EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Conditional Value at Risk"
Narrow search

Narrow search

Year of publication
Subject
All
Risikomaß 8,418 Risk measure 8,417 Theorie 4,611 Theory 4,611 Portfolio selection 3,198 Portfolio-Management 3,193 Risikomanagement 2,938 Risiko 2,932 Risk 2,930 Risk management 2,912 Messung 1,383 Measurement 1,369 Statistical distribution 1,159 Statistische Verteilung 1,159 ARCH model 1,151 ARCH-Modell 1,151 Volatilität 1,031 Volatility 1,029 Estimation 1,028 Schätzung 1,027 Forecasting model 923 Prognoseverfahren 923 Bank risk 897 Bankrisiko 897 Capital income 860 Kapitaleinkommen 860 Credit risk 815 Kreditrisiko 813 Estimation theory 689 Schätztheorie 689 Basel Accord 578 Basler Akkord 578 Outliers 561 Ausreißer 558 Financial crisis 537 Finanzkrise 537 Multivariate Verteilung 517 Multivariate distribution 517 VAR model 499 VAR-Modell 499
more ... less ...
Online availability
All
Free 2,811 Undetermined 2,672 CC license 229
Type of publication
All
Article 5,656 Book / Working Paper 2,937 Journal 2
Type of publication (narrower categories)
All
Article in journal 5,027 Aufsatz in Zeitschrift 5,027 Graue Literatur 1,196 Non-commercial literature 1,196 Working Paper 1,130 Arbeitspapier 1,127 Aufsatz im Buch 430 Book section 430 Hochschulschrift 218 Thesis 163 Collection of articles of several authors 52 Sammelwerk 52 Collection of articles written by one author 36 Sammlung 36 Conference paper 27 Konferenzbeitrag 27 Lehrbuch 22 Article 21 Aufsatzsammlung 21 Textbook 20 Case study 13 Fallstudie 13 Bibliografie enthalten 10 Bibliography included 10 Konferenzschrift 10 Handbook 9 Handbuch 9 Systematic review 6 Übersichtsarbeit 6 Conference proceedings 5 Ratgeber 5 Glossar enthalten 4 Glossary included 4 Amtsdruckschrift 3 Bibliografie 3 Congress Report 3 Forschungsbericht 3 Government document 3 research-article 3 Festschrift 2
more ... less ...
Language
All
English 8,057 German 373 Undetermined 117 Spanish 21 French 18 Polish 6 Italian 4 Portuguese 2 Czech 1 Croatian 1
more ... less ...
Author
All
McAleer, Michael 97 Härdle, Wolfgang 53 Wang, Ruodu 53 Allen, David E. 46 Fabozzi, Frank J. 41 Pérez Amaral, Teodosio 36 Righi, Marcelo Brutti 33 Vries, Casper G. de 32 Daníelsson, Jón 31 Powell, Robert 31 Vanduffel, Steven 31 Stoja, Evarist 30 Rosazza Gianin, Emanuela 28 Račev, Svetlozar T. 27 Al Janabi, Mazin A. M. 26 Dowd, Kevin 26 Lucas, André 26 Chang, Chia-Lin 24 Stoyanov, Stoyan V. 24 Hammoudeh, Shawkat 23 Paolella, Marc S. 23 Boonen, Tim J. 22 Brandtner, Mario 22 Embrechts, Paul 22 Jiménez-Martín, Juan-Ángel 22 Rüschendorf, Ludger 22 Caporin, Massimiliano 21 Cheung, Ka Chun 21 Dhaene, Jan 21 Tsanakas, Andreas 21 Uryasev, Stan 21 Bernard, Carole 20 Chen Zhou 20 Giot, Pierre 20 Huschens, Stefan 20 Weiß, Gregor 20 Wied, Dominik 20 Albrecht, Peter 19 Cai, Jun 19 Dionne, Georges 19
more ... less ...
Institution
All
National Bureau of Economic Research 11 Springer Fachmedien Wiesbaden 7 Basel Committee on Banking Supervision 6 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 European Central Bank 5 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 Gottfried Wilhelm Leibniz Universität Hannover 2 HFDF <2, 1998, Zürich> 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 für Internationalen Zahlungsausgleich 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
more ... less ...
