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Search: subject:"Risk measure"
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Risk measure
8,289
Risikomaß
8,274
Theorie
4,549
Theory
4,544
Portfolio selection
3,143
Portfolio-Management
3,138
Risikomanagement
2,911
Risk management
2,870
Risiko
2,868
Risk
2,861
Messung
1,362
Measurement
1,340
Statistische Verteilung
1,138
Statistical distribution
1,137
ARCH model
1,126
ARCH-Modell
1,126
Estimation
1,010
Schätzung
1,009
Volatilität
1,004
Volatility
1,000
Forecasting model
905
Prognoseverfahren
905
Bank risk
887
Bankrisiko
887
Capital income
844
Kapitaleinkommen
844
Kreditrisiko
812
Credit risk
799
Estimation theory
679
Schätztheorie
679
Basel Accord
572
Basler Akkord
572
Outliers
550
Ausreißer
547
Financial crisis
527
Finanzkrise
527
Multivariate Verteilung
514
Multivariate distribution
514
VAR model
487
VAR-Modell
487
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Free
2,798
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2,608
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211
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Article
5,535
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3,047
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2
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Article in journal
4,899
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4,899
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1,192
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1,192
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1,128
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1,120
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424
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424
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238
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179
Collection of articles of several authors
54
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54
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36
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36
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27
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27
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24
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research-article
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11
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9
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9
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5
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5
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5
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5
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English
7,953
German
431
Undetermined
151
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24
French
17
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6
Italian
4
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2
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2
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1
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Author
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McAleer, Michael
91
Härdle, Wolfgang
53
Wang, Ruodu
53
Allen, David E.
44
Fabozzi, Frank J.
37
Pérez Amaral, Teodosio
36
Vries, Casper G. de
32
Daníelsson, Jón
31
Righi, Marcelo Brutti
31
Vanduffel, Steven
30
Stoja, Evarist
29
Dowd, Kevin
27
Powell, Robert
27
Račev, Svetlozar T.
27
Rosazza Gianin, Emanuela
27
Al Janabi, Mazin A. M.
26
Lucas, André
26
Chang, Chia-Lin
24
Hammoudeh, Shawkat
23
Paolella, Marc S.
23
Cheung, Ka Chun
22
Dhaene, Jan
22
Embrechts, Paul
22
Huschens, Stefan
22
Jiménez-Martín, Juan-Ángel
22
Rüschendorf, Ludger
22
Caporin, Massimiliano
21
Kratz, Marie
21
Tsanakas, Andreas
21
Boonen, Tim J.
20
Chen Zhou
20
Giot, Pierre
20
Stoyanov, Stoyan V.
20
Weiß, Gregor
20
Wied, Dominik
20
Albrecht, Peter
19
Bernard, Carole
19
Brandtner, Mario
19
Dionne, Georges
19
Munari, Cosimo-Andrea
19
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HAL
18
National Bureau of Economic Research
11
International Monetary Fund (IMF)
9
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
9
Springer Fachmedien Wiesbaden
8
Basel Committee on Banking Supervision
6
European Central Bank
5
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Springer-Verlag GmbH
4
University of Canterbury / Dept. of Economics and Finance
4
Friedrich-Schiller-Universität Jena
3
International Monetary Fund
3
Pensions Institute
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universität Mannheim
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia
2
EconWPA
2
Federal Reserve Bank of San Francisco
2
Gottfried Wilhelm Leibniz Universität Hannover
2
HFDF <2, 1998, Zürich>
2
Instituto sobre Desarrollo Empresarial (INDEM), Universidad Carlos III de Madrid
2
International Center for Financial Asset Management and Engineering
2
Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Universität Konstanz
2
Université Paris-Dauphine (Paris IX)
2
Verlag Dr. Kovač
2
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
California Institute of Technology, Division of the Humanities and Social Sciences
1
Center for Economic Research <Tilburg>
1
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Published in...
All
Insurance / Mathematics & economics
253
Journal of banking & finance
184
European journal of operational research : EJOR
129
Journal of risk
126
Risks : open access journal
124
Finance research letters
110
International review of financial analysis
72
Economic modelling
68
The journal of risk model validation
67
Energy economics
63
Discussion paper / Tinbergen Institute
62
Quantitative finance
61
The journal of operational risk
60
International journal of theoretical and applied finance
57
Applied economics
55
International journal of forecasting
55
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
51
Journal of forecasting
50
Journal of risk management in financial institutions
50
Journal of econometrics
47
Computational economics
44
The European journal of finance
42
Scandinavian actuarial journal
41
Research in international business and finance
39
International review of economics & finance : IREF
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Working paper
37
Finance and stochastics
36
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Research paper series / Swiss Finance Institute
36
Journal of economic dynamics & control
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Operations research
34
Applied economics letters
33
Operations research letters
33
SFB 649 discussion paper
33
Econometric Institute research papers
31
Mathematics and financial economics
31
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Source
All
ECONIS (ZBW)
8,314
RePEc
159
USB Cologne (EcoSocSci)
54
EconStor
32
Other ZBW resources
23
BASE
2
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51
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51
Market risk SREP methodology
European Central Bank
-
2024
Persistent link: https://www.econbiz.de/10015322343
Saved in:
52
Tail risk spillover network among green bond, energy and agricultural markets under extreme weather scenarios
Xue, Jianhao
;
Dai, Xingyu
;
Zhang, Dongna
;
Nghiem, Xuan-Hoa
- In:
International review of economics & finance : IREF
96
(
2024
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10015323526
Saved in:
53
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:
54
Risk quantization by magnitude and propensity
Faugeras, Olivier
;
Pagès, Gilles
- In:
Insurance : mathematics and economics
116
(
2024
),
pp. 134-147
Persistent link: https://www.econbiz.de/10015066797
Saved in:
55
On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization
Chen, An
;
Stadje, Mitja
;
Zhang, Fangyuan
- In:
Insurance : mathematics and economics
117
(
2024
),
pp. 114-129
Persistent link: https://www.econbiz.de/10015066953
Saved in:
56
Law-invariant return and star-shaped risk measures
Laeven, Roger J. A.
;
Rosazza Gianin, Emanuela
;
Zullino, …
- In:
Insurance : mathematics and economics
117
(
2024
),
pp. 140-153
Persistent link: https://www.econbiz.de/10015066962
Saved in:
57
Cryptocurrency portfolio optimization : utilizing a GARCH-copula model within the Markowitz framework
Jeleskovic, Vahidin
;
Latini, Claudio
;
Younas, Zahid Irshad
- In:
The journal of corporate accounting & finance
35
(
2024
)
4
,
pp. 139-155
Persistent link: https://www.econbiz.de/10015152922
Saved in:
58
Endogenous defaults, value-at-risk and the business cycle
Samiri, Issam
-
2024
Persistent link: https://www.econbiz.de/10015154791
Saved in:
59
Oil jump tail risk as a driver of inflation dynamics
Ferrara, Laurent
;
Karadimitropoulou, Aikaterini
; …
- In:
Journal of commodity markets : JCM
36
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10015162604
Saved in:
60
Banking on ecosystem services
Mundaca, Luis
;
Heintze, Jan-Niklas
- In:
Ecological economics
224
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10015163052
Saved in:
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