//--> //--> //-->
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
person:"Cornett, Marcia Millon"
subject:"Theory"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Brandtner, Mario"
~person:"Buraschi, Andrea"
~person:"Embrechts, Paul"
~person:"Pedersen, Lasse Heje"
~subject:"Hedging"
~subject:"Risikomaß"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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
| 12 applied filters
Year of publication
From:
To:
Subject
All
Theory
Hedging
Risikomaß
Statistical distribution
Risikomanagement
4
Risk management
4
Theorie
4
Risiko
2
Risk
2
Risk measure
2
Aggregation
1
Bank risk
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
Copula
1
Decision under risk
1
Entscheidung unter Risiko
1
Expected Shortfall
1
Fréchet class
1
Measurement
1
Messung
1
Model uncertainity
1
Multivariate Verteilung
1
Multivariate distribution
1
Operational Risk
1
Operational risk
1
Operationelles Risiko
1
Portfolio selection
1
Portfolio-Management
1
Positive dependence
1
Rearrangement algorithm
1
Risk aggregation
1
Risk vulnerability
1
Spectral risk measures
1
Statistische Verteilung
1
Subadditivity
1
Time consistency
1
Yield curve
1
Zeitkonsistenz
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
4
Language
All
English
Author
All
Cornett, Marcia Millon
Brandtner, Mario
Buraschi, Andrea
Embrechts, Paul
Pedersen, Lasse Heje
Breuer, Thomas
4
Dias, Alexandra
3
Fernando, Chitru S.
3
McNeil, Alexander J.
3
Summer, Martin
3
Adam, Tim
2
Armstrong, John
2
Bernard, Carole
2
Brigo, Damiano
2
Dionne, Georges
2
Hunter, William Curt
2
Jandačka, Martin
2
Júdice, Pedro
2
Paterlini, Sandra
2
Puccetti, Giovanni
2
Roncoroni, Andrea
2
Salas, Jesus M.
2
Smith, Stephen Drew
2
Valderrama, Laura
2
Vanini, Paolo
2
Weiß, Gregor
2
Abduraimova, Kumushoy
1
Adam, Tim René
1
Alexander, Gordon J.
1
Alexander, S.
1
Allen, Franklin
1
Aramonte, Sirio
1
Argimón, Isabel
1
Banasik, John
1
Baptista, Alexandre M.
1
Barone-Adesi, Giovanni
1
Bauer, Daniel
1
Bauer, Wolfgang
1
Başak, Suleyman
1
Beirlant, Jan
1
Bellini, Fabio
1
Berens, Tobias
1
Birge, John R.
1
Bongaerts, Dion
1
more ...
less ...
Published in...
All
Journal of banking & finance
Finance and stochastics
3
Operations research
2
Financial analysts' journal : FAJ
1
Insurance / Mathematics & economics
1
Journal of financial services research : JFSR
1
Journal of risk
1
Quantitative finance
1
Risks : open access journal
1
Scandinavian actuarial journal
1
The American economic review
1
The European journal of finance
1
The Geneva risk and insurance review
1
The journal of finance : the journal of the American Finance Association
1
The journal of operational risk
1
The journal of portfolio management : JPM
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
2
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Saved in:
3
Quantitative models for operational risk : extremes, dependence and aggregation
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Nešlehová, Johanna
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2635-2658
Persistent link: https://www.econbiz.de/10003376395
Saved in:
4
Risk management implications of time-inconsistency : model updating and recalibration of no-arbitrage models
Buraschi, Andrea
;
Corielli, Francesco
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2883-2907
Persistent link: https://www.econbiz.de/10003121060
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->