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  • Search: subject:"Value at Risk"
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Year of publication
Subject
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Risikomaß 2,896 Risk measure 2,878 Theorie 1,046 Theory 1,001 Portfolio-Management 711 Portfolio selection 697 Risikomanagement 654 Value-at-Risk 649 Risk management 632 Value at Risk 586 Volatility 319 value-at-risk 315 Volatilität 310 Kreditrisiko 302 ARCH-Modell 287 Credit risk 286 ARCH model 277 USA 268 Risk 262 Risiko 261 United States 257 Schätzung 249 Basel Accord 233 Value-at-risk 232 Estimation 231 Basler Akkord 219 value at risk 218 Prognoseverfahren 195 Value at risk 192 Forecasting model 187 Bankrisiko 175 Bank risk 173 Statistische Verteilung 170 Statistical distribution 162 risk management 162 GARCH 161 Messung 158 Welt 153 Deutschland 151 Bank 149
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Online availability
All
Free 1,792 Undetermined 543
Type of publication
All
Article 3,181 Book / Working Paper 2,035 Other 7 Journal 1
Type of publication (narrower categories)
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Article in journal 2,149 Aufsatz in Zeitschrift 2,149 Working Paper 834 Graue Literatur 749 Non-commercial literature 749 Arbeitspapier 660 Aufsatz im Buch 291 Book section 291 Hochschulschrift 198 Thesis 195 Collection of articles of several authors 48 Sammelwerk 48 Article 45 Collection of articles written by one author 34 Sammlung 34 Dissertation u.a. Prüfungsschriften 28 Lehrbuch 17 Aufsatzsammlung 13 Bibliografie enthalten 13 Bibliography included 13 Case study 12 Fallstudie 12 Conference paper 10 Konferenzbeitrag 10 Handbook 8 Handbuch 8 Konferenzschrift 8 Conference proceedings 5 Systematic review 5 Übersichtsarbeit 5 Amtsdruckschrift 4 Glossar enthalten 4 Glossary included 4 Government document 4 Congress Report 3 Festschrift 3 Kongress 3 Mehrbändiges Werk 3 Multi-volume publication 3 Ratgeber 3
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Language
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English 3,628 Undetermined 1,079 German 438 Spanish 30 French 22 Czech 6 Polish 6 Portuguese 5 Italian 4 Romanian 3 Lithuanian 2 Croatian 1 Indonesian 1 Russian 1 Slovak 1 Slovenian 1 Turkish 1
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Author
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McAleer, Michael 172 Härdle, Wolfgang 48 Allen, David E. 47 Chang, Chia-Lin 46 Jiménez-Martín, Juan-Ángel 38 Daníelsson, Jón 35 Mittnik, Stefan 31 Pérez Amaral, Teodosio 29 Vries, Casper G. de 28 Pérez-Amaral, Teodosio 27 Hammoudeh, Shawkat 26 Powell, Robert 25 Dowd, Kevin 24 Fabozzi, Frank J. 24 Giot, Pierre 24 Huschens, Stefan 24 Hoogerheide, Lennart 22 Paolella, Marc S. 22 Hautsch, Nikolaus 21 Gerlach, Richard 20 Roszbach, Kasper 20 Albrecht, Peter 19 Kaserer, Christoph 19 Dijk, Herman K. van 18 Gouriéroux, Christian 18 Ardia, David 17 Degiannakis, Stavros 17 Härdle, Wolfgang Karl 17 Jimenez-Martin, Juan-Angel 17 Lucas, André 17 Račev, Svetlozar T. 17 Scharth, Marcel 17 Schienle, Melanie 17 Stange, Sebastian 17 Bauwens, Luc 16 Broll, Udo 16 Cotter, John 16 Cremers, Heinz 16 Guegan, Dominique 16 Gürtler, Marc 16
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Institution
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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 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 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 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 Springer Fachmedien Wiesbaden GmbH 6 Suomen Pankki 6 Sveriges Riksbank 6 Basel Committee on Banking Supervision 5 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 Technische Universität Dresden / Fakultät Wirtschaftswissenschaften 5 Center for Entrepreneurial and Financial Studies <München> 4
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Published in...
