//--> //--> //--> //-->
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
source:"econis"
~isPartOf:"Agricultural finance review"
~isPartOf:"CORE discussion paper : DP"
~subject:"Multivariate Verteilung"
~subject:"Risikomaß"
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:"CVaR (Conditional value at risk)"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
Risikomaß
Risk measure
19
USA
9
United States
9
Theorie
8
Theory
8
ARCH model
7
ARCH-Modell
7
Risikomanagement
7
Risk management
7
Agrarversicherung
5
Agricultural insurance
5
Multivariate distribution
5
Portfolio selection
5
Portfolio-Management
5
Diversification
3
Diversifikation
3
Reinsurance
3
Rückversicherung
3
Welt
3
World
3
Agrarkredit
2
Agricultural credit
2
Agriculture
2
Aktienindex
2
Börsenkurs
2
Capital income
2
Commodity market
2
Copulas
2
Credit risk
2
Crop insurance
2
Derivat
2
Derivative
2
Deutschland
2
Estimation
2
Germany
2
Information value
2
Informationswert
2
Kapitaleinkommen
2
more ...
less ...
Online availability
All
Free
9
Undetermined
1
Type of publication
All
Article
10
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
19
Author
All
Giot, Pierre
6
Hayes, Dermot James
3
Heinen, Andréas
2
Laurent, Sébastien
2
Lence, Sergio H.
2
Mason, Chuck
2
Valdesogo, Alfonso
2
Barry, Peter J.
1
Chollete, Loran
1
D'Antoni, Jeremy M.
1
Detre, Joshua Dean
1
Feng, Xiaoguang
1
Grammig, Joachim
1
Hinrichs, Jan H...
1
Irwin, Scott H.
1
Larsen, Ryan
1
Leatham, David J.
1
Odening, Martin
1
Pederson, Glenn
1
Porth, Lysa
1
Rengifo, Erick W.
1
Rombouts, Jeroen V. K.
1
Schnitkey, Gary D.
1
Sherrick, Bruce J.
1
Sukcharoen, Kunlapath
1
Tan, Ken Seng
1
Weng, Chengguo
1
Yan, Yan
1
Zech, Lyubov
1
more ...
less ...
Published in...
All
Agricultural finance review
CORE discussion paper : DP
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
114
Finance research letters
110
Risks : open access journal
108
Energy economics
74
International review of financial analysis
74
Economic modelling
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
Research in international business and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working papers
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Pacific-Basin finance journal
30
Working paper
30
Econometric Institute research papers
29
Journal of financial econometrics
28
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Diversifying systemic risk in agriculture
Feng, Xiaoguang
;
Hayes, Dermot James
- In:
Agricultural finance review
76
(
2016
)
4
,
pp. 512-531
Persistent link: https://www.econbiz.de/10011699128
Saved in:
2
Geographical diversification in wheat farming : a copula-based CVaR framework
Larsen, Ryan
;
Leatham, David J.
;
Sukcharoen, Kunlapath
- In:
Agricultural finance review
75
(
2015
)
3
,
pp. 368-384
Persistent link: https://www.econbiz.de/10011341937
Saved in:
3
Asymmetric CAPM dependence for large dimensions : the canonical vine autoregressive model
Heinen, Andréas
;
Valdesogo, Alfonso
-
2009
Persistent link: https://www.econbiz.de/10003965998
Saved in:
4
Modeling international financial returns with a multivariate regime switching copula
Chollete, Loran
;
Heinen, Andréas
;
Valdesogo, Alfonso
-
2008
Persistent link: https://www.econbiz.de/10003702731
Saved in:
5
Are agribusiness stocks an investor safe haven?
D'Antoni, Jeremy M.
;
Detre, Joshua Dean
- In:
Agricultural finance review
74
(
2014
)
4
,
pp. 522-538
Persistent link: https://www.econbiz.de/10011305888
Saved in:
6
Optimal reinsurance analysis from a crop insurer's perspective
Porth, Lysa
;
Tan, Ken Seng
;
Weng, Chengguo
- In:
Agricultural finance review
73
(
2013
)
2
,
pp. 310-328
Persistent link: https://www.econbiz.de/10010187473
Saved in:
7
Dynamic optimal portfolio selection in a VaR framework
Rengifo, Erick W.
;
Rombouts, Jeroen V. K.
-
2004
Persistent link: https://www.econbiz.de/10002347876
Saved in:
8
The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791288
Saved in:
9
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
-
2003
Persistent link: https://www.econbiz.de/10001791292
Saved in:
10
How large is liquidity risk in an automated auction market?
Giot, Pierre
;
Grammig, Joachim
-
2002
Persistent link: https://www.econbiz.de/10001720490
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->