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Search: subject:"conditional Value at Risk"
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Risikomaß
8,262
Risk measure
8,261
Theorie
4,526
Theory
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3,132
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3,127
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2,872
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2,853
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2,851
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2,846
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1,351
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1,337
Statistical distribution
1,134
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1,134
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1,005
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1,004
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1,003
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1,001
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904
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904
Bank risk
877
Bankrisiko
877
Capital income
841
Kapitaleinkommen
841
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798
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796
Estimation theory
677
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677
Basel Accord
570
Basler Akkord
570
Outliers
551
Ausreißer
548
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527
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527
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513
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513
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485
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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
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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
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1
Australian Agricultural and Resource Economics Society - AARES
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Banco Central do Brasil
1
Bank für Internationalen Zahlungsausgleich
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1
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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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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
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Source
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ECONIS (ZBW)
8,275
RePEc
126
EconStor
26
BASE
7
Other ZBW resources
4
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8,211
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8211
Asset price dynamics with value-at-risk constrained traders
Daníelsson, Jón
;
Shin, Hyun Song
;
Zigrand, Jean-Pierre
-
2001
Persistent link: https://www.econbiz.de/10001622267
Saved in:
8212
Estimating VaR with order statistics
Dowd, Kevin
- In:
The journal of derivatives : the official publication …
8
(
2001
)
3
,
pp. 23-30
Persistent link: https://www.econbiz.de/10001581192
Saved in:
8213
Value-at-Risk-Schätzung mit Gauß'schen Mischverteilungen und künstlichen neuronalen Netzen
Prinzler, Ralf
-
2001
Persistent link: https://www.econbiz.de/10001583953
Saved in:
8214
The properties of downside risk measures
Breitmeyer, Carsten
;
Hakenes, Hendrik
;
Pfingsten, Andreas
-
2001
Persistent link: https://www.econbiz.de/10001585283
Saved in:
8215
Testing and comparing value-at-risk measures
Christoffersen, Peter F.
;
Hahn, Jinyong
;
Inoue, Atsushi
- In:
Journal of empirical finance
8
(
2001
)
3
,
pp. 325-342
Persistent link: https://www.econbiz.de/10001587072
Saved in:
8216
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001590396
Saved in:
8217
Quantitative methods for active portfolio management : can we beat the benchmark?
Pojarliev, Momtchil
-
2001
Persistent link: https://www.econbiz.de/10001559473
Saved in:
8218
Conditional
value-at-risk
: aspects of modeling and estimation
Chernozhukov, Victor
;
Umantsev, Len
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
1
,
pp. 271-292
Persistent link: https://www.econbiz.de/10001563713
Saved in:
8219
On the validity of value-at-risk : comparative analyses with expected shortfall
Yamai, Yasuhiro
;
Yoshiba, Toshinao
-
2001
Persistent link: https://www.econbiz.de/10001564769
Saved in:
8220
Interne Kreditrisikomodelle
Ott, Birgit
-
2001
Persistent link: https://www.econbiz.de/10001565401
Saved in:
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