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  • Search: subject:"conditional value at risk"
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Year of publication
Subject
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Risikomaß 8,281 Risk measure 8,280 Theorie 4,536 Theory 4,536 Portfolio selection 3,138 Portfolio-Management 3,133 Risikomanagement 2,880 Risiko 2,863 Risk 2,861 Risk management 2,854 Messung 1,356 Measurement 1,342 Statistical distribution 1,138 Statistische Verteilung 1,138 ARCH model 1,129 ARCH-Modell 1,129 Estimation 1,009 Schätzung 1,008 Volatilität 1,004 Volatility 1,002 Forecasting model 906 Prognoseverfahren 906 Bank risk 881 Bankrisiko 881 Capital income 844 Kapitaleinkommen 844 Credit risk 801 Kreditrisiko 799 Estimation theory 678 Schätztheorie 678 Basel Accord 570 Basler Akkord 570 Outliers 552 Ausreißer 549 Financial crisis 529 Finanzkrise 529 Multivariate Verteilung 513 Multivariate distribution 513 VAR model 487 VAR-Modell 487
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Online availability
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Free 2,761 Undetermined 2,597 CC license 215
Type of publication
All
Article 5,533 Book / Working Paper 2,922 Journal 2
Type of publication (narrower categories)
All
Article in journal 4,918 Aufsatz in Zeitschrift 4,918 Graue Literatur 1,182 Non-commercial literature 1,182 Working Paper 1,118 Arbeitspapier 1,115 Aufsatz im Buch 426 Book section 426 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
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Language
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English 7,921 German 373 Undetermined 117 Spanish 21 French 16 Polish 6 Italian 4 Portuguese 2 Czech 1 Croatian 1
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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 Righi, Marcelo Brutti 32 Vries, Casper G. de 32 Daníelsson, Jón 31 Powell, Robert 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 Tsanakas, Andreas 21 Uryasev, Stan 21 Boonen, Tim J. 20 Chen Zhou 20 Giot, Pierre 20 Huschens, Stefan 20 Weiß, Gregor 20 Wied, Dominik 20 Albrecht, Peter 19 Bernard, Carole 19 Dionne, Georges 19 Munari, Cosimo-Andrea 19
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Institution
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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...
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Insurance / Mathematics & economics 252 Journal of banking & finance 183 European journal of operational research : EJOR 132 Journal of risk 125 Risks : open access journal 123 Finance research letters 112 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 52 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) 8,294 RePEc 126 EconStor 26 BASE 7 Other ZBW resources 4
Showing 691 - 700 of 8,457
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CO2 investment risk analysis
Treptow, Thomas M. - In: The journal of asset management : a major new, … 25 (2024) 1, pp. 19-30
Persistent link: https://www.econbiz.de/10014511574
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Risk hedging for VaR-constrained newsvendors
Chang, Shuhua; Li, Jiajing; Sethi, Suresh P.; Wang, Xinyu - In: Transportation research : an international journal 181 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10014462499
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A dimension reduction approach for loss valuation in credit risk modeling
He, Jian; Khedher, Asma; Spreij, Peter - In: International journal of financial engineering 11 (2024) 1, pp. 1-48
Persistent link: https://www.econbiz.de/10014521382
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Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon; Jung, Whayoung; Lee, Ji Hyung - In: Journal of financial econometrics 22 (2024) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
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Natural disasters, stock price volatility in the property-liability insurance market and sustainability : an unexplored link
Montero, José-María; Naimy, Viviane; Farraj, Nermeen Abi - In: Socio-economic planning sciences : the international … 91 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10014528750
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Relationship between deep hedging and delta hedging : leveraging a statistical arbitrage strategy
Horikawa, Hiroaki; Nakagawa, Kei - In: Finance research letters 62 (2024) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
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Beneish M-Score : Aufdeckung von Bilanzmanipulation und erwartete Aktienrenditen
Köstlmeier, Siegfried; Reuthlinger, Eva; Röder, Klaus - In: Corporate finance : Finanzierung, Kapitalmarkt, … 15 (2024) 3/4, pp. 78-88
Persistent link: https://www.econbiz.de/10014513216
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Reinforcement learning with dynamic convex risk measures
Coache, Anthony; Jaimungal, Sebastian - In: Mathematical finance : an international journal of … 34 (2024) 2, pp. 557-587
Persistent link: https://www.econbiz.de/10014514792
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Influential risk spreaders and systemic risk in Chinese financial networks
Yang, Ming-Yuan; Wu, Zhen-Guo; Wu, Xin; Li, Sai-Ping - In: Emerging markets review 60 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014533619
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Analysis and forecast of CPI in China based on LSTM and VAR model
Feng, Hengxiang - In: Internet finance and digital economy : advances in …, (pp. 339-357). 2024
Persistent link: https://www.econbiz.de/10014534119
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