//--> //--> //--> //-->
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
~source:"econis"
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
Value-at-Risk Based Risk Manag...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
42,887
Portfolio-Management
42,887
Risikomanagement
31,739
Risk management
30,558
Theorie
24,514
Theory
24,511
Risk
9,752
Risiko
9,703
Risikomaß
7,355
Risk measure
7,347
Capital income
7,125
Kapitaleinkommen
7,125
Anlageverhalten
5,354
Behavioural finance
5,339
USA
4,679
Welt
4,668
World
4,668
United States
4,632
Kreditrisiko
4,034
Credit risk
3,981
CAPM
3,939
Schätzung
3,819
Estimation
3,817
Investmentfonds
3,805
Investment Fund
3,789
Deutschland
3,708
Germany
3,595
Kapitalanlage
3,581
Financial investment
3,455
Hedging
3,279
Volatilität
3,026
Bank risk
3,024
Bankrisiko
3,023
Volatility
3,013
Börsenkurs
2,905
Share price
2,894
Aktienmarkt
2,733
Stock market
2,704
Bank
2,671
Lieferkette
2,617
more ...
less ...
Online availability
All
Free
22,328
Undetermined
17,116
Type of publication
All
Article
40,733
Book / Working Paper
34,400
Journal
157
Type of publication (narrower categories)
All
Article in journal
34,334
Aufsatz in Zeitschrift
34,334
Graue Literatur
9,579
Non-commercial literature
9,579
Arbeitspapier
8,087
Working Paper
8,087
Aufsatz im Buch
6,037
Book section
6,037
Hochschulschrift
3,277
Thesis
2,429
Collection of articles of several authors
1,554
Sammelwerk
1,554
Aufsatzsammlung
843
Lehrbuch
700
Textbook
630
Case study
456
Fallstudie
456
Konferenzschrift
421
Bibliografie enthalten
409
Bibliography included
409
Collection of articles written by one author
370
Sammlung
370
Handbook
335
Handbuch
335
Conference paper
297
Konferenzbeitrag
297
Ratgeber
293
Conference proceedings
284
Guidebook
236
Glossar enthalten
202
Glossary included
202
Amtsdruckschrift
166
Government document
166
Mehrbändiges Werk
98
Multi-volume publication
98
Systematic review
84
Übersichtsarbeit
84
Bibliografie
78
Reprint
73
Forschungsbericht
56
more ...
less ...
Language
All
English
66,693
German
7,880
French
308
Spanish
110
Italian
109
Polish
89
Russian
74
Dutch
34
Portuguese
25
Swedish
18
Hungarian
15
Danish
11
Finnish
11
Ukrainian
10
Czech
8
Croatian
5
Norwegian
5
Bulgarian
4
Serbian
4
Lithuanian
3
Slovak
3
Undetermined
3
Arabic
2
Afrikaans
1
Bosnian
1
Modern Greek (1453-)
1
Estonian
1
Multiple languages
1
Romanian
1
Albanian
1
Chinese
1
more ...
less ...
Author
All
Fabozzi, Frank J.
256
McAleer, Michael
153
Mitchell, Olivia S.
130
Maurer, Raimond
121
Guidolin, Massimo
100
Gleißner, Werner
96
Platen, Eckhard
95
Lo, Andrew W.
92
Campbell, John Y.
84
Satchell, Stephen
79
Dionne, Georges
78
Gollier, Christian
76
Ang, Andrew
71
Bodie, Zvi
66
Lucas, André
66
Gatzert, Nadine
65
Härdle, Wolfgang
65
Kraft, Holger
65
Blake, David
64
Engle, Robert F.
63
Hens, Thorsten
63
Račev, Svetlozar T.
63
Uppal, Raman
63
Allen, David E.
62
Broll, Udo
61
Vanduffel, Steven
60
Korn, Ralf
59
Wong, Wing Keung
59
Stulz, René M.
58
Schuermann, Til
57
Ivanov, Dmitry
56
Prigent, Jean-Luc
56
Vries, Casper G. de
56
Hammoudeh, Shawkat
55
Levy, Haim
55
Pelizzon, Loriana
55
Zaremba, Adam
54
Viceira, Luis M.
53
Markowitz, Harry
52
Weber, Martin
52
more ...
less ...
