//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Estimation theory"
~isPartOf:"Operations research"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Value at Risk"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Risikomaß
25
Risk measure
25
Theorie
18
Theory
18
Risiko
17
Risk
17
Portfolio selection
16
Portfolio-Management
16
Mathematical programming
9
Mathematische Optimierung
9
Measurement
9
Messung
9
Robust statistics
8
Robustes Verfahren
8
Risikomanagement
6
Risk management
6
Financial Engineering
4
Optimization
4
value-at-risk
4
Estimation
3
Schätztheorie
3
Schätzung
3
Simulation
3
Stochastic process
3
Stochastischer Prozess
3
coherent risk measures
3
expected shortfall
3
robust optimization
3
robustness
3
Dynamic programming
2
Dynamische Optimierung
2
Financial engineering
2
Markov chain
2
Markov-Kette
2
Systemic risk
2
Systemrisiko
2
dynamic programming
2
liquidity risk
2
risk measures
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Broadie, Mark
1
Chun, So Yeon
1
Du, Yiping
1
Hong, L. Jeff
1
Juneja, Sandeep
1
Liu, Guangwu
1
Moallemi, Ciamac C.
1
Shapiro, Alex
1
Uryasev, Stan
1
more ...
less ...
Published in...
All
Operations research
Insurance / Mathematics & economics
24
Journal of risk
21
Journal of econometrics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
The journal of risk model validation
9
Finance research letters
8
Journal of banking & finance
8
Discussion paper / Tinbergen Institute
7
Computational economics
6
Dresdner Beiträge zu quantitativen Verfahren
6
European journal of operational research : EJOR
6
Journal of financial econometrics
6
Risks : open access journal
6
SFB 649 discussion paper
6
International journal of forecasting
5
International journal of theoretical and applied finance
5
Journal of forecasting
5
Quantitative finance
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of operational risk
5
Finance and economics discussion series
4
International journal of monetary economics and finance
4
Journal of mathematical finance
4
Journal of risk and financial management : JRFM
4
Working papers / TSE : WP
4
Working papers series in theoretical and applied economics
4
Econometrics : open access journal
3
Journal of empirical finance
3
Scandinavian actuarial journal
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
Working papers
3
Applied economics
2
CAEPR working papers
2
Econometric reviews
2
Economic research
2
Economics letters
2
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Kernel smoothing for nested estimation with application to portfolio risk measurement
Hong, L. Jeff
;
Juneja, Sandeep
;
Liu, Guangwu
- In:
Operations research
65
(
2017
)
3
,
pp. 657-673
Persistent link: https://www.econbiz.de/10011691391
Saved in:
2
Risk estimation via regression
Broadie, Mark
;
Du, Yiping
;
Moallemi, Ciamac C.
- In:
Operations research
63
(
2015
)
5
,
pp. 1077-1097
Persistent link: https://www.econbiz.de/10011397803
Saved in:
3
Conditional
value-at-risk
and average
value-at-risk
: estimation and asymptotics
Chun, So Yeon
;
Shapiro, Alex
;
Uryasev, Stan
- In:
Operations research
60
(
2012
)
4
,
pp. 739-756
Persistent link: https://www.econbiz.de/10009627501
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->