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Search: subject:"Value‐at‐Risk"
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Subject
All
Risikomaß
8,297
Risk measure
8,270
Theorie
4,606
Theory
4,561
Portfolio-Management
3,167
Portfolio selection
3,149
Risikomanagement
2,955
Risk management
2,921
Risiko
2,875
Risk
2,874
Messung
1,363
Measurement
1,342
Statistische Verteilung
1,144
ARCH-Modell
1,142
Statistical distribution
1,136
ARCH model
1,132
Volatility
1,044
Schätzung
1,035
Volatilität
1,033
Estimation
1,019
Prognoseverfahren
921
Forecasting model
913
Bankrisiko
897
Bank risk
894
Kapitaleinkommen
850
Capital income
848
Kreditrisiko
838
Credit risk
820
Value-at-Risk
794
Schätztheorie
686
Estimation theory
682
Value at Risk
663
Basel Accord
597
Basler Akkord
583
Outliers
550
Ausreißer
547
Financial crisis
543
Finanzkrise
535
Multivariate Verteilung
513
Multivariate distribution
513
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Online availability
All
Free
3,824
Undetermined
3,062
CC license
213
Type of publication
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Article
6,303
Book / Working Paper
3,968
Other
8
Journal
3
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Article in journal
4,956
Aufsatz in Zeitschrift
4,956
Working Paper
1,321
Graue Literatur
1,204
Non-commercial literature
1,204
Arbeitspapier
1,130
Aufsatz im Buch
426
Book section
426
Hochschulschrift
237
Thesis
202
Article
118
Collection of articles of several authors
55
Sammelwerk
55
research-article
40
Collection of articles written by one author
36
Sammlung
36
Dissertation u.a. Prüfungsschriften
28
Conference paper
27
Konferenzbeitrag
27
Aufsatzsammlung
24
Lehrbuch
22
Textbook
20
Bibliografie enthalten
15
Bibliography included
15
Case study
13
Fallstudie
13
Konferenzschrift
11
Handbook
9
Handbuch
9
Conference proceedings
6
review-article
6
Ratgeber
5
Systematic review
5
Übersichtsarbeit
5
Glossar enthalten
4
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4
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3
Bibliografie
3
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3
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English
8,628
Undetermined
1,081
German
483
Spanish
38
French
24
Portuguese
8
Czech
6
Polish
6
Italian
4
Romanian
3
Lithuanian
2
Croatian
1
Indonesian
1
Russian
1
Slovak
1
Slovenian
1
Turkish
1
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Author
All
McAleer, Michael
192
Härdle, Wolfgang
72
Allen, David E.
61
Wang, Ruodu
58
Chang, Chia-Lin
49
Daníelsson, Jón
44
Fabozzi, Frank J.
44
Vries, Casper G. de
43
Jiménez-Martín, Juan-Ángel
39
Lucas, André
36
Mittnik, Stefan
36
Pérez Amaral, Teodosio
36
Stoja, Evarist
35
Hammoudeh, Shawkat
34
Paolella, Marc S.
34
Righi, Marcelo Brutti
33
Dowd, Kevin
32
Powell, Robert
31
Vanduffel, Steven
30
Gerlach, Richard
29
Rosazza Gianin, Emanuela
28
Al Janabi, Mazin A. M.
27
Embrechts, Paul
27
Pérez-Amaral, Teodosio
27
Račev, Svetlozar T.
27
Schienle, Melanie
27
Caporin, Massimiliano
26
Hoogerheide, Lennart
26
Rüschendorf, Ludger
26
Albrecht, Peter
25
Ardia, David
25
Härdle, Wolfgang Karl
25
Cheung, Ka Chun
24
Dhaene, Jan
24
Giot, Pierre
24
Huschens, Stefan
24
Polanski, Arnold
24
Stoyanov, Stoyan V.
