//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Risk measure"
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
Modelling, estimation and visu...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk measure
Theorie
26
Theory
26
Stochastic process
13
Stochastischer Prozess
13
Risikomaß
12
ARCH model
11
ARCH-Modell
10
Portfolio selection
9
Portfolio-Management
9
Time series analysis
9
Zeitreihenanalyse
9
Estimation theory
7
Multivariate Analyse
7
Multivariate analysis
7
Risikomanagement
7
Risk management
7
Schätztheorie
7
Lévy process
6
Measurement
6
Messung
6
Risiko
6
Risk
6
Statistical distribution
6
Statistische Verteilung
6
Volatility
6
Volatilität
6
Credit risk
5
Estimation
5
Schätzung
5
Börsenkurs
4
Share price
4
Value-at-Risk
4
Ausreißer
3
Bank risk
3
Bankrisiko
3
Black-Scholes model
3
Black-Scholes-Modell
3
COGARCH
3
Kreditrisiko
3
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
8
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
3
Working Paper
3
Aufsatz im Buch
2
Book section
2
Graue Literatur
2
Non-commercial literature
2
Forschungsbericht
1
more ...
less ...
Language
All
English
11
German
1
Author
All
Klüppelberg, Claudia
11
Kley, Oliver
3
Emmer, Susanne
2
Korn, Ralf
2
Reinert, Gesine
2
Seifert, Miriam
2
Böcker, Klaus
1
Kuhn, Gabriel
1
Paterlini, Sandra
1
Pergamenchtchikov, Serguei
1
more ...
less ...
Institution
All
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Published in...
All
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
2
Finance and stochastics
2
Berichte zur Stochastik und verwandten Gebieten
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Operations research
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tails of credit default portfolios
Kuhn, Gabriel
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002727312
Saved in:
2
Risk management with extreme value theory
Klüppelberg, Claudia
-
2002
Persistent link: https://www.econbiz.de/10001745767
Saved in:
3
Optimal portfolios with bounded capital at risk
Emmer, Susanne
;
Klüppelberg, Claudia
;
Korn, Ralf
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001620446
Saved in:
4
Optimal portfolios when stock prices follow an exponential Lévy process
Emmer, Susanne
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 17-44
Persistent link: https://www.econbiz.de/10001910678
Saved in:
5
Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia
;
Korn, Ralf
-
1998
Persistent link: https://www.econbiz.de/10000682685
Saved in:
6
Approximationen erster Ordnung für operationelle Risiken unter Abhängigkeiten
Böcker, Klaus
;
Klüppelberg, Claudia
- In:
Risikomanagement und kapitalmarktorientierte …
,
(pp. 403-420)
.
2009
Persistent link: https://www.econbiz.de/10003861248
Saved in:
7
Optimal consumption and investment with bounded downside risk for power utility functions
Klüppelberg, Claudia
;
Pergamenchtchikov, Serguei
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 133-170)
.
2009
Persistent link: https://www.econbiz.de/10003948439
Saved in:
8
Conditional risk measures in a bipartite market structure
Kley, Oliver
;
Klüppelberg, Claudia
;
Reinert, Gesine
- In:
Scandinavian actuarial journal
(
2018
)
4
,
pp. 328-355
Persistent link: https://www.econbiz.de/10011881106
Saved in:
9
Risk in large claims insurance market with bipartite graph structure
Kley, Oliver
;
Klüppelberg, Claudia
;
Reinert, Gesine
- In:
Operations research
64
(
2016
)
5
,
pp. 1159-1176
Persistent link: https://www.econbiz.de/10011594678
Saved in:
10
Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 795-826
Persistent link: https://www.econbiz.de/10012114659
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->