
Uryasev, Stan
21
Dhaene, Jan
20
Giot, Pierre
20
Huschens, Stefan
20
Paolella, Marc S.
20
Wied, Dominik
20
Bernard, Carole
19
Dionne, Georges
19
Lucas, André
18
Singh, Abhay Kumar
18
Tsanakas, Andreas
18
Albrecht, Peter
17
Boonen, Tim J.
17
Mao, Tiantian
17
Mittnik, Stefan
17
Tiwari, Aviral Kumar
17
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National Bureau of Economic Research
13
Springer Fachmedien Wiesbaden
7
Basel Committee on Banking Supervision
6
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
School of Business, Edith Cowan University
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
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
Erasmus University Rotterdam, Econometric Institute
2
Federal Reserve Bank of San Francisco
2
Geary Institute, University College Dublin
2
Instituto Valenciano de Investigaciones Económicas
2
International Center for Financial Asset Management and Engineering
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Universität Konstanz
2
Verlag Dr. Kovač
2
Agricultural and Applied Economics Association - AAEA
1
Australian Agricultural and Resource Economics Society - AARES
1
Banco Central do Brasil
1
Bank-Verlag GmbH
1
Bergische Universität Wuppertal
1
Berliner Wissenschafts-Verlag
1
Books on Demand GmbH <Norderstedt>
1
Boston College / Department of Economics
1
Center for Economic Research <Tilburg>
1
Christian-Albrechts-Universität zu Kiel
1
Columbia University / Graduate School of Business
1
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, Iowa State University
1
Department of Economics, Tufts University
1
Department of Management Science, Management School
1
EconWPA
1
Edward Elgar Publishing
1
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Published in...
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Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
116
Finance research letters
115
Risks : open access journal
108
Energy economics
75
International review of financial analysis
74
Economic modelling
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
42
Computational economics
41
International review of economics & finance : IREF
41
Journal of econometrics
41
The European journal of finance
38
Research in international business and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working papers
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Working paper
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Journal of financial econometrics
28
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Source
All
ECONIS (ZBW)
7,501
RePEc
126
EconStor
26
BASE
6
Other ZBW resources
4
Showing
1
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10
of
7,663
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date (newest first)
date (oldest first)
1
A robust ordered weighted averaging loss model for portfolio optimization
Benati, Stefano
;
Sánchez Conde, Eduardo
- In:
Computers & operations research : an international journal
167
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014566418
Saved in:
2
Interdependence and spillovers between big oil companies and regional and global energy equity markets
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Kang, Sang Hoon
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 451-469
Persistent link: https://www.econbiz.de/10014534922
Saved in:
3
Dynamic robust portfolio selection under market distress
Jiang, Yifu
;
Olmo, Jose
;
Atwi, Majed
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014445636
Saved in:
4
Extreme risk spillovers between stock and bond markets
Ning, Cathy Q.
;
Ponrajah, Jeremey
-
2024
Persistent link: https://www.econbiz.de/10015052590
Saved in:
5
Formulating MCoVaR to quantify joint transmissions of systemic risk across crypto and non-crypto markets : a multivariate copula approach
Hakim, Arief
;
Syuhada, Khreshna
- In:
Risks : open access journal
11
(
2023
)
2
,
pp. 1-45
-called multivariate
conditional
value-at-risk
(MCoVaR), which measures the tail risk of a targeted asset from each market conditional on a …
Persistent link: https://www.econbiz.de/10014234393
Saved in:
6
Portfolio rebalancing based on time series momentum and downside risk
Guo, Xiaoshi
;
Ryan, Sarah M.
- In:
IMA journal of management mathematics
34
(
2023
)
2
,
pp. 355-381
Persistent link: https://www.econbiz.de/10014313747
Saved in:
7
Stochastic equilibria with capacity expansion : Increasing expected profit with risk aversion
Egging-Bratseth, Ruud
;
Siddiqui, Afzal S.
- In:
Decision analytics journal
7
(
2023
),
pp. 1-10
-averse firms monotonically forgo expected profit in exchange for an improved risk measure, e.g.,
conditional
value-at-risk
(CVaR …
Persistent link: https://www.econbiz.de/10014497210
Saved in:
8
Remarks on a copula-based
conditional
value
at
risk
for the portfolio problem
Molina Barreto, Andres Mauricio
;
Ishimura, Naoyuki
- In:
Intelligent systems in accounting, finance & management
30
(
2023
)
3
,
pp. 150-170
Persistent link: https://www.econbiz.de/10014375330
Saved in:
9
Risks from investing in open-ended mutual funds : impact of net asset value
Zebrowska-Suchodolska, Dorota
- In:
Montenegrin journal of economics
19
(
2023
)
4
,
pp. 19-29
Persistent link: https://www.econbiz.de/10014427890
Saved in:
10
Risk averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties
Audet, Charles
;
Bigeon, Jean
;
Couderc, Romain
; …
-
2023
Persistent link: https://www.econbiz.de/10014417933
Saved in:
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