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source:"econis"
~isPartOf:"Agricultural finance review"
~isPartOf:"Journal of risk"
~subject:"Multivariate Verteilung"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Multivariate Verteilung
Risikomaß
131
Risk measure
131
Portfolio selection
58
Portfolio-Management
58
Risikomanagement
45
Risk management
45
Theorie
42
Theory
42
Risiko
27
Risk
27
Measurement
25
Messung
25
Estimation
23
Schätzung
23
ARCH model
22
ARCH-Modell
22
Estimation theory
21
Schätztheorie
21
Statistical distribution
17
Statistische Verteilung
17
value-at-risk (VaR)
17
Credit risk
14
Kreditrisiko
14
Volatility
13
Volatilität
13
Capital income
12
Kapitaleinkommen
12
Basel Accord
11
Basler Akkord
11
Forecasting model
11
Prognoseverfahren
11
risk management
11
Bank risk
10
Bankrisiko
10
Financial services
10
Finanzdienstleistung
10
Multivariate distribution
10
expected shortfall (ES)
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Berger, Theo
1
Boeve, Rolf
1
Braun, Valentin
1
D'Antoni, Jeremy M.
1
Detre, Joshua Dean
1
Feng, Xiaoguang
1
Ghorbel, Ahmed
1
Hackethal, Andreas
1
Hayes, Dermot James
1
Hesse, Frederik
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Jiang, Cuixia
1
Kolman, Marek
1
Larsen, Ryan
1
Leatham, David J.
1
Li, Handong
1
Li, Yuqian
1
Liu, Xiaohang
1
Maciag, Jakob
1
Missong, Martin
1
Pfingsten, Andreas
1
Sukcharoen, Kunlapath
1
Trabelsi, Abdelwahed
1
Wu, Jun
1
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Agricultural finance review
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
Economic modelling
9
International review of financial analysis
9
Finance research letters
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Computational economics
5
European journal of operational research : EJOR
5
Pacific-Basin finance journal
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
Quantitative finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The European journal of finance
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
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Discussion paper
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1
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
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2
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:
3
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:
4
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:
5
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:
6
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:
7
A one-factor copula-based model for credit portfolios
Kolman, Marek
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 93-132
Persistent link: https://www.econbiz.de/10010476247
Saved in:
8
Copulas and portfolio strategies : an applied risk management perspective
Berger, Theo
;
Missong, Martin
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 51-91
Persistent link: https://www.econbiz.de/10010476248
Saved in:
9
Portfolio risk forecasting
Braun, Valentin
;
Hackethal, Andreas
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10013262566
Saved in:
10
Measure of financial risk using conditional extreme value copulas with EVT margins
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 51-85
Persistent link: https://www.econbiz.de/10003881605
Saved in:
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