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
8,281
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
more ...
less ...
Online availability
All
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
more ...
less ...
Language
All
English
7,921
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
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
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
8,294
RePEc
126
EconStor
26
BASE
7
Other ZBW resources
4
Showing
961
-
970
of
8,457
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
961
Managing downside risk of low-risk anomaly portfolios
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341589
Saved in:
962
Risk management for sovereign financing within a debt sustainability framework
Athanasopoulou, Marialena
;
Consiglio, Andrea
;
Erce, Aitor
; …
-
2018
Persistent link: https://www.econbiz.de/10011948222
Saved in:
963
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
-
2018
Persistent link: https://www.econbiz.de/10011891048
Saved in:
964
GJR-Copula-CVaR model for portfolio optimization : evidence for emerging stock markets
Nikusokhan, Moien
- In:
Iranian economic review : journal of University of Tehran
22
(
2018
)
4
,
pp. 990-1015
Persistent link: https://www.econbiz.de/10012152394
Saved in:
965
Relocatable modular capacities in risk aware strategic supply network planning under demand uncertainty
Kayser, Ariane
;
Sahling, Florian
- In:
Schmalenbach Journal of Business Research (SBUR)
75
(
2023
)
1
,
pp. 1-35
, by incorporating the
conditional
value
at
risk
(CVaR), the risk induced by uncertain demand is explicitly considered. The …
Persistent link: https://www.econbiz.de/10014495370
Saved in:
966
Two-stage nested simulation of tail risk measurement : a likelihood ratio approach
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534507
Saved in:
967
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
Barczy, Mátyás
;
Nedényi, Fanni K.
;
Sütő, László
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 107-128
Persistent link: https://www.econbiz.de/10013534514
Saved in:
968
Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao
;
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
Saved in:
969
Nonparametric density estimation and risk quantification from tabulated sample moments
Lambert, Philippe
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 177-189
Persistent link: https://www.econbiz.de/10013534519
Saved in:
970
Risk measures-based cluster methods for finance
Guedes, Pablo Cristini
;
Müller, Fernanda Maria
;
Righi, …
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-56
Persistent link: https://www.econbiz.de/10013490814
Saved in:
First
Prev
92
93
94
95
96
97
98
99
100
101
102
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
