//--> //--> //-->
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:"Journal of banking & finance"
subject:"Prinzipal-Agent-Theorie"
~isPartOf:"The journal of corporate finance : contracting, governance and organization"
~person:"McNeil, Alexander J."
~subject:"Kapitaleinkommen"
~subject:"Risikomanagement"
~subject:"Share price"
~subject:"Zinsstruktur"
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:"Theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Prinzipal-Agent-Theorie
Kapitaleinkommen
Risikomanagement
Share price
Zinsstruktur
Risk management
3
Theorie
3
Theory
3
Backtesting
2
Basel Accord
2
Basler Akkord
2
Forecasting model
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Bank risk
1
Banking regulation
1
Bankrisiko
1
Estimation
1
Expected shortfall
1
Financial risk management
1
Measurement
1
Messung
1
Portfolio selection
1
Portfolio-Management
1
Schätzung
1
Statistical distribution
1
Statistical test
1
Statistische Verteilung
1
Statistischer Test
1
Value-at-Risk
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
McNeil, Alexander J.
Breuer, Thomas
3
Chang, Eric Chieh
3
Clare, Andrew D.
3
Dias, Alexandra
3
Ederington, Louis H.
3
Jacobsen, Ben
3
Marquering, Wessel A.
3
Prisman, Eliezer Zeev
3
Prokopczuk, Marcel
3
Uhrig-Homburg, Marliese
3
Aabo, Tom
2
Alderson, Michael J.
2
Aretz, Kevin
2
Armstrong, John
2
Bali, Turan G.
2
Barone-Adesi, Giovanni
2
Bernard, Carole
2
Brigo, Damiano
2
Chiang, Raymond
2
Chou, Ray Yeutien
2
Chowdhury, Hasibul
2
Christiansen, Charlotte
2
Chue, Timothy K.
2
Chung, Kee H.
2
Datta, Sudip
2
Davidson, Wallace Norman
2
Embrechts, Paul
2
Ferson, Wayne E.
2
Harvey, Campbell R.
2
Hautsch, Nikolaus
2
Hollstein, Fabian
2
Huang, Kershen
2
Huang, Shiyang
2
Hunter, William Curt
2
Iskandar-Datta, Mai E.
2
Jandačka, Martin
2
John, Kose
2
Jordan, James V.
2
Júdice, Pedro
2
more ...
less ...
Published in...
All
Journal of banking & finance
The journal of corporate finance : contracting, governance and organization
Finance and economics discussion series
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Economic modelling
1
FEDS Working Paper
1
Finance research letters
1
Handbook of heavy tailed distributions in finance
1
Princeton series in finance
1
Risks : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spectral backtests of forecast distributions with application to risk management
Gordy, Michael B.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489248
Saved in:
2
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
3
Integrated models of capital adequacy : why banks are undercapitalised
Kretzschmar, Gavin L.
;
McNeil, Alexander J.
;
Kirchner, Axel
- In:
Journal of banking & finance
34
(
2010
)
12
,
pp. 2838-2850
Persistent link: https://www.econbiz.de/10008859399
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->