Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"conditional Value at Risk"
Narrow search
Narrow search
Year of publication
From:
To:
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
8,151
-
8,160
of
8,438
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
8151
Optimierungsverfahren zur Risk-, Return-Steuerung der Gesamtbank
Theiler, Ursula
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001652396
Saved in:
8152
The credit risk in SME loans portfolios : modeling issues, pricing, and capital requirements
Dietsch, Michel
;
Petey, Joe͏̈l
- In:
Journal of banking & finance
26
(
2002
)
2/3
,
pp. 303-322
Persistent link: https://www.econbiz.de/10001654318
Saved in:
8153
Modeling correlated market and credit risk in fixed income portfolios
Barnhill, Theodore M.
;
Maxwell, William F.
- In:
Journal of banking & finance
26
(
2002
)
2/3
,
pp. 347-374
Persistent link: https://www.econbiz.de/10001654326
Saved in:
8154
Economic implications of using a mean-VaR model for portfolio selection : a comparison with mean-variance analysis
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of economic dynamics & control
26
(
2002
)
7/8
,
pp. 1159-1193
Persistent link: https://www.econbiz.de/10001656074
Saved in:
8155
Value at risk - ein nützliches Instrument des Risikomanagements in Agrarbetrieben
Odening, Martin
;
Musshoff, O.
- In:
Liberalisierung des Weltagrarhandels : Strategien und …
,
(pp. 243-253)
.
2002
Persistent link: https://www.econbiz.de/10001725389
Saved in:
8156
Value at risk and bank equity
Broll, Udo
;
Wahl, Jack E.
-
2002
Persistent link: https://www.econbiz.de/10001729126
Saved in:
8157
Value at risk (VaR) : the new benchmark for managing market risk
Tardivo, Giuseppe
- In:
Journal of financial management and analysis : …
15
(
2002
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10001731624
Saved in:
8158
Stress tests, maximum loss, and value at risk
Breuer, Thomas
;
Krenn, Gerald
;
Pistovcak, Filip
- In:
Regulierung oder Deregulierung der Finanzmärkte : mit …
,
(pp. 301-313)
.
2002
Persistent link: https://www.econbiz.de/10001681403
Saved in:
8159
Methoden zu Quantifizierung von Marktpreisrisiken : ein empirischer Vergleich
Auer, Michael
-
2002
Persistent link: https://www.econbiz.de/10001681672
Saved in:
8160
Risikoübernahme in Industrieunternehmen : der Value-at-Risk als Steuerungsgröße für das industrielle Risikomanagement, dargestellt am Beispiel des Investitionsrisikos
Kremers, Markus
-
2002
Persistent link: https://www.econbiz.de/10001681682
Saved in:
First
Prev
811
812
813
814
815
816
817
818
819
820
821
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