24
Wied, Dominik
24
Hautsch, Nikolaus
23
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
61
HAL
38
Tinbergen Instituut
26
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
23
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
21
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
20
EconWPA
17
Institut für Schweizerisches Bankwesen <Zürich>
17
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
16
Department of Economics and Finance, College of Business and Economics
16
Institute of Economic Research, Kyoto University
13
Erasmus University Rotterdam, Econometric Institute
12
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
12
National Bureau of Economic Research
11
Tinbergen Institute
11
Business School, University of Sydney
10
Center for Financial Studies
10
London School of Economics (LSE)
9
National Centre of Competence in Research North South <Bern>
9
European Central Bank
8
Henley Business School, University of Reading
8
Université Paris-Dauphine (Paris IX)
8
C.E.P.R. Discussion Papers
7
Geary Institute, University College Dublin
7
Society for Computational Economics - SCE
7
Springer Fachmedien Wiesbaden
7
Basel Committee on Banking Supervision
6
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
6
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
6
Department of Econometrics and Business Statistics, Monash Business School
6
Deutsche Bundesbank
6
Frankfurt School of Finance and Management
6
Sveriges Riksbank
6
CESifo
5
Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
5
Faculty of Economics, University of Cambridge
5
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
5
Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
5
School of Business, Edith Cowan University
5
Suomen Pankki
5
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Published in...
All
Insurance / Mathematics & economics
254
Journal of banking & finance
183
European journal of operational research : EJOR
131
Journal of risk
125
Risks : open access journal
122
Finance research letters
110
International review of financial analysis
72
Economic modelling
69
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
64
Energy economics
63
MPRA Paper
61
Quantitative finance
61
The journal of operational risk
60
International journal of theoretical and applied finance
56
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
54
Journal of empirical finance
52
Journal of forecasting
52
Journal of risk management in financial institutions
50
Journal of econometrics
47
Computational economics
44
Scandinavian actuarial journal
42
The European journal of finance
42
Insurance: Mathematics and Economics
39
International review of economics & finance : IREF
39
Research in international business and finance
39
Working paper
38
Finance and stochastics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Risks
37
Tinbergen Institute Discussion Papers
37
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 Risk and Financial Management
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Operations research
34
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Source
All
ECONIS (ZBW)
8,382
RePEc
1,331
EconStor
320
USB Cologne (business full texts)
83
USB Cologne (EcoSocSci)
61
Other ZBW resources
54
BASE
51
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361
A relational construction of organizational risk : normalizing versus problematizing through risk work on concerns versus measures
Topal, Cagri
;
Gephart, Robert P.
-
2025
Persistent link: https://www.econbiz.de/10015359353
Saved in:
362
Matrix-variate risk measures under Wishart and gamma distributions
Arias-Serna, María Andrea
;
Caro-Lopera, Francisco José
; …
-
2025
Persistent link: https://www.econbiz.de/10015371234
Saved in:
363
Assessing bitcoin return extrema in the context of extreme value theory
Uluceviz, Erhan
- In:
Machine Learning in Finance : Trends, Developments and …
,
(pp. 171-185)
.
2025
Persistent link: https://www.econbiz.de/10015372039
Saved in:
364
Risk and solvency regulation in Europe
Doff, Rene
- In:
Handbook of Insurance : Volume II
,
(pp. 483-500)
.
2025
Persistent link: https://www.econbiz.de/10015399628
Saved in:
365
Risk-constrained portfolio choice under rank-dependent utility
Ghossoub, Mario
;
Zhu, Michael Boyuan
- In:
Finance and stochastics
29
(
2025
)
2
,
pp. 399-442
Persistent link: https://www.econbiz.de/10015394804
Saved in:
366
How prone are emerging markets' sectoral indices to global uncertainties? : evidence from the quantile connectedness approach with portfolio implications
Khan, Shabeer
;
Rehman, Mohd Ziaur
;
Shahzad, Mohammad Rahim
-
2025
Persistent link: https://www.econbiz.de/10015398954
Saved in:
367
Risk measures and dependence modeling
Embrechts, Paul
;
Hofert, Marius
- In:
Handbook of Insurance : Volume II
,
(pp. 95-126)
.
2025
Persistent link: https://www.econbiz.de/10015394058
Saved in:
368
A study on the performance evaluation of equal-weight portfolio and optimum risk portfolio on the Indian stock market
Sen, Abhiraj
;
Sen, Jaydip
- In:
International journal of business forecasting and …
10
(
2025
)
1
,
pp. 37-95
Persistent link: https://www.econbiz.de/10015375443
Saved in:
369
Hedging downside risk in agricultural commodities : a novel nonparametric Kernel method
Jiang, Qi
;
Fan, Yawen
- In:
Finance research letters
70
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10015194473
Saved in:
370
Exact and heuristic solution techniques for mixed-integer quantile minimization problems
Cattaruzza, Diego
;
Labbé, Martine
;
Petris, Matteo
; …
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
4
,
pp. 1084-1107
Persistent link: https://www.econbiz.de/10015163756
Saved in:
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