//--> //--> //-->
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 banking & finance"
~subject:"Kapitaleinkommen"
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:"Value at risk"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Risikomaß
181
Risk measure
181
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
Risikomanagement
52
Risk management
52
Risiko
45
Risk
45
Statistical distribution
30
Statistische Verteilung
30
Estimation
25
Schätzung
25
ARCH model
23
ARCH-Modell
23
Credit risk
22
Financial crisis
22
Finanzkrise
22
Kreditrisiko
22
Measurement
21
Messung
21
Volatility
21
Volatilität
21
Systemic risk
19
Basel Accord
18
Basler Akkord
18
Systemrisiko
17
Capital income
16
Bank risk
15
Bankrisiko
15
Financial services
14
Finanzdienstleistung
14
Forecasting model
14
Prognoseverfahren
14
Welt
14
World
14
Expected shortfall
13
Value-at-Risk
13
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Baek, Seungho
1
Bali, Turan G.
1
Bilson, John F.
1
Boubaker, Heni
1
Candelon, Bertrand
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Chou, Ray Yeutien
1
DiTraglia, Francis J.
1
Gagnon, Marie-Hélène
1
Gerlach, Jeffrey R.
1
Gokcan, Suleyman
1
Hua, Jian
1
Härdle, Wolfgang
1
León Valle, Ángel Manuel
1
Li, Yi
1
Liang, Bing
1
Manzan, Sebastiano
1
Merlo, Luca
1
Moura, Guilherme Valle
1
Palomba, Giulio
1
Petrella, Lea
1
Power, Gabriel J.
1
Raponi, Valentina
1
Riccetti, Luca
1
Ruenzi, Stefan
1
Ruiz, Esther
1
Santos, André A. P.
1
Sghaier, Nadia
1
Straetmans, Stefan
1
Toupin, Dominique
1
Ungeheuer, Michael
1
Wang, Feifei
1
Wang, Pengfei
1
Weigert, Florian
1
Xiong, Xiong
1
Yan, Xuemin Sterling
1
Yen, Tso-Jung
1
Yen, Yu-min
1
Zhang, Wei
1
more ...
less ...
Published in...
All
Journal of banking & finance
The North American journal of economics and finance : a journal of financial economics studies
21
Finance research letters
20
International review of financial analysis
20
Insurance / Mathematics & economics
17
Energy economics
12
Journal of empirical finance
12
Research in international business and finance
12
International journal of forecasting
11
Journal of risk
11
Applied economics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of econometrics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
International review of economics & finance : IREF
8
Journal of financial econometrics
8
Journal of forecasting
8
Pacific-Basin finance journal
8
Quantitative finance
8
Discussion paper / Tinbergen Institute
7
Journal of financial economics
7
Journal of international financial markets, institutions & money
7
Journal of risk and financial management : JRFM
7
Econometric Institute research papers
6
Research paper series / Swiss Finance Institute
6
Risks : open access journal
6
The journal of asset management
6
Working paper
6
Economic modelling
5
Economics letters
5
International journal of finance & economics : IJFE
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Review of quantitative finance and accounting
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international money and finance
4
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
16
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
2
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
3
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
4
Downside risk and the performance of volatility-managed portfolios
Wang, Feifei
;
Yan, Xuemin Sterling
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013365948
Saved in:
5
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Saved in:
6
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
7
Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan
;
Ungeheuer, Michael
;
Weigert, Florian
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
Saved in:
8
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
9
Risk evaluations with robust approximate factor models
Chou, Ray Yeutien
;
Yen, Tso-Jung
;
Yen, Yu-min
- In:
Journal of banking & finance
82
(
2017
),
pp. 244-264
Persistent link: https://www.econbiz.de/10011816816
Saved in:
10
Size and value risk in financial firms
Baek, Seungho
;
Bilson, John F.
- In:
Journal of banking & finance
55
(
2015
),
pp. 295-326
Persistent link: https://www.econbiz.de/10011379102
Saved in:
11
Portfolio selection : an extreme value approach
DiTraglia, Francis J.
;
Gerlach, Jeffrey R.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 305-323
Persistent link: https://www.econbiz.de/10009705699
Saved in:
12
Long-term asset tail risks in developed and emerging markets
Straetmans, Stefan
;
Candelon, Bertrand
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 1832-1844
Persistent link: https://www.econbiz.de/10009741911
Saved in:
13
Forecasting the return distribution using high-frequency volatility measures
Hua, Jian
;
Manzan, Sebastiano
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4381-4403
Persistent link: https://www.econbiz.de/10010247031
Saved in:
14
Portfolio optimization in the presence of dependent financial returns with long memory : a copula based approach
Boubaker, Heni
;
Sghaier, Nadia
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 361-377
Persistent link: https://www.econbiz.de/10009705653
Saved in:
15
Portfolio frontiers with restrictions to tracking error volatility and value at risk
Palomba, Giulio
;
Riccetti, Luca
- In:
Journal of banking & finance
36
(
2012
)
9
,
pp. 2604-2615
Persistent link: https://www.econbiz.de/10009657621
Saved in:
16
Value at risk and the cross-section of hedge fund returns
Bali, Turan G.
;
Gokcan, Suleyman
;
Liang, Bing
- In:
Journal of banking & finance
31
(
2007
)
4
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10003459175
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->