//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of risk management in financial institutions"
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_exact:"Lower partial moments"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
47
Risk measure
47
Risikomanagement
20
Risk management
20
Theorie
15
Theory
15
Bank risk
11
Bankrisiko
11
Basel Accord
11
Basler Akkord
11
Credit risk
11
Kreditrisiko
11
Portfolio selection
11
Portfolio-Management
11
Risiko
9
Risk
9
USA
8
United States
8
Forecasting model
6
Prognoseverfahren
6
Statistical distribution
6
Statistische Verteilung
6
Welt
6
World
6
risk management
6
Financial crisis
4
Finanzkrise
4
Measurement
4
Messung
4
Simulation
4
Systemic risk
4
Systemrisiko
4
machine learning
4
Financial market
3
Finanzmarkt
3
Modellierung
3
Scientific modelling
3
expected shortfall
3
model validation
3
stress testing
3
more ...
less ...
Type of publication
All
Article
47
Type of publication (narrower categories)
All
Article in journal
47
Aufsatz in Zeitschrift
47
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
47
Author
All
Orlando, Albina
2
Wong, Max
2
Angulo, Javier A.
1
Bazzarello, Davide
1
Broeders, Dirk
1
Brunner, Michael
1
Böcker, Klaus
1
Cao, Ran
1
Capera Romero, Laura
1
Chrétien, Stéphane
1
Cocozza, Rosa
1
Coggins, Frank
1
Corelli, Angelo
1
Deventer, Donald R. van
1
Dodgson, Matthew
1
Ensor, Katherine Bennett
1
Eskandari, Farzad
1
Ferguson, Tally
1
Fernandes, Kiran J.
1
Fricke, Jens
1
Geman, Hélyette
1
George, Constantine
1
Grody, Allan D.
1
Guégan, Dominique
1
Gómez González, Esteban
1
Hall, John
1
Hamidieh, Kamal
1
Hassani, Bertrand K.
1
Henzler, Jörg
1
Hill, Jon R.
1
Hughes, Peter J.
1
Hurst, James
1
Irfan, Muhammad
1
Jarrow, Robert A.
1
Kern, David
1
Khan, Maaz
1
Khan, Mrestyal
1
Kharoubi-Rakotomalala, Cécile
1
King, Tom
1
Kupiec, Paul H.
1
more ...
less ...
Published in...
All
Journal of risk management in financial institutions
Insurance / Mathematics & economics
217
Journal of banking & finance
182
Journal of risk
123
Finance research letters
115
European journal of operational research : EJOR
114
Risks : open access journal
108
Energy economics
74
International review of financial analysis
74
Economic modelling
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
Research in international business and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working papers
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Working paper
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Journal of financial econometrics
28
more ...
less ...
Source
All
ECONIS (ZBW)
47
Showing
1
-
47
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z.
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
Saved in:
2
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
3
Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement
Quell, Peter
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 43-52
Persistent link: https://www.econbiz.de/10014489153
Saved in:
4
A generalised latent Poisson factor modelling approach for default correlations in credit portfolios
Saidane, Mohamed
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 89-105
Persistent link: https://www.econbiz.de/10014489156
Saved in:
5
The estimation of Value-at-Risk using a non-parametric approach
Olfat, Amir
;
Eskandari, Farzad
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
2
,
pp. 180-188
Persistent link: https://www.econbiz.de/10014286672
Saved in:
6
Estimating Value-at-Risk and expected shortfall of metal commodities : application of GARCH-EVT method
Khan, Maaz
;
Khan, Mrestyal
;
Irfan, Muhammad
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
2
,
pp. 189-199
Persistent link: https://www.econbiz.de/10014286674
Saved in:
7
Systemic risk analysis and SIFI detection: Mechanisms and measurement
Riccetti, Luca
- In:
Journal of risk management in financial institutions
15
(
2021/2022
)
3
,
pp. 245-259
Persistent link: https://www.econbiz.de/10013391976
Saved in:
8
The generation of synthetic data for risk modelling
Hurst, James
;
Mayorov, Kirill
;
Tatsinkou, Joseph …
- In:
Journal of risk management in financial institutions
15
(
2021/2022
)
3
,
pp. 260-269
Persistent link: https://www.econbiz.de/10013391978
Saved in:
9
On the definition of risk
Lemos, Filipe
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
3
,
pp. 266-278
Persistent link: https://www.econbiz.de/10012300957
Saved in:
10
Effective and efficient model risk management
Dodgson, Matthew
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
1
,
pp. 47-58
Persistent link: https://www.econbiz.de/10012250008
Saved in:
11
Sustainable profitability in volatile cyclical markets
Sarraf, Hanna
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
2
,
pp. 182-189
Persistent link: https://www.econbiz.de/10012250026
Saved in:
12
The top 14 challenges for today’s model risk managers : has the time come to think about going beyond SR11-7?
