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  • Search: subject:"conditional Value at Risk"
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Year of publication
Subject
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Risikomaß 8,267 Risk measure 8,266 Theorie 4,527 Theory 4,527 Portfolio selection 3,132 Portfolio-Management 3,127 Risikomanagement 2,876 Risiko 2,857 Risk 2,855 Risk management 2,850 Messung 1,352 Measurement 1,338 Statistical distribution 1,136 Statistische Verteilung 1,136 ARCH model 1,128 ARCH-Modell 1,128 Estimation 1,006 Schätzung 1,005 Volatilität 1,003 Volatility 1,001 Forecasting model 905 Prognoseverfahren 905 Bank risk 880 Bankrisiko 880 Capital income 841 Kapitaleinkommen 841 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 Multivariate distribution 513 VAR model 486 VAR-Modell 486
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Online availability
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Free 2,751 Undetermined 2,593 CC license 212
Type of publication
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Article 5,522 Book / Working Paper 2,919 Journal 2
Type of publication (narrower categories)
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Article in journal 4,908 Aufsatz in Zeitschrift 4,908 Graue Literatur 1,179 Non-commercial literature 1,179 Working Paper 1,115 Arbeitspapier 1,112 Aufsatz im Buch 425 Book section 425 Hochschulschrift 218 Thesis 163 Collection of articles of several authors 52 Sammelwerk 52 Collection of articles written by one author 36 Sammlung 36 Conference paper 27 Konferenzbeitrag 27 Lehrbuch 22 Article 21 Aufsatzsammlung 21 Textbook 20 Case study 13 Fallstudie 13 Konferenzschrift 10 Bibliografie enthalten 9 Bibliography included 9 Handbook 9 Handbuch 9 Conference proceedings 5 Ratgeber 5 Systematic review 5 Übersichtsarbeit 5 Glossar enthalten 4 Glossary included 4 Amtsdruckschrift 3 Bibliografie 3 Congress Report 3 Forschungsbericht 3 Government document 3 research-article 3 Festschrift 2
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Language
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English 7,907 German 373 Undetermined 117 Spanish 21 French 16 Polish 6 Italian 4 Portuguese 2 Czech 1 Croatian 1
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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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Institution
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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...
All
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) 8,280 RePEc 126 EconStor 26 BASE 7 Other ZBW resources 4
Showing 8,051 - 8,060 of 8,443
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An empirical investigation of the book-to-market and size effects
Petkova, Ralitsa - 2003
Persistent link: https://www.econbiz.de/10003385465
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Essays in forecast evaluation
Giacomini, Raffaella - 2003
Persistent link: https://www.econbiz.de/10003622452
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Combined accumulation- and decumulation-plans with risk-controlled capital protection
Albrecht, Peter - 2003
Persistent link: https://www.econbiz.de/10013443151
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Asset liability management of German life insurance companies : a value-at-risk approach in the presence of interest rate guarantees
Albrecht, Peter - 2003
Persistent link: https://www.econbiz.de/10013443165
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Allokation von Risikokapital in Banken : Value-at-Risk, asymmetrische Information und rationales Herdenverhalten
Dresel, Tanja - 2003
Die Allokation des ökonomischen Kapitals stellt sowohl in der Theorie als auch in der Praxis ein zentrales Problem der Banksteuerung dar. Insbesondere Handelsentscheidungen und die Organisation von Handelsabteilungen in Kreditinstituten sind ein weit gehend unerforschtes Feld, das aber in der...
Persistent link: https://www.econbiz.de/10013427343
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Risikomanagement bei Banken : interne Modelle, Bankenaufsicht und Auswirkungen neuer Eigenkapitalanforderungen
Peterl, Florian - 2003
Persistent link: https://www.econbiz.de/10013432829
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Risk budgeting : portfolio problem solving with value-at-risk
Pearson, Neil D. - 2002
Persistent link: https://www.econbiz.de/10001603413
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Risk management : value at risk and beyond
Dempster, Michael A. H. (ed.) - 2002 - 1. publ.
Persistent link: https://www.econbiz.de/10001608351
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Improving value at risk for non-normal return distributions
Nam, Doowoo; Gup, Benton E. - In: Financial risk and financial risk management, (pp. 91-116). 2002
Persistent link: https://www.econbiz.de/10001755634
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The Hill estimator in financial risk assessment and an application to extremal exchange rate risk
Wagner, Niklas F. - In: Financial risk and financial risk management, (pp. 173-187). 2002
Persistent link: https://www.econbiz.de/10001755640
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