//--> //--> //--> //-->
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
accessRights:"restricted"
~person:"Bernard, Carole"
~person:"Farkas, Walter"
~person:"Liu, Fangda"
~person:"Wang, Gang-Jin"
~subject:"Bank"
~subject:"Outliers"
~subject:"Risikomaß"
~subject:"Value-at-Risk"
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
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Bank
Outliers
Risikomaß
Value-at-Risk
Risikomanagement
21
Risk management
21
Risk measure
16
Theorie
13
Theory
13
Risiko
9
Risk
9
Portfolio selection
8
Portfolio-Management
8
Credit risk
5
Financial services
5
Finanzdienstleistung
5
Kreditrisiko
5
Spillover effect
5
Spillover-Effekt
5
Financial crisis
4
Finanzkrise
4
Measurement
4
Messung
4
Volatility
4
Volatilität
4
Bank risk
3
Bankrisiko
3
Insurance
3
Model risk
3
Reinsurance
3
Rückversicherung
3
Statistical distribution
3
Statistische Verteilung
3
Versicherung
3
value at risk
3
Ansteckungseffekt
2
Basel Accord
2
Basler Akkord
2
Contagion effect
2
Extreme risk spillover
2
KMU
2
Lieferkette
2
more ...
less ...
Online availability
All
Undetermined
Free
3
Type of publication
All
Article
14
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
16
Author
All
Bernard, Carole
Farkas, Walter
Liu, Fangda
Wang, Gang-Jin
Wang, Ruodu
15
Cai, Jun
7
Hammoudeh, Shawkat
7
Mao, Tiantian
7
Embrechts, Paul
6
Li, Jianping
6
Boonen, Tim J.
5
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Härdle, Wolfgang
5
Kumar, Dilip
5
Mensi, Walid
5
Mitic, Peter
5
Righi, Marcelo Brutti
5
Rüschendorf, Ludger
5
Tan, Ken Seng
5
Tiwari, Aviral Kumar
5
Zhu, Xiaoqian
5
Al-Yahyaee, Khamis Hamed
4
Escanciano, Juan Carlos
4
Guillén, Montserrat
4
Hassan, M. Kabir
4
Hurlin, Christophe
4
Karmakar, Madhusudan
4
Liu, Haiyan
4
Mora-Valencia, Andrés
4
Möbius, Christian
4
Naeem, Muhammad Abubakr
4
Nahar, Shamsun
4
Pallenberg, Catherine
4
Shahzad, Syed Jawad Hussain
4
Vanduffel, Steven
4
Yang, Fan
4
Asimit, Alexandru V.
3
Bouri, Elie
3
Chen, An
3
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
3
Finance research letters
2
Journal of banking & finance
2
Mathematics of operations research
2
Research paper series / Swiss Finance Institute
2
Astin bulletin : the journal of the International Actuarial Association
1
Energy economics
1
Finance and stochastics
1
International review of economics & finance : IREF
1
Swiss Finance Institute Research Paper
1
The journal of corporate finance : contracting, governance and organization
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk contagion of NFT : a time-frequency risk spillover perspective in the Carbon-NFT-Stock system
Liu, Jiatong
;
Zhu, You
;
Wang, Gang-Jin
;
Chi, Xie
;
Wang, …
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445243
Saved in:
2
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
3
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
4
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
5
Enhancing an insurer's expected value by reinsurance and external financing
Chi, Yichun
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 466-484
Persistent link: https://www.econbiz.de/10012793937
Saved in:
6
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
7
Optimal risk-sharing across a network of insurance companies
Ettlin, Nicolas
;
Farkas, Walter
;
Kull, Andreas
; …
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 39-47
Persistent link: https://www.econbiz.de/10012419227
Saved in:
8
A cost-benefit analysis of capital requirements adjusted for model risk
Farkas, Walter
;
Fringuellotti, Fulvia
;
Tunaru, Radu
- In:
The journal of corporate finance : contracting, …
65
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012423657
Saved in:
9
When Bitcoin meets economic policy uncertainty (EPU) : measuring risk spillover effect from EPU to Bitcoin
Wang, Gang-Jin
;
Chi, Xie
;
Wen, Danyan
;
Zhao, Longfeng
- In:
Finance research letters
31
(
2019
),
pp. 489-497
Persistent link: https://www.econbiz.de/10012421780
Saved in:
10
Risk spillovers between oil and stock markets : a VAR for VaR analysis
Wen, Danyan
;
Wang, Gang-Jin
;
Ma, Chaoqun
;
Wang, Yudong
- In:
Energy economics
80
(
2019
),
pp. 524-535
Persistent link: https://www.econbiz.de/10012173682
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->