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Search: subject:"conditional Value at Risk"
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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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2,751
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2,593
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212
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2,919
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2
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4,908
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1,179
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218
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163
Collection of articles of several authors
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7,907
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373
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117
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21
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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)
8,280
RePEc
126
EconStor
26
BASE
7
Other ZBW resources
4
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8,443
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8061
Improvements on value at risk measures by combining conditional autoregressive and extreme value approaches
Meneguzzo, Davide
;
Vecchiato, Walter
- In:
Financial risk and financial risk management
,
(pp. 275-324)
.
2002
Persistent link: https://www.econbiz.de/10001755649
Saved in:
8062
Portfolio optimization under lower partial risk measures
Konno, Hiroshi
;
Waki, Hayato
;
Yuuki, Atsushi
- In:
Asia-Pacific financial markets
9
(
2002
)
2
,
pp. 127-140
Persistent link: https://www.econbiz.de/10001758328
Saved in:
8063
Quantitative Auswirkungsstudie 3: nationale Wahlrechte : zur Anwendung durch deutsche Kreditinstitute zum Ausfüllen der QIS 3-Fragebögen : für Kreditinstitute, die Angaben zum Standardansatz und den auf internen Ratings basierenden Ansätzen machen
2002
-
[Elektronische Ressource], Übers. der Deutschen Bundesbank
Persistent link: https://www.econbiz.de/10001781950
Saved in:
8064
Value-at-risk-Modelle für Aktienportfolios auf der Basis der Varianz-Kovarianz-Methode : ein Vergleich vereinfachender Verfahren und Konzepte zur Einbeziehung impliziter Volatilitäten
Jockusch, Arne
-
2002
Persistent link: https://www.econbiz.de/10001629858
Saved in:
8065
Forecasting time-varying covariance matrices in intradaily electricity spot prices
León Valle, Ángel Manuel
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001696018
Saved in:
8066
Modeling liquidity risk, with implications for traditional market risk measurement and management
Bangia, Anil
;
Diebold, Francis X.
;
Schuermann, Til
; …
- In:
Risk management : the state of the art
,
(pp. 3-13)
.
2002
Persistent link: https://www.econbiz.de/10001698270
Saved in:
8067
Value at risk: teoría y aplicaciones
Johnson, Christian
-
2002
Persistent link: https://www.econbiz.de/10001699580
Saved in:
8068
A note on estimating market-based minimum capital risk requirements : a multivariate GARCH approach
Brooks, Chris
;
Clare, Andrew D.
;
Persand, Gita
- In:
The Manchester School
70
(
2002
)
5
,
pp. 666-681
Persistent link: https://www.econbiz.de/10001699705
Saved in:
8069
Alternativen zum Value at risk : ein empirischer Vergleich von Risikomaßen
Hahn, Carsten
;
Pfingsten, Andreas
;
Wagner, Peter
- In:
Die Bank
(
2002
)
10
,
pp. 688-693
Persistent link: https://www.econbiz.de/10001700055
Saved in:
8070
Global risk management : financial, operational, and insurance strategies
Choe, Chong-mu
(
contributor
);
Powers, Michael R.
(
contributor
)
-
2002
-
1. ed
Persistent link: https://www.econbiz.de/10001700952
Saved in:
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