//--> //--> //--> //-->
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:"International review of economics & finance : IREF"
~isPartOf:"Journal of risk"
~subject:"Multivariate Verteilung"
~subject:"Theory"
~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:"CVaR (Conditional value at risk)"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
Theory
Risikomaß
166
Risk measure
166
Portfolio selection
73
Portfolio-Management
73
Risikomanagement
59
Risk management
59
Theorie
53
Risiko
41
Risk
41
ARCH model
33
ARCH-Modell
33
Estimation
32
Schätzung
32
Measurement
31
Messung
31
Volatility
26
Volatilität
26
Statistical distribution
25
Statistische Verteilung
25
Estimation theory
21
Schätztheorie
21
Capital income
20
Kapitaleinkommen
20
value-at-risk (VaR)
17
Credit risk
16
Financial crisis
16
Finanzkrise
16
Forecasting model
16
Kreditrisiko
16
Prognoseverfahren
16
Multivariate distribution
14
Basel Accord
13
Basler Akkord
13
Welt
12
World
12
Bank risk
11
Bankrisiko
11
Financial services
11
more ...
less ...
Online availability
All
Undetermined
46
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
63
Aufsatz in Zeitschrift
63
Language
All
English
63
Author
All
Righi, Marcelo Brutti
3
Berger, Theo
2
Jiang, Cuixia
2
Li, Yuqian
2
Tan, Ken Seng
2
Xu, Qifa
2
Alexeev, Vitali
1
Amendola, Alessandra
1
Arici, G.
1
Auer, Benjamin R.
1
Baule, Rainer
1
Bertram, Philip
1
Bignozzi, Valeria
1
Boeve, Rolf
1
Boonen, Tim J.
1
Bouaddi, Mohammed
1
Braun, Valentin
1
Breton, Michèle
1
Börner, Christoph J.
1
Candila, Vincenzo
1
Ceretta, Paulo Sergio
1
Chan, Jennifer So-Kuen
1
Chen, Jiun-Lin
1
Chen, Pengzhan
1
Chen, Wang
1
Chen, Wei
1
Chen, Yanhong
1
Chen, Yi-Hsuan
1
Chen, Yu
1
Chávez-Bedoya, Luis
1
Coleman, Thomas F.
1
Cong, Jianfa
1
D'Addona, Stefano
1
D'Antoni, Jeremy M.
1
Dalai, M.
1
Deaton, Brian D.
1
Deege, Matthias
1
Desmettre, Sascha
1
Detre, Joshua Dean
1
Dorfleitner, Gregor
1
more ...
less ...
Published in...
All
Agricultural finance review
International review of economics & finance : IREF
Journal of risk
Insurance / Mathematics & economics
178
Journal of banking & finance
89
European journal of operational research : EJOR
88
Risks : open access journal
72
Economic modelling
39
Quantitative finance
37
Journal of empirical finance
35
Finance research letters
34
Applied economics
32
International journal of forecasting
32
International review of financial analysis
32
Journal of risk and financial management : JRFM
30
International journal of theoretical and applied finance
27
Energy economics
26
Finance and stochastics
25
Scandinavian actuarial journal
25
The European journal of finance
24
Computational economics
23
The North American journal of economics and finance : a journal of financial economics studies
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of econometrics
21
Journal of forecasting
21
Mathematics and financial economics
21
The journal of credit risk : published quarterly by Incisive Media
21
The journal of risk model validation
21
Journal of economic dynamics & control
20
Operations research letters
20
Astin bulletin : the journal of the International Actuarial Association
19
Mathematics of operations research
19
Operations research
18
The journal of operational risk
18
Applied economics letters
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of mathematical finance
16
Journal of risk management in financial institutions
15
Journal of financial econometrics
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
The VaR implementation handbook
14
Computers & operations research : and their applications to problems of world concern ; an international journal
13
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets : comparing the impacts of three Stock Connect programs
Yao, Yinhong
;
Li, Jingyu
;
Chen, Wei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1217-1233
Persistent link: https://www.econbiz.de/10014446620
Saved in:
2
How does bubble risk propagate among financial assets? : a perspective from the BSADF-vine copula model
Yao, Can-Zhong
;
Li, Min-Jian
;
Xu, Xin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 347-364
Persistent link: https://www.econbiz.de/10014475372
Saved in:
3
Value-at-risk models : a systematic review of the literature
Shayya, Reem
;
Sorrosal Forradellas, Maria Teresa
; …
- In:
Journal of risk
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014314618
Saved in:
4
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
5
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
6
Modeling maxima with a regime-switching Fréchet model
Tan, Keqi
;
Chen, Yu
;
Chen, Pengzhan
- In:
Journal of risk
25
(
2022
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014342458
Saved in:
7
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
8
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
9
Orthogonal portfolios to assess estimation risk
Chávez-Bedoya, Luis
;
Rosales, Francisco
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 906-937
Persistent link: https://www.econbiz.de/10013342794
Saved in:
10
Book-to-market equity and asset correlations : an international study
Ho, Kung-Cheng
;
Lee, Shih-Cheng
;
Chen, Jiun-Lin
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 258-274
Persistent link: https://www.econbiz.de/10013343395
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->