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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
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
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Free
2,750
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2,589
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212
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5,518
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2,918
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2
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4,904
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1,179
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1,114
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1,111
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425
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218
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163
Collection of articles of several authors
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52
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36
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7,902
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373
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117
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21
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6
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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...
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
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Source
All
ECONIS (ZBW)
8,275
RePEc
126
EconStor
26
BASE
7
Other ZBW resources
4
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8,311
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8,320
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8,438
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8311
On the (ir)relevancy of value-at-risk regulation
Cumperayot, Phornchanok J.
(
contributor
)
- In:
Measuring risk in complex stochastic systems
,
(pp. 99-117)
.
2000
Persistent link: https://www.econbiz.de/10001579726
Saved in:
8312
Backtesting beyond VaR
Härdle, Wolfgang
;
Stahl, Gerhard
- In:
Measuring risk in complex stochastic systems
,
(pp. 119-130)
.
2000
Persistent link: https://www.econbiz.de/10001579728
Saved in:
8313
Extremes of alpha-ARCH models
Robert, Christian
- In:
Measuring risk in complex stochastic systems
,
(pp. 223-257)
.
2000
Persistent link: https://www.econbiz.de/10001579737
Saved in:
8314
The use of value at risk by institutional investors
Simons, Katerina Victorovna
- In:
New England economic review
(
2000
),
pp. 21-30
Persistent link: https://www.econbiz.de/10001556526
Saved in:
8315
Portfolio selection with limited downside risk
Jansen, Dennis W.
;
Koedijk, Kees
;
Vries, Casper G. de
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 247-269
Persistent link: https://www.econbiz.de/10001557717
Saved in:
8316
Estimation of tail-related risk measures for heteroscedastic financial time series : an extreme value approach
McNeil, Alexander J.
;
Frey, Rüdiger
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 271-300
Persistent link: https://www.econbiz.de/10001557719
Saved in:
8317
Value-at-Risk-Berechnung durch historische Simulation
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001558047
Saved in:
8318
Asset-liability and value at risk perspectives on capital adequacy
Newton, David
;
Wood, Douglas
-
2000
Persistent link: https://www.econbiz.de/10001558194
Saved in:
8319
Volatility dynamics under duration-dependent mixing
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10001558275
Saved in:
8320
Marktrisikosteuerung mit Hilfe interner VaR-Modelle : Anmerkungen aus aufsichtlicher Perspektive
Gaumert, Uwe
- In:
Die Bank
(
2000
)
11
,
pp. 776-784
Persistent link: https://www.econbiz.de/10001566087
Saved in:
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