//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of risk"
~subject:"Multivariate Verteilung"
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
204
Risk measure
204
Portfolio selection
91
Portfolio-Management
91
Theorie
80
Theory
80
Risikomanagement
72
Risk management
72
Risiko
47
Risk
47
ARCH model
44
ARCH-Modell
44
Estimation
40
Schätzung
40
Statistical distribution
34
Statistische Verteilung
34
Volatility
30
Volatilität
30
Measurement
29
Messung
29
Estimation theory
22
Schätztheorie
22
Credit risk
20
Kreditrisiko
20
Multivariate distribution
20
Forecasting model
19
Prognoseverfahren
19
value-at-risk (VaR)
18
Bank risk
17
Bankrisiko
17
Basel Accord
17
Basler Akkord
17
Capital income
17
Financial crisis
17
Finanzkrise
17
Kapitaleinkommen
17
Ausreißer
16
Outliers
16
Aktienmarkt
14
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Berger, Theo
2
Ghorbel, Ahmed
2
Su, Xiaoshan
2
Trabelsi, Abdelwahed
2
Andrieş, Alin Marius
1
Araichi, Sawssen
1
Bai, Manying
1
Belkacem, Lotfi
1
Boeve, Rolf
1
Braun, Valentin
1
Changqing, Luo
1
Chen, Xiangjin B.
1
Chi, Xie
1
Cong, Yu
1
D'Antoni, Jeremy M.
1
Detre, Joshua Dean
1
Fard, Farzad Alavi
1
Feng, Xiaoguang
1
Hackethal, Andreas
1
Han, Yingwei
1
Hayes, Dermot James
1
Hesse, Frederik
1
Jiang, Cuixia
1
Kim, Jong-Min
1
Kolman, Marek
1
Larsen, Ryan
1
Leatham, David J.
1
Li, Handong
1
Li, Yuhan
1
Li, Yuqian
1
Liu, Xiaohang
1
Lourme, Alexandre
1
Maciag, Jakob
1
Maurer, Frantz
1
Missong, Martin
1
Mudry, Pierre-Antoine
1
Paraschiv, Florentina
1
Peretti, Christian de
1
Pfingsten, Andreas
1
Pourkhanali, Armin
1
more ...
less ...
Published in...
All
Agricultural finance review
Economic modelling
Journal of risk
Insurance / Mathematics & economics
22
Energy economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
12
Journal of banking & finance
11
Risks : open access journal
11
Journal of risk and financial management : JRFM
10
SFB 649 discussion paper
10
International review of financial analysis
9
Computational economics
6
Finance research letters
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
European journal of operational research : EJOR
5
Pacific-Basin finance journal
5
Quantitative finance
5
The European journal of finance
5
International Journal of Financial Studies : open access journal
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics letters
3
Economics letters
3
Financial innovation : FIN
3
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
3
Journal of mathematical finance
3
Quantitative finance and economics
3
Reihe Quantitative Ökonomie : Ökon
3
Review of quantitative finance and accounting
3
Risk management : a journal of risk, crisis and disaster
3
Astin bulletin : the journal of the International Actuarial Association
2
CORE discussion paper : DP
2
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Discussion paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan
;
Li, Yuhan
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
Saved in:
2
Reinvestigating international crude oil market risk spillovers
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Wu, Jun
- In:
Journal of risk
24
(
2021
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10012816795
Saved in:
3
Systemic risk of the Chinese stock market based on the mobility measures of the marginal expected shortfall
Liu, Xiaohang
;
Li, Handong
- In:
Journal of risk
24
(
2021
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10012816812
Saved in:
4
Robust portfolio selection with regime switching and asymmetric dependence
Su, Xiaoshan
;
Bai, Manying
;
Han, Yingwei
- In:
Economic modelling
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012795788
Saved in:
5
Reserve modelling and the aggregation of risks using time varying copula models
Araichi, Sawssen
;
Peretti, Christian de
;
Belkacem, Lotfi
- In:
Economic modelling
67
(
2017
),
pp. 149-158
Persistent link: https://www.econbiz.de/10011813794
Saved in:
6
Testing the Gaussian and Student's t copulas in a risk management framework
Lourme, Alexandre
;
Maurer, Frantz
- In:
Economic modelling
67
(
2017
),
pp. 203-214
Persistent link: https://www.econbiz.de/10011813813
Saved in:
7
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:
8
On the isolated impact of copulas on risk measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://www.econbiz.de/10011647502
Saved in:
9
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
10
Measuring systemic risk using vine-copula
Pourkhanali, Armin
;
Kim, Jong-Min
;
Tafakori, Laleh
; …
- In:
Economic modelling
53
(
2016
),
pp. 63-74
Persistent link: https://www.econbiz.de/10011640962
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->