EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"conditional Value at Risk"
Narrow search

Narrow search

Year of publication
Subject
All
Risikomaß 8,262 Risk measure 8,261 Theorie 4,526 Theory 4,526 Portfolio selection 3,132 Portfolio-Management 3,127 Risikomanagement 2,872 Risiko 2,853 Risk 2,851 Risk management 2,846 Messung 1,351 Measurement 1,337 Statistical distribution 1,134 Statistische Verteilung 1,134 ARCH model 1,127 ARCH-Modell 1,127 Estimation 1,005 Schätzung 1,004 Volatilität 1,003 Volatility 1,001 Forecasting model 904 Prognoseverfahren 904 Bank risk 877 Bankrisiko 877 Capital income 841 Kapitaleinkommen 841 Credit risk 798 Kreditrisiko 796 Estimation theory 677 Schätztheorie 677 Basel Accord 570 Basler Akkord 570 Outliers 551 Ausreißer 548 Financial crisis 527 Finanzkrise 527 Multivariate Verteilung 513 Multivariate distribution 513 VAR model 485 VAR-Modell 485
more ... less ...
Online availability
All
Free 2,750 Undetermined 2,589 CC license 212
Type of publication
All
Article 5,518 Book / Working Paper 2,918 Journal 2
Type of publication (narrower categories)
All
Article in journal 4,904 Aufsatz in Zeitschrift 4,904 Graue Literatur 1,179 Non-commercial literature 1,179 Working Paper 1,114 Arbeitspapier 1,111 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
more ... less ...
Language
All
English 7,902 German 373 Undetermined 117 Spanish 21 French 16 Polish 6 Italian 4 Portuguese 2 Czech 1 Croatian 1
more ... less ...
Author
All
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
more ... less ...
Institution
All
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
more ... less ...
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 51 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
more ... less ...
Source
All
ECONIS (ZBW) 8,275 RePEc 126 EconStor 26 BASE 7 Other ZBW resources 4
Showing 8,081 - 8,090 of 8,438
Cover Image
How accurate are value-at-risk models at commercial banks?
Berkowitz, Jeremy; O'Brien, James - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1093-1111
Persistent link: https://www.econbiz.de/10001684743
Saved in:
Cover Image
Net based spreadsheets in quantitative finance
Aydınlı, Gökhan - 2002
Persistent link: https://www.econbiz.de/10001684945
Saved in:
Cover Image
Kredit-Pricing bei Firmenkunden unter Berücksichtigung von Bonitätsmigration und Credit Value at Risk-Werten
Riekeberg, Marcus - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 50 (2002) 6, pp. 457-469
Persistent link: https://www.econbiz.de/10001685821
Saved in:
Cover Image
Principal component value at risk
Brummelhuis, R.; Córdoba, A.; Quintanilla, M.; Seco, … - In: Mathematical finance : an international journal of … 12 (2002) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10001686154
Saved in:
Cover Image
Portfolio value-at-risk with heavy-tailed risk factors
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez - In: Mathematical finance : an international journal of … 12 (2002) 3, pp. 239-269
Persistent link: https://www.econbiz.de/10001686394
Saved in:
Cover Image
Market risk models for intraday data
Giot, Pierre - 2002
Persistent link: https://www.econbiz.de/10001687727
Saved in:
Cover Image
Special issue on Statistical and computational problems in risk management : VaR and beyond VaR ; [Seminar on "Statistical and Computational Problems in Risk Management: VaR and Beyond VaR", co-sponsored by the University of Roma "La Sapienza" ..., took place on 14 - 16. June 2001 ...]
Szegö, Giorgio P. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001688378
Saved in:
Cover Image
Backtesting derivative portfolios with filtered historical simulation (FHS)
Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper, Les - In: European financial management : the journal of the … 8 (2002) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10001688408
Saved in:
Cover Image
Measures of risk
Szegö, Giorgio P. - In: Journal of banking & finance 26 (2002) 7, pp. 1253-1272
Persistent link: https://www.econbiz.de/10001688448
Saved in:
Cover Image
The emperor has no clothes: limits to risk modelling
Daníelsson, Jón - In: Journal of banking & finance 26 (2002) 7, pp. 1273-1296
Persistent link: https://www.econbiz.de/10001688470
Saved in:
  • First
  • Prev
  • 804
  • 805
  • 806
  • 807
  • 808
  • 809
  • 810
  • 811
  • 812
  • 813
  • 814
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...