//--> //--> //--> //-->
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"
~subject:"risk management"
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
An Empirical Comparison of Def...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
risk management
Risikomanagement
75
Risk management
75
Risikomaß
40
Risk measure
40
Portfolio selection
39
Portfolio-Management
39
Theorie
32
Theory
32
Risiko
20
Risk
20
Financial services
19
Finanzdienstleistung
19
Credit risk
16
Kreditrisiko
16
Bank risk
11
Bankrisiko
11
Original research
11
Measurement
10
Messung
10
Basel Accord
8
Basler Akkord
8
Estimation
8
Schätzung
8
ARCH model
7
ARCH-Modell
7
Forecasting model
7
Hedging
7
Prognoseverfahren
7
value-at-risk (VaR)
7
Multivariate Verteilung
6
Multivariate distribution
6
Statistical distribution
6
Statistische Verteilung
6
Ausreißer
5
Outliers
5
Value-at-risk (VAR)
5
Volatility
5
Volatilität
5
Estimation theory
4
more ...
less ...
Online availability
All
Undetermined
20
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Guillén, Montserrat
2
Santolino, Miguel
2
Abad, Pilar
1
Adrian, Tobias
1
Belles-Sampera, James
1
Belles-Sampera, Jaume
1
Benito Muela, Sonia
1
Buchner, Axel
1
Börner, Christoph J.
1
Ceretta, Paulo Sergio
1
Chang, Meng-Shiuh
1
Charoenwong, Ben
1
Cocozza, Rosa
1
Curcio, Domenico
1
Deaton, Brian D.
1
Feng, Guanhao
1
Fieberg, Christian
1
Gianfrancesco, Igor
1
Hjelkrem, Lars Ole
1
Hoffmann, Ingo
1
Hong, KiHoon
1
Jarrow, Robert A.
1
Lange, Petter Eilif de
1
Li, Jianping
1
Li, Phillip
1
Lu, Wei
1
López-Martín, Carmen
1
Melsom, Borger
1
Mertens, Richard Lennart
1
Poddig, Thorsten
1
Rebonato, Riccardo
1
Reus, Lorenzo
1
Riccetti, Luca
1
Righi, Marcelo Brutti
1
Sarabia Alzaga, José Maria
1
Silva, Felipe Bastos Gurgel
1
Sánchez Granero, Miguel Angel
1
Tanoue, Yuta
1
Vaucher, Benoit
1
Vennerød, Christian Bakke
1
more ...
less ...
Published in...
All
Journal of risk
IMF Staff Country Reports
304
Journal of risk management in financial institutions
70
Journal of Risk and Financial Management
68
Journal of risk and financial management : JRFM
67
Working Paper
58
Risks : open access journal
57
MPRA Paper
56
International journal of production research
47
Geneva Association - Working Papers Series
40
IMF Working Papers
38
Risks
36
Diskussionspapier
30
International journal of risk assessment and management : IJRAM
30
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
28
IDB Publications (Working Papers)
24
Ovidius University Annals, Economic Sciences Series
22
The journal of portfolio management : JPM
22
Construction Management and Economics
19
Journal of Financial Transformation
17
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
16
CEPR Discussion Papers
15
European research studies
14
International Journal of Financial Services Management
14
Manufacturing & service operations management : M & SOM
14
Risk management : a journal of risk, crisis and disaster
14
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
14
Journal of Agricultural and Applied Economics
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
NCIS Special Reports
13
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
13
The journal of operational risk
13
IEEE transactions on engineering management : EM
12
International Journal of Global Energy Issues
12
Investment management and financial innovations
12
Management Science
12
RBA Annual Conference Volume
12
SFB 649 Discussion Paper
12
The European journal of finance
12
Universität Augsburg - Research Center Finance & Information Management - Publications
12
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A general framework for constructing bank risk data sets
Zhu, Xiaoqian
;
Lu, Wei
;
Wu, Dengsheng
;
Li, Jianping
- In:
Journal of risk
21
(
2018/2019
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10011980291
Saved in:
2
Loss given default estimation : a two-stage model with classification tree-based boosting and support vector logistic regression
Tanoue, Yuta
;
Yamashita, Satoshi
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 19-37
Persistent link: https://www.econbiz.de/10012059863
Saved in:
3
Could holding multiple safe havens improve diversification in a portfolio? : the extended skew-t vine copula approach
Chang, Meng-Shiuh
;
Yuan, Jing
;
Xu, Jing
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012059925
Saved in:
4
Decomposition of portfolio risk into independent factors using an inductive causal search algorithm
Deaton, Brian D.
- In:
Journal of risk
19
(
2016
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10011579769
Saved in:
5
Risk measures and the impact of asset price bubbles
Jarrow, Robert A.
;
Silva, Felipe Bastos Gurgel
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
Saved in:
6
Analytical method for computing stressed value-at-risk with conditional value-at-risk
Hong, KiHoon
- In:
Journal of risk
19
(
2016/2017
)
3
,
pp. 85-106
Persistent link: https://www.econbiz.de/10011689731
Saved in:
7
Does higher-frequency data always help to predict longer-horizon volatility?
Charoenwong, Ben
;
Feng, Guanhao
- In:
Journal of risk
19
(
2017
)
5
,
pp. 55-75
Persistent link: https://www.econbiz.de/10011747111
Saved in:
8
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
Riccetti, Luca
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 79-102
Persistent link: https://www.econbiz.de/10011710254
Saved in:
9
Risk management for private equity funds
Buchner, Axel
- In:
Journal of risk
19
(
2017
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011799119
Saved in:
10
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->