//--> //--> //--> //-->
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:"International review of financial analysis"
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
Archimedean copulae for risk m...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomanagement
106
Risk management
106
Risikomaß
74
Risk measure
74
Portfolio selection
49
Portfolio-Management
49
Risk
49
Risiko
48
Theorie
38
Theory
38
Capital income
29
Kapitaleinkommen
29
Volatility
27
Volatilität
27
Welt
26
World
26
Bank risk
24
Bankrisiko
24
Estimation
23
Schätzung
23
Financial crisis
21
Finanzkrise
21
ARCH model
18
ARCH-Modell
18
Aktienmarkt
18
Stock market
18
Multivariate Verteilung
17
Multivariate distribution
17
Systemic risk
17
Systemrisiko
16
Forecasting model
15
Prognoseverfahren
15
Value-at-risk
15
Credit risk
14
Kreditrisiko
14
Statistical distribution
14
Statistische Verteilung
14
Hedging
13
Bank
12
Börsenkurs
12
more ...
less ...
Online availability
All
Undetermined
116
Free
5
Type of publication
All
Article
165
Type of publication (narrower categories)
All
Article in journal
165
Aufsatz in Zeitschrift
165
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
165
Author
All
Bryce, Cormac
3
Hussainey, Khaled
3
Uddin, Mohammed Gazi Salah
3
Akyildirim, Erdinc
2
Barakat, Ahmed
2
Cheevers, Carly
2
Corbet, Shaen
2
Degiannakis, Stavros
2
Fernández, Viviana
2
Iatridis, George
2
Ji, Qiang
2
Lazar, Emese
2
Ntim, Collins G.
2
O'Connell, John F.
2
Righi, Marcelo Brutti
2
Sensoy, Ahmet
2
Tan, Eric K. M.
2
Troster, Victor
2
Verdoliva, Vincenzo
2
Webb, Robert
2
Zarangas, Leonidas P.
2
Zhang, Dayong
2
Abakah, Emmanuel Joel Aikins
1
Abid, Ilyes
1
Addo, Emmanuel
1
Agapova, Anna
1
Ahelegbey, Daniel Felix
1
Ahmed, Shamim
1
Akbar, Saeed
1
Akinsomi, Omokolade
1
Al-Titi, Omar
1
Alexander, Carol
1
Ali Shah, Syed Zulfiqar
1
Alzahrani, Mohammed
1
Alzugaiby, Basim
1
Anderson, Hamish D.
1
Angelidis, Timotheos
1
Argyropoulos, Christos
1
Arismendi Zambrano, Juan Carlos
1
Ashby, Simon
1
more ...
less ...
Published in...
All
International review of financial analysis
IMF Staff Country Reports
481
Insurance / Mathematics & economics
358
Journal of banking & finance
338
SpringerLink / Bücher
309
European journal of operational research : EJOR
305
Risks : open access journal
299
Journal of risk management in financial institutions
297
Finance research letters
271
International journal of production research
250
Journal of risk and financial management : JRFM
200
International journal of production economics
191
Risiko-Manager
177
IMF Working Papers
173
Energy economics
172
The journal of operational risk
161
Journal of risk
160
MPRA Paper
148
International journal of risk assessment and management : IJRAM
142
Springer eBook Collection
140
Managing business risk : a practical guide to protecting your business
123
NBER working paper series
121
Wiley finance series
116
Economic modelling
114
Discussion paper / Tinbergen Institute
111
International journal of project management : the journal of The International Project Management Association
111
Applied economics
109
The North American journal of economics and finance : a journal of financial economics studies
104
World Bank E-Library Archive
104
Speech / Federal Reserve Board (Board of Governors of the Federal Reserve System)
102
Europäische Hochschulschriften / 5
95
Working Paper
95
Working paper / National Bureau of Economic Research, Inc.
95
Journal of Risk and Financial Management
93
Management science : journal of the Institute for Operations Research and the Management Sciences
91
Quantitative finance
91
The journal of risk model validation
91
Managerial Finance
90
NBER Working Paper
89
Working paper
88
more ...
less ...
Source
All
ECONIS (ZBW)
165
Showing
1
-
10
of
165
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
We don't need no fancy hedges! Or do we?
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013375398
Saved in:
2
Is Bitcoin a better portfolio diversifier than gold? : a
copula
and sectoral analysis for China
Pho, Kim-Hung
;
Ly, Sel
;
Lu, Richard
;
Hoang, Thi Hong Van
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012803931
Saved in:
3
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
4
Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and
copula
Lee, Yong Woong
;
Yang, Kisung
- In:
International review of financial analysis
66
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012208950
Saved in:
5
Factor investing and currency portfolio management
Li, Danyang
;
Zhang, Zhekai
;
Cerrato, Mario
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460489
Saved in:
6
From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.
;
Nedeltchev, Dragomir C.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
Saved in:
7
Market risk model selection and medium-term risk with limited data : application to ocean tanker freight markets
Kavussanos, Manolis G.
;
Dimitrakopoulos, Dimitris N.
- In:
International review of financial analysis
20
(
2011
)
5
,
pp. 258-268
Persistent link: https://www.econbiz.de/10009492114
Saved in:
8
Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu
- In:
International review of financial analysis
33
(
2014
),
pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Saved in:
9
Value-at-risk for long and short trading positions : evidence from developed and emerging equity markets
Diamandis, Panayotis F.
;
Drakos, Anastassios A.
; …
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 165-176
Persistent link: https://www.econbiz.de/10009295738
Saved in:
10
Risk prediction management and weak form market efficiency in Eurozone financial crisis
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
International review of financial analysis
30
(
2013
),
pp. 384-393
Persistent link: https://www.econbiz.de/10010461544
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...
//-->