All
Journal of banking & finance 117 Journal of risk 75 Insurance / Mathematics & economics 66 MPRA Paper 61 European journal of operational research : EJOR 46 Discussion paper / Tinbergen Institute 45 Insurance: Mathematics and Economics 38 The journal of risk model validation 38 Tinbergen Institute Discussion Papers 37 Economic modelling 33 Tinbergen Institute Discussion Paper 33 Risks : open access journal 32 Energy economics 31 International journal of theoretical and applied finance 31 SFB 649 Discussion Paper 29 Econometric Institute research papers 28 Journal of Banking & Finance 28 Journal of risk management in financial institutions 28 SFB 649 discussion paper 28 Working Paper 28 International review of financial analysis 27 Journal of empirical finance 27 The journal of operational risk 25 Applied economics 23 Documentos de Trabajo del ICAE 23 SFB 649 Discussion Papers 21 The North American journal of economics and finance : a journal of financial economics studies 21 Working paper 21 Econometric Institute Research Papers 20 International journal of risk assessment and management : IJRAM 20 Post-Print / HAL 20 European Journal of Operational Research 19 Finance research letters 19 International journal of forecasting 19 Journal of econometrics 19 Journal of financial econometrics : official journal of the Society for Financial Econometrics 19 The journal of derivatives : the official publication of the International Association of Financial Engineers 19 The journal of risk and insurance : the journal of the American Risk and Insurance Association 19 Dresdner Beiträge zu quantitativen Verfahren 18 Economic Modelling 18
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Source
All
ECONIS (ZBW) 3,474 RePEc 1,331 EconStor 223 USB Cologne (business full texts) 83 USB Cologne (EcoSocSci) 61 BASE 49 Other ZBW resources 3
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Showing 1 - 10 of 5,224
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Epidemic models for personalised Covid-19 isolation and exit policies using clinical risk predictions
Evgeniou, Theodoros; Fekom, Mathilde; Ovchinnikov, Anton; … - 2020
Persistent link: https://www.econbiz.de/10012210799
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A genetic algorithm for investment–consumption optimization with value-at-risk constraint and information-processing cost
Jin, Zhuo; Yang, Zhixin; Yuan, Quan - In: Risks : open access journal 7 (2019) 1/32, pp. 1-15
This paper studies the optimal investment and consumption strategies in a two-asset model. A dynamic Value-at-Risk … constraint is imposed to manage the wealth process. By using Value at Risk as the risk measure during the investment horizon, the …
Persistent link: https://www.econbiz.de/10012015814
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Risk analysis of energy in Vietnam
Duc Hong Vo; Ngoc Phu Tran; Tam Nguyen-Thanh Duong; … - 2019
Persistent link: https://www.econbiz.de/10011986947
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Essays on the dynamics of market and liquidity risk
Cuonz, Jan - 2019
Persistent link: https://www.econbiz.de/10012016423
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Spatial risk measures and rate of spatial diversification
Koch, Erwan - In: Risks : open access journal 7 (2019) 2/52, pp. 1-26
such that spatial risk measures associated with expectation, variance, value-at-risk as well as expected shortfall and …
Persistent link: https://www.econbiz.de/10012019126
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Detecting structural breaks in factor copula models and in vectors of dependence measures
Stark, Florian - 2019
Persistent link: https://www.econbiz.de/10012061878
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Stochastic models in financial risk management
Redeker, Imke - 2019
Persistent link: https://www.econbiz.de/10012062841
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Valuation with personal taxes under different financing and dividend policies
Sümpelmann, Johannes Sebastian - 2019
The valuation of firms is one of the topics that valuation theorists and practitioners have addressed since the early stages of economic sciences. Firm valuations are regularly conducted using discounted cash flow (DCF) models in which expected future cash flows are discounted at...
Persistent link: https://www.econbiz.de/10012063537
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Value at risk and expected shortfall under general semi-parametric GARCH models
Zhang, Xuehai - 2019
Persistent link: https://www.econbiz.de/10012115804
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Stochastic methods in risk management
Zheng, Jinsong - 2019
Persistent link: https://www.econbiz.de/10012104959
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