//--> //--> //-->
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:"Pesaran, M. Hashem"
~person:"Eller, Roland"
~person:"Karmakar, Madhusudan"
~person:"Kratz, Marie"
~subject:"Risikomaß"
~type:"article"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Risikomanagement
16
Risk management
16
Risk measure
10
Portfolio selection
7
Portfolio-Management
7
ARCH model
4
ARCH-Modell
4
Ausreißer
4
Capital income
4
Kapitaleinkommen
4
Outliers
4
Risiko
4
Risk
4
Aktienmarkt
3
Credit risk
3
Data security
3
Datensicherheit
3
Estimation
3
IT crime
3
IT-Kriminalität
3
Kreditrisiko
3
Measurement
3
Messung
3
Peak over threshold method
3
Schätzung
3
Stock market
3
Theorie
3
Theory
3
Basel Accord
2
Basler Akkord
2
Conditional EVT
2
Copula
2
Cyber risk
2
Data Mining
2
Data mining
2
Expected shortfall
2
Extreme value theory
2
Forecasting model
2
Multivariate Verteilung
2
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Pesaran, M. Hashem
Eller, Roland
Karmakar, Madhusudan
Kratz, Marie
Wang, Ruodu
16
Embrechts, Paul
11
Mao, Tiantian
10
Hammoudeh, Shawkat
9
Cai, Jun
8
Janabi, Mazin A. M. al
8
Righi, Marcelo Brutti
8
Li, Jianping
7
Puccetti, Giovanni
7
Rüschendorf, Ludger
7
Boonen, Tim J.
6
Härdle, Wolfgang
6
Stoja, Evarist
6
Tan, Ken Seng
6
Bernard, Carole
5
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Cheung, Ka Chun
5
Ghorbel, Ahmed
5
Kumar, Dilip
5
Liu, Fangda
5
McAleer, Michael
5
Mensi, Walid
5
Mitic, Peter
5
Polanski, Arnold
5
Tiwari, Aviral Kumar
5
Yang, Fan
5
Zhu, Xiaoqian
5
Zitikis, Ričardas
5
Al-Yahyaee, Khamis Hamed
4
Alexander, Gordon J.
4
Asimit, Alexandru V.
4
Balbás de la Corte, Alejandro
4
Broll, Udo
4
Ceretta, Paulo Sergio
4
Chen, Zhiping
4
Chi, Yichun
4
Cossette, Hélène
4
Daníelsson, Jón
4
more ...
less ...
Published in...
All
Review of financial economics : RFE
2
European journal of operational research : EJOR
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of risk
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pro-cyclicality beyond business cycle
Bräutigam, Marcel
;
Dacorogna, Michel M.
;
Kratz, Marie
- In:
Mathematical finance : an international journal of …
33
(
2023
)
2
,
pp. 308-341
Persistent link: https://www.econbiz.de/10014278671
Saved in:
2
Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data
Dacorogna, Michel M.
;
Debbabi, Nehla
;
Kratz, Marie
- In:
European journal of operational research : EJOR
311
(
2023
)
2
,
pp. 708-729
Persistent link: https://www.econbiz.de/10014336745
Saved in:
3
Are gold, USD, and Bitcoin hedge or safe haven against stock? : the implication for risk management
Sharma, Udayan
;
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
41
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014278639
Saved in:
4
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
5
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:
6
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
7
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International review of financial analysis
44
(
2016
),
pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
Saved in:
8
Managing extreme risk in some major stock markets : an extreme value approach
Karmakar, Madhusudan
;
Shukla, Girja K.
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 1-25
Persistent link: https://www.econbiz.de/10011333727
Saved in:
9
What is the best risk measure in practice? : a comparsion of standard measures
Emmer, Susanne
;
Kratz, Marie
;
Tasche, Dirk
- In:
Journal of risk
18
(
2015/2016
)
2
,
pp. 31-60
Persistent link: https://www.econbiz.de/10011438976
Saved in:
10
Estimation of tail-related risk measures in the Indian stock market : an extreme value approach
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
22
(
2013
)
3
,
pp. 79-85
Persistent link: https://www.econbiz.de/10010213379
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->