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:"Expected Shortfall"
Narrow search

Narrow search

Year of publication
Subject
All
Risikomaß 8,405 Risk measure 8,399 Theorie 4,595 Theory 4,591 Portfolio selection 3,188 Portfolio-Management 3,188 Risikomanagement 2,932 Risiko 2,920 Risk 2,916 Risk management 2,909 Messung 1,379 Measurement 1,366 Statistische Verteilung 1,155 Statistical distribution 1,154 ARCH-Modell 1,149 ARCH model 1,147 Volatility 1,031 Volatilität 1,031 Schätzung 1,025 Estimation 1,024 Prognoseverfahren 924 Forecasting model 923 Bank risk 898 Bankrisiko 898 Capital income 858 Kapitaleinkommen 858 Kreditrisiko 814 Credit risk 812 Schätztheorie 688 Estimation theory 687 Basel Accord 580 Basler Akkord 580 Outliers 559 Ausreißer 556 Financial crisis 540 Finanzkrise 539 Multivariate Verteilung 516 Multivariate distribution 516 Systemic risk 500 VAR model 498
more ... less ...
Online availability
All
Free 2,939 Undetermined 2,650 CC license 231
Type of publication
All
Article 5,662 Book / Working Paper 3,030 Other 3 Journal 2
Type of publication (narrower categories)
All
Article in journal 5,006 Aufsatz in Zeitschrift 5,006 Graue Literatur 1,196 Non-commercial literature 1,196 Working Paper 1,165 Arbeitspapier 1,130 Aufsatz im Buch 430 Book section 430 Hochschulschrift 218 Thesis 166 Collection of articles of several authors 52 Sammelwerk 52 Article 42 Collection of articles written by one author 36 Sammlung 36 Conference paper 27 Konferenzbeitrag 27 Aufsatzsammlung 22 Lehrbuch 22 Textbook 20 Case study 13 Fallstudie 13 research-article 12 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 Forschungsbericht 3 Government document 3 Festschrift 2 Guidebook 2
more ... less ...
Language
All
English 8,113 German 378 Undetermined 151 Spanish 22 French 19 Polish 5 Portuguese 5 Italian 4 Czech 1 Croatian 1 Russian 1 Slovenian 1 Turkish 1
more ... less ...
Author
All
McAleer, Michael 93 Härdle, Wolfgang 55 Wang, Ruodu 55 Allen, David E. 46 Fabozzi, Frank J. 37 Pérez Amaral, Teodosio 36 Righi, Marcelo Brutti 34 Vries, Casper G. de 32 Daníelsson, Jón 31 Stoja, Evarist 30 Vanduffel, Steven 30 Dowd, Kevin 29 Powell, Robert 27 Račev, Svetlozar T. 27 Rosazza Gianin, Emanuela 27 Al Janabi, Mazin A. M. 26 Chang, Chia-Lin 26 Lucas, André 26 Embrechts, Paul 24 Hammoudeh, Shawkat 24 Jiménez-Martín, Juan-Ángel 24 Paolella, Marc S. 24 Rüschendorf, Ludger 24 Boonen, Tim J. 22 Ardia, David 21 Caporin, Massimiliano 21 Cheung, Ka Chun 21 Dhaene, Jan 21 Giot, Pierre 21 Kratz, Marie 21 Tsanakas, Andreas 21 Chen Zhou 20 Gerlach, Richard 20 Hoogerheide, Lennart 20 Huschens, Stefan 20 Stoyanov, Stoyan V. 20 Weiß, Gregor 20 Wied, Dominik 20 Albrecht, Peter 19 Bernard, Carole 19
more ... less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 12 National Bureau of Economic Research 11 Basel Committee on Banking Supervision 7 Springer Fachmedien Wiesbaden 7 HAL 6 Business School, University of Sydney 5 European Central Bank 5 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 4 University of Canterbury / Dept. of Economics and Finance 4 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 3 Friedrich-Schiller-Universität Jena 3 Geary Institute, University College Dublin 3 Pensions Institute 3 Springer-Verlag GmbH 3 Swiss Finance Institute 3 Technische Universität Dresden / Fakultät Wirtschaftswissenschaften 3 Tinbergen Instituut 3 Universität Mannheim 3 Uniwersytet Warszawski / Wydział Nauk Ekonomicznych 3 CESifo 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Deutsche Bundesbank 2 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 2 Federal Reserve Bank of San Francisco 2 Gottfried Wilhelm Leibniz Universität Hannover 2 HFDF <2, 1998, Zürich> 2 International Center for Financial Asset Management and Engineering 2 School of Economics and Finance, Tasmanian School of Business and Economics 2 Society for Computational Economics - SCE 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 2 Universität Konstanz 2 Verlag Dr. Kovač 2 Banco Central do Brasil 1 Banco de la Republica de Colombia 1 Bank für Internationalen Zahlungsausgleich 1 Bank of Japan 1 Bank-Verlag GmbH 1 Bergische Universität Wuppertal 1 Berliner Wissenschafts-Verlag 1
more ... less ...