Hill, Jon R.
- In:
Journal of risk management in financial institutions
12
(
2019
)
2
,
pp. 145-167
Persistent link: https://www.econbiz.de/10012065278
Saved in:
13
Machine learning in risk measurement : Gaussian process regression for value-at-risk and expected shortfall
Wilkens, Sascha
- In:
Journal of risk management in financial institutions
12
(
2019
)
3
,
pp. 374-383
Persistent link: https://www.econbiz.de/10012131743
Saved in:
14
Market risk calculation for private equity fund-of-funds
Henzler, Jörg
;
George, Constantine
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
4
,
pp. 328-360
Persistent link: https://www.econbiz.de/10011980279
Saved in:
15
A methodology for actively managing tail risks and uncertainties
Broeders, Dirk
;
Loman, Herwin
;
Toor, Joris van
- In:
Journal of risk management in financial institutions
12
(
2018/2019
)
1
,
pp. 44-56
Persistent link: https://www.econbiz.de/10012041835
Saved in:
16
Economic capital: A brief history and practical applications today
Ferguson, Tally
- In:
Journal of risk management in financial institutions
12
(
2018/2019
)
1
,
pp. 57-78
Persistent link: https://www.econbiz.de/10012041840
Saved in:
17
Managing model risk : editorial
Mark, Robert
- In:
Journal of risk management in financial institutions
9
(
2016
)
3
,
pp. 204-206
Persistent link: https://www.econbiz.de/10011661825
Saved in:
18
Regress under stress : a simple least-squares method for integrating economic scenarios with risk simulations
Rosen, Dan
;
Sounders, David
- In:
Journal of risk management in financial institutions
9
(
2016
)
4
,
pp. 391-412
Persistent link: https://www.econbiz.de/10011663120
Saved in:
19
On aggregate model risk management : focus on stress testing
Shi, Yan
;
Young, H. Walter
;
Cao, Ran
- In:
Journal of risk management in financial institutions
8
(
2015
)
2
,
pp. 171-195
Persistent link: https://www.econbiz.de/10011306352
Saved in:
20
Explpring the use of the Kelly criterion for Basel capital requirement : an optimal and countercyclical appoach
Wong, Max C. Y.
- In:
Journal of risk management in financial institutions
8
(
2015
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10010526458
Saved in:
21
Capital for concentrated credit portfolios
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 314-322
Persistent link: https://www.econbiz.de/10011531169
Saved in:
22
The role of models in economics and risk management
Rowe, David M.
- In:
Journal of risk management in financial institutions
7
(
2014
)
2
,
pp. 103-109
Persistent link: https://www.econbiz.de/10010359522
Saved in:
23
Modelling sovereign default risk : comparing models and capturing the impact of the business cycle
N'Sougan, Yao Djifa
;
Soumaré, Issouf
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
1
,
pp. 75-96
Persistent link: https://www.econbiz.de/10009722602
Saved in:
24
Operational risk : a Basel II + + step before Basel III
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
1
,
pp. 37-53
Persistent link: https://www.econbiz.de/10009722605
Saved in:
25
Basel Committee's fundamental review of the trading book : a commentary
Grody, Allan D.
;
Fernandes, Kiran J.
;
Hughes, Peter J.