Published in...
All
Insurance 252 Journal of banking & finance 183 Risks : open access journal 136 European journal of operational research : EJOR 135 Journal of risk 125 Finance research letters 114 International review of financial analysis 72 Economic modelling 70 The journal of risk model validation 69 Quantitative finance 68 Energy economics 64 The journal of operational risk 64 Discussion paper / Tinbergen Institute 62 International journal of forecasting 59 Applied economics 57 International journal of theoretical and applied finance 56 Journal of risk and financial management : JRFM 54 The North American journal of economics and finance : a journal of financial economics studies 53 Journal of empirical finance 52 Journal of forecasting 51 Journal of risk management in financial institutions 50 Journal of econometrics 47 International review of economics & finance : IREF 46 Computational economics 44 Scandinavian actuarial journal 44 The European journal of finance 42 Management science : journal of the Institute for Operations Research and the Management Sciences 39 Research in international business and finance 39 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 38 Finance and stochastics 37 Journal of financial econometrics : official journal of the Society for Financial Econometrics 37 Operations research 37 Working paper 37 Research paper series / Swiss Finance Institute 36 Journal of economic dynamics & control 35 Applied economics letters 33 Journal of financial econometrics 33 Mathematics and financial economics 33 Operations research letters 33 SFB 649 discussion paper 33
more ... less ...
Source
All
ECONIS (ZBW) 8,432 RePEc 126 EconStor 26 BASE 7 Other ZBW resources 4
Showing 1 - 10 of 8,595
Cover Image
Comparing the systemic risk of Italian insurers and banks
Bianchi, Michele Leonardo; Pallante, Federica - 2025
Persistent link: https://www.econbiz.de/10015408590
Saved in:
Cover Image
Hedging political risk in international portfolios
Lotfi, Somayyeh; Pagliardi, Giovanni; Paparoditis, … - In: European journal of operational research : EJOR 322 (2025) 2, pp. 629-646
Persistent link: https://www.econbiz.de/10015412068
Saved in:
Cover Image
Quantifying systemic risk in cryptocurrency markets : a high-frequency approach
Franco, João Pedro M.; Laurini, Márcio Poletti - In: International review of economics & finance : IREF 102 (2025), pp. 1-23
Persistent link: https://www.econbiz.de/10015463018
Saved in:
Cover Image
Central bank announcements and monitoring portfolio risks
Bui, Huynh Tuan Duy; Herwartz, Helmut; Wang, Shu - In: International review of economics & finance : IREF 103 (2025), pp. 1-24
Persistent link: https://www.econbiz.de/10015482544
Saved in:
Cover Image
Socially responsible multiobjective optimal portfolios
Sahamkhadam, Maziar; Stephan, Andreas - In: Journal of the Operational Research Society 75 (2024) 10, pp. 2065-2076
Persistent link: https://www.econbiz.de/10015188547
Saved in:
Cover Image
A fuzzy multi-criteria decision-making for optimizing supply chain aggregate production planning based on cost reduction and risk mitigation
Sutthibutr, Noppasorn; Hiraishi, Kunihiko; Navee Chiadamrong - In: Journal of open innovation : technology, market, and … 10 (2024) 4, pp. 1-18
In an increasingly complex and uncertain business environment, decision makers require robust strategies for supply chain aggregate production planning that account for the interdependencies and coordination across multiple echelons of the supply chain network. Traditional approaches often...
Persistent link: https://www.econbiz.de/10015183364
Saved in:
Cover Image
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:
Cover Image
Newsvendor conditional value-at-risk minimisation : a feature-based approach under adaptive data selection
Liu, Congzheng; Zhu, Wenqi - In: European journal of operational research : EJOR 313 (2024) 2, pp. 548-564
Persistent link: https://www.econbiz.de/10014456596
Saved in:
Cover Image
Extreme risk spillovers between stock and bond markets
Ning, Cathy Q.; Ponrajah, Jeremey - 2024
Persistent link: https://www.econbiz.de/10015052590
Saved in:
Cover Image
Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance
Lotfi, Somayyeh; Zenios, Stauros Andrea - In: Review of managerial science : RMS 18 (2024) 7, pp. 2115-2140
Persistent link: https://www.econbiz.de/10015134061
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...