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~subject:"Risikomanagement"
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Risikomanagement
Risikomaß
8,330
Risk measure
8,313
Theorie
4,628
Theory
4,607
Portfolio-Management
3,176
Portfolio selection
3,164
Risk management
2,904
Risiko
2,894
Risk
2,893
Messung
1,370
Measurement
1,351
Statistische Verteilung
1,157
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1,155
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1,151
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1,146
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1,043
Schätzung
1,040
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1,038
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1,033
Prognoseverfahren
929
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926
Bank risk
894
Bankrisiko
894
Kapitaleinkommen
868
Capital income
866
Kreditrisiko
821
Credit risk
816
Value-at-Risk
795
Schätztheorie
690
Estimation theory
688
Basel Accord
587
Basler Akkord
577
Outliers
554
Ausreißer
551
Financial crisis
542
Finanzkrise
536
Multivariate Verteilung
530
Multivariate distribution
530
VAR-Modell
496
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870
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94
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Wang, Ruodu
31
Stoja, Evarist
22
Righi, Marcelo Brutti
20
McAleer, Michael
18
Al Janabi, Mazin A. M.
17
Embrechts, Paul
17
Mao, Tiantian
16
Cai, Jun
15
Härdle, Wolfgang
15
Daníelsson, Jón
14
Rosazza Gianin, Emanuela
14
Liu, Haiyan
12
Polanski, Arnold
12
Pérez Amaral, Teodosio
12
Vanduffel, Steven
12
Brandtner, Mario
11
Cheung, Ka Chun
11
Bernard, Carole
10
Csóka, Péter
10
Dowd, Kevin
10
Farkas, Walter
10
Hammoudeh, Shawkat
10
Kratz, Marie
10
Olson, David L.
10
Rüschendorf, Ludger
10
Vries, Casper G. de
10
Wu, Desheng Dash
10
Guillén, Montserrat
9
Müller, Fernanda Maria
9
Stulz, René M.
9
Vasileiou, Evangelos
9
Balbás de la Corte, Alejandro
8
Broll, Udo
8
Chen Zhou
8
Christoffersen, Peter F.
8
Giudici, Paolo
8
Ken Seng Tan
8
Koch Medina, Pablo
8
Li, Jianping
8
Liu, Fangda
8
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European Central Bank
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National Bureau of Economic Research
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Springer-Verlag GmbH
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Bank für Internationalen Zahlungsausgleich
1
Bank-Verlag GmbH
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Berliner Wissenschafts-Verlag
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Books on Demand GmbH <Norderstedt>
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Center for Economic Research <Tilburg>
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Columbia University / Graduate School of Business
1
Edward Elgar Publishing
1
Eidgenössische Technische Hochschule Zürich
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European Commission / Joint Research Centre
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Frankfurt School Verlag GmbH
1
Friedrich-Schiller-Universität Jena
1
Gottfried Wilhelm Leibniz Universität Hannover
1
International Center for Financial Asset Management and Engineering
1
International Risk Management Conference <5, 2012, Rom>
1
KPMG <London>
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KPMG Peat Marwick <London>
1
KPMG Peat Marwick MacLintock <London>
1
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
1
Palgrave Macmillan <Firma>
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School of Accounting, Economics and Finance <Geelong>
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Trinity College Dublin / Department of Economics
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UVK Verlagsgesellschaft mbH
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1
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
1
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Insurance / Mathematics & economics
122
Risks : open access journal
72
Journal of banking & finance
71
European journal of operational research : EJOR
53
Journal of risk
53
The journal of operational risk
41
Finance research letters
38
Economic modelling
29
The journal of risk model validation
29
Quantitative finance
27
International review of financial analysis
25
Journal of risk management in financial institutions
25
The North American journal of economics and finance : a journal of financial economics studies
24
Applied economics
21
International journal of theoretical and applied finance
21
Journal of risk and financial management : JRFM
21
Energy economics
20
Scandinavian actuarial journal
20
The European journal of finance
20
International review of economics & finance : IREF
18
Journal of empirical finance
18
Computational economics
17
International journal of forecasting
16
Discussion paper / Tinbergen Institute
15
Finance and stochastics
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
The journal of credit risk : published quarterly by Incisive Media
14
Insurance : mathematics and economics
13
International journal of risk assessment and management : IJRAM
13
Research in international business and finance
13
Research paper series / Swiss Finance Institute
13
SpringerLink / Bücher
13
Journal of econometrics
12
Journal of forecasting
12
Astin bulletin : the journal of the International Actuarial Association
11
Journal of economic dynamics & control
11
Journal of financial stability
11
Journal of international financial markets, institutions & money
11
Journal of mathematical finance
11
Operations research
11
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ECONIS (ZBW)
2,909
USB Cologne (EcoSocSci)
16
EconStor
6
RePEc
1
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1
Diversification evidence from international equity markets using extreme values and stochastic copulas
Bhatti, Muhammad Ishaq
;
Nguyen, Cuong
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 622-646
Persistent link: https://www.econbiz.de/10009623538
Saved in:
2
Uncertainties and extreme risk spillover in the energy markets : a time-varying copula-based CoVaR approach
Ji, Qiang
;
Liu, Bing-Yue
;
Nehler, Henrik
;
Uddin, …
- In:
Energy economics
76
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10011976598
Saved in:
3
Risk correlation based on time-varying copula function and extreme value theory
Ji, Xinlong
;
Zhou, Lu
- In:
Theoretical economics letters
7
(
2017
)
7
,
pp. 2213-2229
Persistent link: https://www.econbiz.de/10011786009
Saved in:
4
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
5
Stock market returns and oil price shocks : a CoVaR analysis based on dynamic vine copula models
Kielmann, Julia
;
Manner, Hans
;
Min, Aleksey
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
4
,
pp. 1543-1574
Persistent link: https://www.econbiz.de/10013197238
Saved in:
6
Tales from the unit interval : backtesting, forecasting and modeling
Nielsen, Thor Pajhede
-
2017
Persistent link: https://www.econbiz.de/10011654061
Saved in:
7
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
8
Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe
;
Wang, Chao
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
Saved in:
9
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
10
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
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