//--> //--> //-->
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:"Risikomaß"
~isPartOf:"International journal of theoretical and applied finance"
~person:"McNeil, Alexander J."
~person:"Weiß, Gregor"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Risikomanagement
6
Risk management
6
Risk measure
4
Backtesting
3
Forecasting model
3
Prognoseverfahren
3
Theorie
3
Theory
3
Bank
2
Bank risk
2
Bankrisiko
2
Basel Accord
2
Basler Akkord
2
Financial crisis
2
Finanzkrise
2
Value-at-Risk
2
Banking regulation
1
Banks
1
Börsenkurs
1
Consolidation
1
Derivat
1
Derivative
1
Derivatives
1
Equity tail risk
1
Estimation
1
Expected shortfall
1
Financial risk management
1
Lower tail dependence
1
M&A
1
Marginal expected shortfall
1
Measurement
1
Messung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Portfolio selection
1
Portfolio-Management
1
Risiko
1
Risk
1
Risk disclosure
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
McNeil, Alexander J.
Weiß, Gregor
Dias, Alexandra
3
Armstrong, John
2
Bernard, Carole
2
Breuer, Thomas
2
Brigo, Damiano
2
Paterlini, Sandra
2
Puccetti, Giovanni
2
Rosazza Gianin, Emanuela
2
Abduraimova, Kumushoy
1
Alexander, S.
1
Amini, Hamed
1
Aramonte, Sirio
1
Ararat, Çağin
1
Beirlant, Jan
1
Bellini, Fabio
1
Benedetti, Giuseppe
1
Berens, Tobias
1
Bostandzic, Denefa
1
Boucher, Christophe
1
Brandtner, Mario
1
Brechmann, Eike
1
Brummelhuis, Raymond
1
Centrone, Francesca
1
Claußen, Arndt
1
Coleman, T. F.
1
Cont, Rama
1
Cordóba, Antonio
1
Csiszár, Imre
1
Cui, Xuecan
1
Cui, Xueting
1
Czado, Claudia
1
Daníelsson, Jón
1
Di Lascio, F. Marta L.
1
Dionne, Georges
1
Du, Zaichao
1
Ebnöther, Silvan
1
Embrechts, Paul
1
Erkan, Hafize G.
1
more ...
less ...
Published in...
All
Journal of banking & finance
International journal of theoretical and applied finance
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
FEDS Working Paper
1
Finance and economics discussion series
1
Journal of banking and finance
1
Princeton series in finance
1
Review of quantitative finance and accounting
1
Risks : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
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
Systemic risk and bank consolidation : international evidence
Weiß, Gregor
;
Neumann, Sascha
;
Bostandzic, Denefa
- In:
Journal of banking & finance
40
(
2014
),
pp. 165-181
Persistent link: https://www.econbiz.de/10010402243
Saved in:
4
A new set of improved Value-at-Risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of banking & finance
48
(
2014
),
pp. 29-41
Persistent link: https://www.econbiz.de/10010506942
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->