; …
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
1
,
pp. 6-9
Persistent link: https://www.econbiz.de/10009722608
Saved in:
26
Measuring systemic risk in the Colombian financial system : a systemic contingent claims approach
Capera Romero, Laura
(
contributor
); …
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
3
,
pp. 253-279
Persistent link: https://www.econbiz.de/10010197075
Saved in:
27
Our inability to judge time frames
Lukomnik, Jon
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
2
,
pp. 143-145
Persistent link: https://www.econbiz.de/10009558373
Saved in:
28
Evaluation of the Basel VaR-based market risk charge and proposals for a needed adjustment
Fricke, Jens
;
Pauly, Ralf
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
4
,
pp. 398-420
Persistent link: https://www.econbiz.de/10009658000
Saved in:
29
Counterparty credit risk : news, views and open issues
Böcker, Klaus
;
Stamm, Roland
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
3
,
pp. 227-233
Persistent link: https://www.econbiz.de/10009565854
Saved in:
30
How valuable is your VaR? : large sample confidence intervals for normal VaR
Moraux, Franck
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
2
,
pp. 189-200
Persistent link: https://www.econbiz.de/10009154314
Saved in:
31
Credit Bu VaR : asymmetric spread VaR with default
Wong, Max
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
1
,
pp. 86-95
Persistent link: https://www.econbiz.de/10009503106
Saved in:
32
A value-at-risk approach to commercial real estate portofolio stress testing at US community banks
Hall, John
;
Kern, David
;
Yeager, Timothy J.
;
King, Tom
; …
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10009503113
Saved in:
33
Market BuVaR : a countercyclical risk metric
Wong, Max
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
3
,
pp. 419-432
Persistent link: https://www.econbiz.de/10009508301
Saved in:
34
Distortion risk measures for hedge funds
Geman, Hélyette
;
Kharoubi-Rakotomalala, Cécile
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
3
,
pp. 286-300
Persistent link: https://www.econbiz.de/10009271179
Saved in:
35
The gentle proposal : a model of applied defoult probabilities and GARCH volatility
Corelli, Angelo
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
1
,
pp. 46-56
Persistent link: https://www.econbiz.de/10008905799
Saved in:
36
Using truncated Lévy flight to estimate downside risk
Xiong, James X.
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
3
,
pp. 231-242
Persistent link: https://www.econbiz.de/10003991439
Saved in:
37
Diversification effects in operational risk: a robust approach
Monti, Fabio
;
Brunner, Michael
;
Piacenza, Fabio
; …
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
3
,
pp. 243-258
Persistent link: https://www.econbiz.de/10003991473
Saved in:
38
Performance of monthly multivariate filtered historical simulation value-at-risk
Chrétien, Stéphane
;
Coggins, Frank
;
Trudel, Yves
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
3
,
pp. 259-277
Persistent link: https://www.econbiz.de/10003991500
Saved in:
39
Combining non-constant weights with historical simulation VaR
Rebonato, Riccardo
;
Shanbhogue, Vasant
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
4
,
pp. 392-404
Persistent link: https://www.econbiz.de/10008736815
Saved in:
40
A simple method for time scaling value-at-risk : let the data speak for themselves
Hamidieh, Kamal
;
Ensor, Katherine Bennett
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
4
,
pp. 380-391
Persistent link: https://www.econbiz.de/10008736818
Saved in:
41
When swans are grey : VaR as an early warning signal
Satchkov, Daniel
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
4
,
pp. 366-379
Persistent link: https://www.econbiz.de/10008736819
Saved in:
42
Managing the riskiness of defined contribution pension funds in a fair-valuation context
Orlando, Albina
;
Politano, Massimiliano
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
2
,
pp. 184-193
Persistent link: https://www.econbiz.de/10003963548
Saved in:
43
The implosion of the Alt-A mortgage-backed securities market
Woodward, Luke
;
Raju, Sudhakar
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
2
,
pp. 214-225
Persistent link: https://www.econbiz.de/10003831753
Saved in:
44
Have we gone too VAR? : the forsaken side of risk management
Payant, W. Randall
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
3
,
pp. 243-249
Persistent link: https://www.econbiz.de/10003865055
Saved in:
45
The drawbacks of VaR's, or risk management's Byzantine discussion
Angulo, Javier A.
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
3
,
pp. 259-264
Persistent link: https://www.econbiz.de/10003865062
Saved in:
46
Financial risk and capital adequacy: the moral hazard problem
Liu, Mei-ying
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
3
,
pp. 306-323
Persistent link: https://www.econbiz.de/10003865079
Saved in:
47
The value at risk of the mathematical provision : critical issues
Cocozza, Rosa
;
Lorenzo, Emilia di
;
Orlando, Albina
; …
- In:
Journal of risk management in financial institutions
1
(
2007/08
)
3
,
pp. 311-319
Persistent link: https://www.econbiz.de/10003741762
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->