//--> //--> //--> //-->
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:"Applied economics letters"
~subject:"Bank lending"
~subject:"Risikomaß"
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
Dynamic Allocation of Treasury...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Bank lending
Risikomaß
Portfolio selection
130
Portfolio-Management
130
Credit risk
65
Kreditrisiko
65
Capital income
52
Kapitaleinkommen
52
Theorie
52
Theory
52
Bank
23
Risiko
23
Risk
23
Anlageverhalten
21
Behavioural finance
21
Kreditgeschäft
21
Welt
21
World
21
Börsenkurs
19
Share price
19
Aktienmarkt
18
Estimation
18
Schätzung
18
Stock market
18
Financial crisis
17
Finanzkrise
17
CAPM
15
Investment Fund
15
Investmentfonds
15
China
14
Risikomanagement
14
Risk management
14
Insolvency
12
Insolvenz
12
Risikoaversion
12
Risk aversion
12
Credit rating
11
Kreditwürdigkeit
11
Bank risk
10
Bankrisiko
10
Financial investment
10
more ...
less ...
Online availability
All
Undetermined
22
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
31
Author
All
Afridi, Muhammad Asim
1
Ali, Ahmed
1
Allen, David E.
1
Almudhaf, Fahad
1
Araujo, Andrés
1
Baek, Hyungkee Young
1
Bashir, Usman
1
Bedendo, Mascia
1
Bektas, Eralp
1
Chang, Ching-hui
1
Chen, Yi-Chang
1
Chen, Yu Chuan
1
Chiu, Yung-ho
1
Cho, David D.
1
Choe, Geon Ho
1
Choi, So Eun
1
Dhakal, Chandra K.
1
Dodson, Charles B.
1
Escalante, Cesar L.
1
Ghosh, Saibal
1
Hang Vu Diem Pham
1
Hong Mai Phan
1
Hsu Ku, Yuan-Hung
1
Huang, Yin-Siang
1
Hung, Yu Han
1
Huo, Yanli
1
Hussain, Muntazir
1
Hyun, Junghwan
1
Ibáñez-Hernández, Francisco J.
1
Isayev, Mugabil
1
Jang, Hyun Jin
1
Jiang, Cuixia
1
Ku, Hyejin
1
Lan Thanh Nguyen
1
Lei, Yiqing
1
Lepetit, Lætitia
1
Li, Lingxiang
1
Lin, Jyh-horng
1
Lin, Jyh-jiuan
1
Liu, Shuting
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of banking & finance
198
Insurance / Mathematics & economics
108
Finance research letters
106
European journal of operational research : EJOR
75
International review of financial analysis
64
Journal of risk
61
Risks : open access journal
58
Economic modelling
57
Journal of financial stability
53
Working paper series / European Central Bank
48
Research in international business and finance
46
Research paper series / Swiss Finance Institute
44
Applied economics
43
Discussion paper / Tinbergen Institute
43
Discussion papers / CEPR
42
The North American journal of economics and finance : a journal of financial economics studies
42
Quantitative finance
41
The journal of credit risk : published quarterly by Incisive Media
39
International review of economics & finance : IREF
37
Journal of financial economics
37
Journal of international financial markets, institutions & money
37
Finance and economics discussion series
35
Journal of financial intermediation
35
Journal of risk and financial management : JRFM
34
The European journal of finance
34
Discussion paper
33
The journal of risk model validation
32
Journal of risk management in financial institutions
31
Working paper
30
Journal of economic dynamics & control
29
Journal of empirical finance
28
The journal of corporate finance : contracting, governance and organization
28
Working papers / Bank for International Settlements
28
International journal of theoretical and applied finance
27
NBER working paper series
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Pacific-Basin finance journal
26
Review of quantitative finance and accounting
26
Risiko-Manager
25
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
Saved in:
2
Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung
;
Wang, Jai Jen
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
Saved in:
3
Histogram-valued data on value at risk measures : a symbolic approach for risk attribution
Toque, Carole
;
Terraza, Virginie
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1243-1251
Persistent link: https://www.econbiz.de/10010465633
Saved in:
4
Optimal liquidity reserve with funding liquidity risk
Zhang, Dewei
;
Wu, Chongfeng
;
Zhou, Chunyang
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1449-1452
Persistent link: https://www.econbiz.de/10010212382
Saved in:
5
An alternative Z-score measure for downside bank insolvency risk
Lepetit, Lætitia
;
Strobel, Frank
;
Tran Thu Ha
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 137-142
Persistent link: https://www.econbiz.de/10012415101
Saved in:
6
Option valuation with liquidity risk and jumps
Zhang, Hai
;
Ku, Hyejin
- In:
Applied economics letters
25
(
2018
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
Saved in:
7
Backtesting expected shortfall : evidence from European securitized real estate
Almudhaf, Fahad
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 176-182
Persistent link: https://www.econbiz.de/10011853830
Saved in:
8
Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
Saved in:
9
Computing optimal portfolios of multi-assets with tail risk : the case of bitcoin
Popova, Ivilina
;
Yau, Jot
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1618-1626
Persistent link: https://www.econbiz.de/10014304579
Saved in:
10
Basel II and bank bankruptcy analysis
Chiu, Yung-ho
;
Chen, Yu Chuan
;
Hung, Yu Han
- In:
Applied economics letters
16
(
2009
)
16/18
,
pp. 1843-1847
Persistent link: https://www.econbiz.de/10003932536
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->