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source:"econis"
~isPartOf:"Agricultural finance review"
~isPartOf:"International review of financial analysis"
~subject:"Multivariate Verteilung"
~subject:"Risk management"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Multivariate Verteilung
Risk management
Risikomaß
84
Risk measure
84
Portfolio selection
34
Portfolio-Management
34
Theorie
30
Theory
30
Risikomanagement
25
Capital income
22
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Risk
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Value-at-risk
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Hayes, Dermot James
3
Lence, Sergio H.
2
Mason, Chuck
2
Ahelegbey, Daniel Felix
1
Ben Ameur, Hachmi
1
Berger, Theo
1
Borer, Daniel
1
Brio, Esther B. del
1
Byström, Hans N. E.
1
Ceretta, Paulo Sergio
1
Chau Trinh Nguyen
1
Chen, Xiang
1
Chen, Zhihua
1
D'Antoni, Jeremy M.
1
Degiannakis, Stavros
1
Detre, Joshua Dean
1
Di, Zengru
1
Diamandis, Panayotis F.
1
Dimitrakopoulos, Dimitris N.
1
Drakos, Anastassios A.
1
Fan, Caiyun
1
Fang, Tingwei
1
Fang, Yi
1
Feng, Xiaoguang
1
Fernández, Viviana
1
Fitriya Fauzi
1
Ftiti, Zied
1
Gao, Xiangyun
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1
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Karmakar, Madhusudan
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Kavussanos, Manolis G.
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Kouretas, Georgios P.
1
Larsen, Ryan
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Agricultural finance review
International review of financial analysis
Insurance / Mathematics & economics
102
Journal of banking & finance
60
Risks : open access journal
59
European journal of operational research : EJOR
44
Journal of risk
44
Energy economics
35
Finance research letters
35
Economic modelling
34
The North American journal of economics and finance : a journal of financial economics studies
31
The journal of operational risk
28
The journal of risk model validation
24
Applied economics
22
Quantitative finance
22
Journal of risk management in financial institutions
20
Journal of risk and financial management : JRFM
19
International review of economics & finance : IREF
17
The European journal of finance
17
Computational economics
15
International journal of forecasting
15
International journal of theoretical and applied finance
15
Discussion paper / Tinbergen Institute
14
Journal of empirical finance
14
SFB 649 discussion paper
14
Journal of international financial markets, institutions & money
13
Research paper series / Swiss Finance Institute
13
Finance and stochastics
12
Journal of econometrics
12
Pacific-Basin finance journal
12
Research in international business and finance
12
Working papers
12
Applied economics letters
11
International journal of risk assessment and management : IJRAM
11
Journal of mathematical finance
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Scandinavian actuarial journal
10
The journal of credit risk : published quarterly by Incisive Media
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of finance & economics : IJFE
9
Journal of financial econometrics
9
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1
When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets
Sitara Karim
;
Muhammad Shafiullah
;
Naeem, Muhammad Abubakr
- In:
International review of financial analysis
93
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543472
Saved in:
2
Do green investments improve portfolio diversification? : evidence from mean conditional value-at-risk optimization
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Louhichi, Waël
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543934
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3
Nonlinear behavior of tail risk resonance and early warning : insight from global energy stock markets
Xie, Qichang
;
Fang, Tingwei
;
Rong, Xueyun
;
Xu, Xin
- In:
International review of financial analysis
93
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543522
Saved in:
4
Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano
;
Nave Pineda, Juan M.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
Saved in:
5
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
6
Identifying systemic risk of assets during international financial crises using Value at Risk elasticities
Borer, Daniel
;
Perera, Devmali
;
Fitriya Fauzi
;
Chau …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469916
Saved in:
7
From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.
;
Nedeltchev, Dragomir C.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
Saved in:
8
Systemic risk of commodity markets : a dynamic factor copula approach
Ouyang, Ruolan
;
Chen, Xiang
;
Fang, Yi
;
Zhao, Yang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013431229
Saved in:
9
Systemic risk contribution of banks and non-bank financial institutions across frequencies : the Australian experience
Rahman, Md Lutfur
;
Troster, Victor
;
Uddin, Mohammed …
- In:
International review of financial analysis
79
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013350007
Saved in:
10
Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach
Wang, Ze
;
Gao, Xiangyun
;
Huang, Shupei
;
Sun, Qingru
; …
- In:
International review of financial analysis
84
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013472796
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