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Search: subject:"Value‐at‐Risk"
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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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Free
3,824
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3,062
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213
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Article
6,303
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3,968
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8
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3
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4,956
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4,956
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1,321
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1,204
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1,130
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426
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426
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237
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202
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118
Collection of articles of several authors
55
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55
research-article
40
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28
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English
8,628
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1,081
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483
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38
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24
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6
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6
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4
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3
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2
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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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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
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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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371
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371
Semi-nonparametric estimation of operational risk capital with extreme loss events
Chen, Heng Z.
;
Cosslett, Stephen R.
- In:
The journal of operational risk
19
(
2024
)
1
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014490229
Saved in:
372
Monte Carlo methods for economic capital
Li, Yajuan
;
Kaplan, Zachary T.
;
Nakayama, Marvin K.
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
1
,
pp. 266-284
Persistent link: https://www.econbiz.de/10014474920
Saved in:
373
Do green investments improve portfolio diversification? : evidence from mean conditional
value-at-risk
optimization
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Louhichi, Waël
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543934
Saved in:
374
A branch-and-bound approach to minimise the
value-at-risk
of the makespan in a stochastic two-machine flow shop
Liu, Lei
;
Urgo, Marcello
- In:
International journal of production research
62
(
2024
)
6
,
pp. 2107-2123
Persistent link: https://www.econbiz.de/10014546362
Saved in:
375
On the estimation of
Value-at-Risk
and Expected Shortfall at extreme levels
Lazar, Emese
;
Pan, Jingqi
;
Wang, Shixuan
- In:
Journal of commodity markets : JCM
34
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548240
Saved in:
376
Systemic risk : the impact of COVID-19 on the dual banking system in Indonesia
Nugroho, Muh. Rudi
;
Kurnia, Akhmad Syakir
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 83-92)
.
2024
Persistent link: https://www.econbiz.de/10014458483
Saved in:
377
Data-driven risk-averse newsvendor problems : developing the CVaR criteria and support vector machines
Chen, Zhen-Yu
- In:
International journal of production research
62
(
2024
)
4
,
pp. 1221-1238
Persistent link: https://www.econbiz.de/10014458529
Saved in:
378
Risk hedging for VaR-constrained newsvendors
Chang, Shuhua
;
Li, Jiajing
;
Sethi, Suresh P.
;
Wang, Xinyu
- In:
Transportation research : an international journal
181
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014462499
Saved in:
379
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
380
Natural disasters, stock price volatility in the property-liability insurance market and sustainability : an unexplored link
Montero, José-María
;
Naimy, Viviane
;
Farraj, Nermeen Abi
- In:
Socio-economic planning sciences : the international …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014528750
Saved in:
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