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~subject:"Risikomaß"
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Search: subject:"Value"
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Risikomaß
Theorie
16,331
Theory
16,128
Value creation
13,563
Betriebliche Wertschöpfung
13,452
Stakeholder
10,115
Bewertung
9,813
Evaluation
9,746
Risk measure
7,337
Deutschland
6,171
Germany
5,858
USA
5,845
United States
5,741
Umsatzsteuer
5,424
Soziale Werte
5,243
Social values
5,240
Firm value
5,221
Sales tax
5,138
Unternehmenswert
5,094
Informationswert
5,010
Information value
4,964
Corporate Social Responsibility
4,940
Corporate social responsibility
4,924
Shareholder Value
4,770
Shareholder value
4,702
Welt
4,643
World
4,612
Corporate Governance
4,053
Corporate governance
4,011
Portfolio-Management
3,548
Portfolio selection
3,530
Consumer behaviour
3,395
Konsumentenverhalten
3,395
Schätzung
3,278
Risikomanagement
3,232
Estimation
3,229
Risk
3,214
Risk management
3,185
Risiko
3,147
Börsenkurs
3,125
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Free
2,296
Undetermined
2,198
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Article
4,775
Book / Working Paper
2,592
Journal
1
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Article in journal
4,336
Aufsatz in Zeitschrift
4,336
Graue Literatur
1,092
Non-commercial literature
1,092
Working Paper
1,056
Arbeitspapier
1,017
Aufsatz im Buch
397
Book section
397
Hochschulschrift
215
Thesis
160
Collection of articles of several authors
53
Sammelwerk
53
Collection of articles written by one author
37
Sammlung
37
Conference paper
23
Konferenzbeitrag
23
Lehrbuch
22
Aufsatzsammlung
20
Textbook
20
Case study
13
Fallstudie
13
Bibliografie enthalten
9
Bibliography included
9
Handbook
9
Handbuch
9
Konferenzschrift
9
Amtsdruckschrift
8
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8
Conference proceedings
5
Systematic review
5
Übersichtsarbeit
5
Glossar enthalten
4
Glossary included
4
Ratgeber
4
Bibliografie
3
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3
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3
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3
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2
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2
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English
6,955
German
370
Spanish
19
French
16
Polish
5
Italian
4
Portuguese
2
Czech
1
Croatian
1
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Author
All
McAleer, Michael
99
Allen, David E.
44
Wang, Ruodu
43
Härdle, Wolfgang
39
Stoja, Evarist
37
Fabozzi, Frank J.
32
Pérez Amaral, Teodosio
32
Daníelsson, Jón
29
Hammoudeh, Shawkat
29
Chang, Chia-Lin
28
Dowd, Kevin
27
Polanski, Arnold
27
Vanduffel, Steven
27
Vries, Casper G. de
27
Powell, Robert
24
Jiménez-Martín, Juan-Ángel
23
Rosazza Gianin, Emanuela
23
Embrechts, Paul
22
Račev, Svetlozar T.
22
Righi, Marcelo Brutti
22
Rüschendorf, Ludger
22
Caporin, Massimiliano
21
Dhaene, Jan
20
Giot, Pierre
20
Huschens, Stefan
20
Paolella, Marc S.
20
Stoyanov, Stoyan V.
19
Wied, Dominik
19
Bernard, Carole
18
Brandtner, Mario
18
Dionne, Georges
18
Albrecht, Peter
17
Lucas, André
17
Mao, Tiantian
17
Schienle, Melanie
17
Tsanakas, Andreas
17
Boonen, Tim J.
16
Gouriéroux, Christian
16
Kratz, Marie
16
Mittnik, Stefan
16
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Institution
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National Bureau of Economic Research
13
Springer Fachmedien Wiesbaden
7
Basel Committee on Banking Supervision
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
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
Federal Reserve Bank of San Francisco
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
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
Edward Elgar Publishing
1
Eidgenössische Technische Hochschule Zürich
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Europäische Zentralbank / Group on TARGET2 Stress Testing
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of St. Louis
1
Frankfurt School Verlag GmbH
1
Gottfried Wilhelm Leibniz Universität Hannover
1
HFDF <2, 1998, Zürich>
1
Harvard Institute for International Development
1
International Monetary Fund
1
International Risk Management Conference <5, 2012, Rom>
1
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
1
Massachusetts Institute of Technology / Department of Economics
1
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Published in...
All
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
87
Economic modelling
69
Energy economics
69
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
62
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
The journal of operational risk
45
Journal of econometrics
41
Journal of forecasting
41
Computational economics
38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of economic dynamics & control
32
Journal of international financial markets, institutions & money
32
Working papers
32
Applied economics letters
31
Finance and stochastics
30
Scandinavian actuarial journal
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
Working paper
28
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Source
All
ECONIS (ZBW)
7,324
EconStor
40
USB Cologne (business full texts)
2
BASE
1
OLC EcoSci
1
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
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
Value
-at-Risk
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
5
Assessing financial stability in turbulent times : a study of generalized autoregressive conditional heteroskedasticity-type
Value
-at-Risk model performance in Thailand's transport...
Danai Likitratcharoen
;
Lucksuda Suwannamalik
- In:
Risks : open access journal
12
(
2024
)
3
,
pp. 1-19
The
Value
-at-Risk (VaR) metric serves as a pivotal tool for quantifying market risk, offering an estimation of …
Persistent link: https://www.econbiz.de/10014497424
Saved in:
6
Multivariate spectral backtests of forecast distributions under unknown dependencies
Balter, Janine
;
McNeil, Alexander J.
- In:
Risks : open access journal
12
(
2024
)
1
,
pp. 1-15
-desk
value
-at-risk (VaR) backtest as a special case. The spectral tests make use of realised probability integral transform …
Persistent link: https://www.econbiz.de/10014480976
Saved in:
7
Optimal reinsurance under the linear combination of risk measures in the presence of reinsurance loss limit
Xiong, Qian
;
Peng, Zuoxiang
;
Nadarajah, Saralees
- In:
Risks : open access journal
11
(
2023
)
7
,
pp. 1-26
Optimal reinsurance problems under the risk measures, such as
Value
-at-Risk (VaR) and Tail-
Value
-at-Risk (TVaR), have …
Persistent link: https://www.econbiz.de/10014340271
Saved in:
8
Extreme
value
statistics using related variables
Ahmed, Hanan
-
2022
Persistent link: https://www.econbiz.de/10013263346
Saved in:
9
The generalised pareto distribution model approach to comparing extreme risk in the exchange rate risk of BitCoin/US Dollar and South African Rand/US Dollar Returns
Ndlovu, Thabani
;
Chikobvu, Delson
- In:
Risks : open access journal
11
(
2023
)
6
,
pp. 1-16
employed to estimate the
Value
at Risk (VaR) and the Expected Shortfall (ES) for the two exchange rates, BitCoin/US dollar …. The higher extreme
value
index estimate associated with the BTC/USD when compared with the ZAR/USD estimate, suggests that …
Persistent link: https://www.econbiz.de/10014334466
Saved in:
10
Value
-at-Risk, Tail
Value
-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, Hamza
;
Linders, Daniël
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 219-243
Persistent link: https://www.econbiz.de/10014336322
Saved in:
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