Published in...
All
Insurance 253 Journal of banking & finance 183 Risks : open access journal 136 European journal of operational research : EJOR 134 Journal of risk 125 Finance research letters 114 International review of financial analysis 72 Economic modelling 71 The journal of risk model validation 69 The journal of operational risk 64 Energy economics 63 Discussion paper / Tinbergen Institute 62 Quantitative finance 61 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 45 Computational economics 44 The European journal of finance 42 Scandinavian actuarial journal 41 Research in international business and finance 39 Management science : journal of the Institute for Operations Research and the Management Sciences 38 Working paper 38 Finance and stochastics 37 Journal of financial econometrics : official journal of the Society for Financial Econometrics 37 Operations research 37 Research paper series / Swiss Finance Institute 37 Journal of economic dynamics & control 35 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 34 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) 8,415 RePEc 182 EconStor 79 Other ZBW resources 13 BASE 8
Showing 1 - 10 of 8,697
Cover Image
New bounds for tail risk measures
Carnero, M. Angeles; León, Ángel; Ñíguez, Trino-Manuel - In: Finance research letters 75 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015408528
Saved in:
Cover Image
Market risk of securities held by Italian banks and insurance companies
Bianchi, Michele Leonardo; Pallante, Federica - 2025
Persistent link: https://www.econbiz.de/10015408587
Saved in:
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
Survival analysis for credit risk : a dynamic approach for Basel IRB compliance
Dala, Fernando L.; Esquível, Manuel L.; Gaspar, Raquel M. - In: Risks : open access journal 13 (2025) 8, pp. 1-22
's loss process, we show how to empirically estimate key risk measures-such as Value at Risk (VaR) and Expected Shortfall (ES …
Persistent link: https://www.econbiz.de/10015448887
Saved in:
Cover Image
When MIDAS meets LASSO : the power of low-frequency variables in forecasting Value-at-Risk and expected shortfall
Luo, Yi; Xue, Xiaohan; Izzeldin, Marwan - In: Journal of financial econometrics 23 (2025) 1, pp. 1-43
Persistent link: https://www.econbiz.de/10015339158
Saved in:
Cover Image
The origin of financial instability and systemic risk : do bank business models matter?
Ayadi, Rym; Bongini, Paola; Casu, Barbara; Cucinelli, … - In: Journal of financial stability 78 (2025), pp. 1-22
Persistent link: https://www.econbiz.de/10015432124
Saved in:
Cover Image
Financial risk under shortfall level uncertainty
Asadi, Majid; Racine, Jeffrey; Soofi, Ehsan S.; Wu, Shaomin - 2025
Persistent link: https://www.econbiz.de/10015433439
Saved in:
Cover Image
Expected shortfall regression for high-dimensional additive models
Honda, Toshio; Peng, Po-Hsiang - 2025
Persistent link: https://www.econbiz.de/10015196326
Saved in:
Cover Image
Identifying risk regimes in a sectoral stock index through a multivariate hidden Markov framework
Akara Kijkarncharoensin - In: Risks : open access journal 13 (2025) 7, pp. 1-19
differ significantly across these regimes. Additionally, the analysis incorporates risk measures, including expected … shortfall, maximum drawdown, and the coefficient of variation. The results indicate that the bearish regime carries the highest …
Persistent link: https://www.econbiz.de/10015436715
Saved in:
Cover Image
Crisis-proofing heterogeneous banks
Lucchetta, Marcella - 2025
Persistent link: https://www.econbiz.de/10015464307
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...