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Search: subject:"conditional value at risk"
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Risikomaß
8,281
Risk measure
8,280
Theorie
4,536
Theory
4,536
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3,138
Portfolio-Management
3,133
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2,880
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2,863
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2,861
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1,356
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Statistical distribution
1,138
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1,009
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1,004
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1,002
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906
Prognoseverfahren
906
Bank risk
881
Bankrisiko
881
Capital income
844
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844
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801
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799
Estimation theory
678
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678
Basel Accord
570
Basler Akkord
570
Outliers
552
Ausreißer
549
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529
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487
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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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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
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701
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710
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701
Determining bid-ask prices for options with stochastic illiquidity and applications to index options
Chuang, Ming-Che
;
Tsai, Jeffrey Tzuhao
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014534554
Saved in:
702
Market risk modeling with option-implied covariances and score-driven dynamics
Herrera, Rodrigo
;
Piña, Marco
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014534822
Saved in:
703
How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?
Živkov, Dejan
;
Manić, Slavica
;
Gajić-Glamočlija, Marina
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014534825
Saved in:
704
Research on decision analysis with CVaR for supply chain finance based on partial credit guarantee and blockchain technology
Ge, Xiangxiang
;
Ma, Shujian
;
Wang, Gang
;
Teng, Ying
; …
- In:
Managerial and decision economics : MDE ; the …
45
(
2024
)
3
,
pp. 1395-1413
Persistent link: https://www.econbiz.de/10014536792
Saved in:
705
The fatter the tail, the shorter the sail
Alsunbul, Saad
;
Alzugaiby, Basim
;
Chaudhry, Sajid M.
; …
- In:
Accounting and finance
64
(
2024
)
1
,
pp. 331-380
Persistent link: https://www.econbiz.de/10014537491
Saved in:
706
When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets
Karim, Sitara
;
Muhammad Shafiullah
;
Naeem, Muhammad Abubakr
- In:
International review of financial analysis
93
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543472
Saved in:
707
Does downside risk in the stock market differ by legal origin? : the impact of property rights and the rule of law on stock markets
Tomita, Yosuke
- In:
International review of financial analysis
93
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543479
Saved in:
708
Quantifying supply chain disruption : a recovery time equivalent value at risk approach
Zhang, Allan N.
;
Wagner, Stephan M.
;
Goh, Mark
; …
- In:
International journal of logistics : research and …
27
(
2024
)
5
,
pp. 667-687
Persistent link: https://www.econbiz.de/10014553990
Saved in:
709
A study of China's financial market risks in the context of Covid-19, based on a rolling generalized autoregressive score model using the asymmetric Laplace distribution
Han, Guanghui
;
Liu, Panpan
;
Zhang, Yueqiang
;
Li, Xiaobo
- In:
The journal of risk model validation
18
(
2024
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10014556673
Saved in:
710
Quantifying credit portfolio sensitivity to asset correlations with interpretable generative neural networks
Caprioli, Sergio
;
Cagliero, Emanuele
;
Crupi, Riccardo
- In:
The journal of risk model validation
18
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014556697
Saved in:
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