Institution
All
National Bureau of Economic Research
642
Springer Fachmedien Wiesbaden
102
OECD
90
World Bank
84
World Bank Group
63
Basel Committee on Banking Supervision
57
International Association for the Study of Insurance Economics
41
Internationaler Währungsfonds
35
Erich-Schmidt-Verlag <Berlin>
27
Verlag Dr. Kovač
26
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
23
Institute of Finance and Accounting <London>
22
International Monetary Fund
21
IGI Global
19
Springer-Verlag GmbH
17
Frank J. Fabozzi Associates <New Hope, Pa.>
16
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Springer International Publishing
16
Center for Economic Research <Tilburg>
14
Edward Elgar Publishing
14
Shaker Verlag
14
Weltbank
14
Pensions Institute
13
The Wharton Financial Institutions Center
13
Universität Mannheim
13
Universität Zürich / Institut für Schweizerisches Bankwesen
13
Books on Demand GmbH <Norderstedt>
12
Ekonomiska forskningsinstitutet <Stockholm>
12
International Center for Financial Asset Management and Engineering
12
Internationaler Währungsfonds / Monetary and Capital Markets Department
12
Rodney L. White Center for Financial Research
12
Fisher Investments Inc. <Woodside, Calif.>
11
Gottfried Wilhelm Leibniz Universität Hannover
11
Nomos Verlagsgesellschaft
11
Peter Lang GmbH
11
CFA Institute <Charlottesville, Va.>
10
Goethe-Universität Frankfurt am Main
10
International Finance Corporation
10
Risk Management Association <München>
10
Verlag Franz Vahlen
10
more ...
less ...
Published in...
All
Journal of banking & finance
790
NBER working paper series
635
Insurance / Mathematics & economics
585
European journal of operational research : EJOR
582
Working paper / National Bureau of Economic Research, Inc.
548
Finance research letters
518
SpringerLink / Bücher
468
NBER Working Paper
462
Risks : open access journal
378
International review of financial analysis
373
Journal of risk and financial management : JRFM
312
Journal of risk management in financial institutions
312
Journal of financial economics
311
Journal of economic dynamics & control
279
Applied economics
269
The journal of portfolio management : a publication of Institutional Investor
267
The journal of asset management
264
International journal of theoretical and applied finance
259
Management science : journal of the Institute for Operations Research and the Management Sciences
257
Research paper series / Swiss Finance Institute
257
The journal of finance : the journal of the American Finance Association
257
Discussion paper / Centre for Economic Policy Research
254
International journal of production research
244
Journal of empirical finance
244
Economic modelling
234
The review of financial studies
229
Finance and stochastics
219
Quantitative finance
219
The North American journal of economics and finance : a journal of financial economics studies
217
Energy economics
216
The European journal of finance
213
Journal of financial and quantitative analysis : JFQA
208
International journal of production economics
206
Wiley finance series
204
International review of economics & finance : IREF
203
Mathematical finance : an international journal of mathematics, statistics and financial theory
198
Springer eBook Collection
196
Journal of risk
194
Risiko-Manager
188
Pacific-Basin finance journal
183
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
3,742
USB Cologne (EcoSocSci)
2,916
EconStor
742
USB Cologne (business full texts)
643
BASE
333
Other ZBW resources
33
OLC EcoSci
24
ArchiDok
12
more ...
less ...
Showing
1
-
10
of
75,290
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Value-at-Risk-basiertes
Risikomanagement
in Banken : Portefeuilleentscheidungen, Risikokapitalallokation und Risikolimitierung unter Berücksichtigung des Bankenaufsichtsrechts
Eisele, Burkhard
-
2004
-
1. Aufl.
Persistent link: https://www.econbiz.de/10002470912
Saved in:
2
Risikomessung mit dem Conditional Value-at-Risk : Implikationen für das Entscheidungsverhalten
Hanisch, Jendrik
-
2006
Persistent link: https://www.econbiz.de/10013432906
Saved in:
3
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:
4
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
5
Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR
Benito Muela, Sonia
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011392904
Saved in:
6
The geometric-VaR backtesting method
Pelletier, Denis
;
Wei, Wei
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 725-745
Persistent link: https://www.econbiz.de/10011623861
Saved in:
7
The role of trading volume in forecasting market risk
Slim, Skander
- In:
Inventi impact: international trade
(
2016
)
3
,
pp. 169-181
Persistent link: https://www.econbiz.de/10011567980
Saved in:
8
Risky risk measures : a note on underestimating financial risk under the normal assumption
Goodfellow, Christiane
;
Salm, Christian
- In:
Copernican Journal of Finance & Accounting : CJF&A
5
(
2016
)
2
,
pp. 85-108
Persistent link: https://www.econbiz.de/10012216155
Saved in:
9
Risikomanagement
für heterogene Finanzportfolios
Moys, Gunnar
-
2018
Persistent link: https://www.econbiz.de/10011776858
Saved in:
10
Are value at risk and maximum drawdown different from volatility in stock market?
Kim, Soo-Hyun
- In:
The journal of applied business research
34
(
2018
)
2
,
pp. 217-222
Persistent link: https://www.econbiz.de/10011868772
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->