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
8,259
Risk measure
8,258
Theorie
4,524
Theory
4,524
Portfolio selection
3,131
Portfolio-Management
3,126
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
1,126
ARCH-Modell
1,126
Estimation
1,005
Schätzung
1,004
Volatilität
1,002
Volatility
1,000
Forecasting model
903
Prognoseverfahren
903
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
550
Ausreißer
547
Financial crisis
527
Finanzkrise
527
Multivariate Verteilung
513
Multivariate distribution
513
VAR model
484
VAR-Modell
484
more ...
less ...
Online availability
All
Free
2,747
Undetermined
2,589
CC license
211
Type of publication
All
Article
5,516
Book / Working Paper
2,917
Journal
2
Type of publication (narrower categories)
All
Article in journal
4,902
Aufsatz in Zeitschrift
4,902
Graue Literatur
1,178
Non-commercial literature
1,178
Working Paper
1,113
Arbeitspapier
1,110
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
7,899
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)
8,272
RePEc
126
EconStor
26
BASE
7
Other ZBW resources
4
Showing
8,371
-
8,380
of
8,435
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
8371
Lower Partial Moments und Value-at-Risk: eine Synthese
Portmann, Thomas
;
Wegmann, Patrick
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
3
,
pp. 326-341
Persistent link: https://www.econbiz.de/10001517505
Saved in:
8372
Die Modellierung von Zinsrisikofaktoren in einem Value-at-Risk-Modell
Tobler, Jürg
;
Walder, Roger
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
3
,
pp. 342-370
Persistent link: https://www.econbiz.de/10001517508
Saved in:
8373
Value at risk : une nouvelle approche fondée sur les valeurs extrêmes
Longin, François M.
- In:
Annales d'économie et de statistique
(
1998
),
pp. 23-51
Persistent link: https://www.econbiz.de/10001534513
Saved in:
8374
Bank lending policy, credit scoring and value at risk
Jacobson, Tor
;
Roszbach, Kasper
- In:
Essays on banking, credit and interest rates
,
(pp. 1-25)
.
1998
Persistent link: https://www.econbiz.de/10001396314
Saved in:
8375
Measuring risk in value-at-risk based on student's t-distribution
Huschens, Stefan
;
Kurz-Kim, Jeong-Ryeol
-
1998
Persistent link: https://www.econbiz.de/10001422900
Saved in:
8376
Bank-Risikomanagement mit internen Modellen
Bühler, Wolfgang
;
Schmidt, Andreas
- In:
Finanzmärkte im Spannungsfeld von Globalisierung, …
,
(pp. 69-121)
.
1998
Persistent link: https://www.econbiz.de/10001426948
Saved in:
8377
Methods for evaluating value-at-risk estimates
López, José A.
-
1998
Persistent link: https://www.econbiz.de/10001487296
Saved in:
8378
Risikomanagement im Lichte des KonTraG
Holst, Jonny
-
1998
Persistent link: https://www.econbiz.de/10000676448
Saved in:
8379
Value-at-Risk-Schlaglichter
Huschens, Stefan
-
1998
Persistent link: https://www.econbiz.de/10000981525
Saved in:
8380
Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
-
1998
-
2. Ausg
Persistent link: https://www.econbiz.de/10000996150
Saved in:
First
Prev
833
834
835
836
837
838
839
840
841
842
843
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
