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Search: subject:"conditional Value at Risk"
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Risikomaß
8,269
Risk measure
8,268
Theorie
4,528
Theory
4,528
Portfolio selection
3,134
Portfolio-Management
3,129
Risikomanagement
2,876
Risiko
2,858
Risk
2,856
Risk management
2,850
Messung
1,352
Measurement
1,338
Statistical distribution
1,136
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1,136
ARCH model
1,128
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1,128
Estimation
1,007
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1,006
Volatilität
1,004
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1,002
Forecasting model
905
Prognoseverfahren
905
Bank risk
880
Bankrisiko
880
Capital income
842
Kapitaleinkommen
842
Credit risk
799
Kreditrisiko
797
Estimation theory
678
Schätztheorie
678
Basel Accord
570
Basler Akkord
570
Outliers
552
Ausreißer
549
Financial crisis
528
Finanzkrise
528
Multivariate Verteilung
513
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513
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486
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486
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212
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Author
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McAleer, Michael
96
Härdle, Wolfgang
53
Wang, Ruodu
52
Allen, David E.
45
Fabozzi, Frank J.
41
Pérez Amaral, Teodosio
36
Vries, Casper G. de
32
Daníelsson, Jón
31
Powell, Robert
31
Righi, Marcelo Brutti
31
Vanduffel, Steven
30
Stoja, Evarist
29
Rosazza Gianin, Emanuela
28
Račev, Svetlozar T.
27
Al Janabi, Mazin A. M.
26
Dowd, Kevin
26
Lucas, André
26
Chang, Chia-Lin
24
Stoyanov, Stoyan V.
24
Hammoudeh, Shawkat
23
Paolella, Marc S.
23
Brandtner, Mario
22
Embrechts, Paul
22
Jiménez-Martín, Juan-Ángel
22
Rüschendorf, Ludger
22
Caporin, Massimiliano
21
Cheung, Ka Chun
21
Dhaene, Jan
21
Uryasev, Stan
21
Boonen, Tim J.
20
Chen Zhou
20
Giot, Pierre
20
Huschens, Stefan
20
Tsanakas, Andreas
20
Weiß, Gregor
20
Wied, Dominik
20
Albrecht, Peter
19
Bernard, Carole
19
Dionne, Georges
19
Munari, Cosimo-Andrea
19
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National Bureau of Economic Research
11
Springer Fachmedien Wiesbaden
7
Basel Committee on Banking Supervision
6
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
European Central Bank
5
School of Business, Edith Cowan University
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
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
Erasmus University Rotterdam, Econometric Institute
2
Federal Reserve Bank of San Francisco
2
Geary Institute, University College Dublin
2
Gottfried Wilhelm Leibniz Universität Hannover
2
HFDF <2, 1998, Zürich>
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
Agricultural and Applied Economics Association - AAEA
1
Australian Agricultural and Resource Economics Society - AARES
1
Banco Central do Brasil
1
Bank für Internationalen Zahlungsausgleich
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
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, Iowa State University
1
Department of Economics, Tufts University
1
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Published in...
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Insurance / Mathematics & economics
252
Journal of banking & finance
183
European journal of operational research : EJOR
130
Journal of risk
125
Risks : open access journal
122
Finance research letters
110
International review of financial analysis
72
Economic modelling
68
The journal of risk model validation
67
Energy economics
63
Discussion paper / Tinbergen Institute
62
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
53
Journal of empirical finance
52
Journal of forecasting
50
Journal of risk management in financial institutions
50
Journal of econometrics
47
Computational economics
44
The European journal of finance
42
Scandinavian actuarial journal
41
International review of economics & finance : IREF
39
Research in international business and finance
39
Finance and stochastics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Working paper
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 business & economic statistics : JBES ; a publication of the American Statistical Association
34
Operations research
34
Applied economics letters
33
Operations research letters
33
SFB 649 discussion paper
33
Econometric Institute research papers
31
Mathematics and financial economics
31
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Source
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ECONIS (ZBW)
8,282
RePEc
126
EconStor
26
BASE
7
Other ZBW resources
4
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610
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601
High-dimensional macroeconomic stress testing of corporate recovery rate
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Schienle, Melanie
; …
- In:
Quantitative finance
24
(
2024
)
11
,
pp. 1669-1678
Persistent link: https://www.econbiz.de/10015196956
Saved in:
602
Optimal hedging with variational preferences under convex risk measures
Righi, Marcelo Brutti
- In:
Quantitative finance
24
(
2024
)
11
,
pp. 1703-1709
Persistent link: https://www.econbiz.de/10015196961
Saved in:
603
Semi-parametric financial risk forecasting incorporating multiple realized measures
Peiris, Rangika
;
Wang, Chao
;
Gerlach, Richard
; …
- In:
Quantitative finance
24
(
2024
)
12
,
pp. 1823-1837
Persistent link: https://www.econbiz.de/10015196974
Saved in:
604
Extreme-case distortion risk measures : a unification and generalization of closed-form solutions
Shao, Hui
;
Zhang, Zhe George
- In:
Mathematics of operations research
49
(
2024
)
4
,
pp. 2341-2355
Persistent link: https://www.econbiz.de/10015197921
Saved in:
605
Optimum and coherent economic capital forecasts with reinforcement machine learning : evidence from optimization algorithms under long and short-sales multiple asset portfolios of emerging markets
Al Janabi, Mazin A. M.
- In:
Banking resilience : new insights on corporate …
,
(pp. 343-389)
.
2024
Persistent link: https://www.econbiz.de/10015179402
Saved in:
606
Risk spillover effect of internet finance : evidence from Chinese securities companies
Dimitropoulos, Panagiotis
- In:
Banking resilience : new insights on corporate …
,
(pp. 391-416)
.
2024
Persistent link: https://www.econbiz.de/10015179410
Saved in:
607
A modified network dea model for bank efficiency analysis considering risk factors
Fattahi, Fatemeh
;
Hadi, Ali
;
Afzalinejad, Mohammad
; …
- In:
Operations research forum
5
(
2024
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015182045
Saved in:
608
Is there a nexus between NFT, DeFi and carbon allowances during extreme events?
Ghosh, Bikramaditya
;
Gubareva, Mariya
;
Zulfiqar, Noshaba
; …
- In:
China finance review international
14
(
2024
)
3
,
pp. 456-479
Persistent link: https://www.econbiz.de/10015323232
Saved in:
609
Equity price risk of commercial banks in India
Das, Nupur Moni
;
Rout, Bhabani Sankar
- In:
Arthaniti : journal of economic theory and practice
23
(
2024
)
2
,
pp. 179-201
Persistent link: https://www.econbiz.de/10015145478
Saved in:
610
Brazilian banks risk-taking and systemic risk
Moura, Bruna Gonçalves Fonseca
;
Ferreira, Bruno Pérez
; …
- In:
The quarterly review of economics and finance
98
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015188526
Saved in:
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