//--> //--> //--> //-->
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:"Risk measure"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Economic modelling"
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:"Risk management"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Risk management
72
Risikomanagement
70
Risikomaß
35
Risk
34
Risiko
33
Theorie
32
Theory
32
Portfolio selection
23
Portfolio-Management
23
Statistical distribution
12
Statistische Verteilung
12
Bank risk
9
Bankrisiko
9
Basel Accord
9
Basler Akkord
9
Estimation
9
Multivariate Verteilung
9
Multivariate distribution
9
Risikomodell
9
Risk model
9
Schätzung
9
ARCH model
8
ARCH-Modell
8
Financial crisis
8
Finanzkrise
8
Ausreißer
7
Hedging
7
Outliers
7
Volatility
7
Volatilität
7
Credit risk
6
Kreditrisiko
6
Value-at-Risk
6
Aktienmarkt
5
Börsenkurs
5
China
5
Financial market
5
Financial services
5
Finanzdienstleistung
5
more ...
less ...
Online availability
All
Undetermined
22
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Language
All
English
35
Author
All
Joëts, Marc
2
Afonso, Lourdes B.
1
Andrieş, Alin Marius
1
Barbagli, Matteo
1
Bei, Shuhua
1
Cai, Jun
1
Candelon, Bertrand
1
Cao, Yufei
1
Chen, Lu
1
Chen, Xiaohong
1
Chen, Yu Chuan
1
Chiu, Yung-ho
1
Denuit, Michel
1
Floryszczak, A.
1
Furman, Edward
1
Gatfaoui, Hayette
1
Ghorbel, Ahmed
1
Godin, Frédéric
1
Gregoriou, Greg N.
1
Hamel, Emmanuel
1
Hammoudeh, Shawkat
1
Huang, Chin Wei
1
Hürlimann, Werner
1
Iglesias, Emma M.
1
Istiak, Khandokar
1
Janabi, Mazin A. M. al
1
Jaworski, Piotr
1
Jiang, Cuixia
1
Jin, Yanbo
1
Kamdem, J. Sadefo
1
Kang, Sang Hoon
1
Kao, Lie-Jane
1
Kee, Hyukdo
1
Koivusalo, Alexander F. R.
1
Lemieux, Christiane
1
Liberadzki, Kamil
1
Liberadzki, Marcin
1
Liu, Fangda
1
Liu, Haiyan
1
Lourme, Alexandre
1
more ...
less ...
Published in...
All
Astin bulletin : the journal of the International Actuarial Association
Economic modelling
Insurance / Mathematics & economics
94
Risks : open access journal
53
Journal of banking & finance
52
Journal of risk
40
European journal of operational research : EJOR
38
The journal of operational risk
27
Energy economics
25
Finance research letters
24
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of risk management in financial institutions
20
The journal of risk model validation
20
International review of financial analysis
17
Quantitative finance
17
Discussion paper / Tinbergen Institute
16
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
Applied economics
14
International review of economics & finance : IREF
14
Research paper series / Swiss Finance Institute
13
The European journal of finance
13
Finance and stochastics
12
International journal of forecasting
12
Journal of econometrics
12
Journal of empirical finance
12
SpringerLink / Bücher
12
Working papers
12
Computational economics
10
International journal of risk assessment and management : IJRAM
10
Journal of international financial markets, institutions & money
10
Research in international business and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of finance & economics : IJFE
9
Journal of mathematical finance
9
Pacific-Basin finance journal
9
Scandinavian actuarial journal
9
The journal of credit risk : published quarterly by Incisive Media
9
Applied economics letters
8
International journal of production research
8
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
2
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
3
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
4
Local hedging of variable annuities in the presence of basis risk
Trottier, Denis-Alexandre
;
Godin, Frédéric
;
Hamel, …
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 611-646
Persistent link: https://www.econbiz.de/10011875672
Saved in:
5
The response of hedge fund tail risk to macroeconomic shocks : a nonlinear VAR approach
Gregoriou, Greg N.
;
Racicot, François-Éric
;
Théoret, …
- In:
Economic modelling
94
(
2021
),
pp. 843-872
Persistent link: https://www.econbiz.de/10012695357
Saved in:
6
Risk, uncertainty, and leverage
Istiak, Khandokar
;
Serletis, Apostolos
- In:
Economic modelling
91
(
2020
),
pp. 257-273
Persistent link: https://www.econbiz.de/10012429054
Saved in:
7
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
8
Paths and indices of maximal tail dependence
Furman, Edward
;
Su, Jianxi
;
Zitikis, Ričardas
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
Saved in:
9
A conditional equity risk model for regulatory assessment
Floryszczak, A.
;
Lévy Véhel, Jacques
;
Majri, M.
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
1
,
pp. 217-242
Persistent link: https://www.econbiz.de/10012105450
Saved in:
10
Tail risk under price limits
Oh, Sekyung
;
Kee, Hyukdo
;
Park, Kinam
- In:
Economic modelling
77
(
2019
),
pp. 113-123
Persistent link: https://www.econbiz.de/10012198437
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->