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subject:"Basler Akkord"
subject:"Kreditgeschäft"
~person:"Baptista, Alexandre M."
~person:"Boonen, Tim J."
~person:"Dias, Alexandra"
~person:"Karrenbauer, Ulrike"
~person:"Pérez Amaral, Teodosio"
~subject:"Daily capital charges"
~subject:"Deutschland"
~subject:"Germany"
~subject:"Theory"
~type_genre:"Article in journal"
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Basler Akkord
Kreditgeschäft
Daily capital charges
Deutschland
Germany
Theory
Risk management
29
Risikomanagement
28
Portfolio selection
17
Portfolio-Management
17
Theorie
16
Risikomaß
15
Risk measure
15
Basel Accord
9
Risiko
6
Risk
6
Credit risk
4
Financial crisis
4
Finanzkrise
4
Kreditrisiko
4
Statistical distribution
4
Statistische Verteilung
4
Value-at-Risk
4
Bank risk
3
Bankrisiko
3
Capital allocation
3
Distortion risk measure
3
Forecasting model
3
Global financial crisis
3
Prognoseverfahren
3
Reinsurance
3
Rückversicherung
3
Tail risk
3
Volatility
3
Volatilität
3
Welt
3
World
3
ARCH model
2
ARCH-Modell
2
Allocation
2
Allokation
2
Aumann-Shapley value
2
Bank regulation
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Article
22
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1
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Article in journal
Aufsatz in Zeitschrift
23
Arbeitspapier
5
Graue Literatur
5
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5
Working Paper
5
Aufsatz im Buch
1
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English
20
German
3
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Baptista, Alexandre M.
Boonen, Tim J.
Dias, Alexandra
Karrenbauer, Ulrike
Pérez Amaral, Teodosio
Gleißner, Werner
20
Broll, Udo
19
Wang, Ruodu
16
Embrechts, Paul
11
Tan, Ken Seng
11
Fabozzi, Frank J.
10
Gatzert, Nadine
10
Dionne, Georges
9
Bartram, Söhnke M.
8
Henschel, Thomas
8
Mao, Tiantian
8
Cai, Jun
7
Jacobs, Michael <Jr.>
7
Rösch, Daniel
7
Rüschendorf, Ludger
7
Wiedemann, Arnd
7
Alexander, Gordon J.
6
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Chen, Zhiping
6
Chi, Yichun
6
Furman, Edward
6
Hamerle, Alfred
6
Hurlin, Christophe
6
McAleer, Michael
6
Puccetti, Giovanni
6
Righi, Marcelo Brutti
6
Shevchenko, Pavel V.
6
Tang, Qihe
6
Wahl, Jack E.
6
Allen, Franklin
5
Bernard, Carole
5
Brandtner, Mario
5
Cheung, Ka Chun
5
Cossette, Hélène
5
Daníelsson, Jón
5
Eling, Martin
5
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European journal of operational research : EJOR
4
Journal of banking & finance
4
Insurance / Mathematics & economics
3
Risiko-Manager
3
The European journal of finance
2
International review of economics & finance : IREF
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of financial intermediation
1
Journal of monetary economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
23
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1
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10
of
23
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date (oldest first)
1
Bowley vs. Pareto optima in reinsurance contracting
Boonen, Tim J.
;
Ghossoub, Mario
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 382-391
Persistent link: https://www.econbiz.de/10014292989
Saved in:
2
A marginal indemnity function approach to optimal reinsurance under the Vajda condition
Boonen, Tim J.
;
Jiang, Wenjun
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 928-944
Persistent link: https://www.econbiz.de/10013364047
Saved in:
3
Risk sharing with multiple indemnity environments
Asimit, Alexandru V.
;
Boonen, Tim J.
;
Chi, Yichun
; …
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 587-603
Persistent link: https://www.econbiz.de/10013205971
Saved in:
4
A generalization of the Aumann-Shapley value for risk capital allocation problems
Boonen, Tim J.
;
De Waegenaere, Anja
;
Norde, Henk
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 277-287
Persistent link: https://www.econbiz.de/10012157603
Saved in:
5
Forecasting compositional risk allocations
Boonen, Tim J.
;
Guillén, Montserrat
;
Santolino, Miguel
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 79-86
Persistent link: https://www.econbiz.de/10011990442
Saved in:
6
Capital allocation for portfolios with non-linear risk aggregation
Boonen, Tim J.
;
Tsanakas, Andreas
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
Saved in:
7
The economic value of controlling for large losses in portfolio selection
Dias, Alexandra
- In:
Journal of banking & finance
72
(
2016
),
pp. 81-91
Persistent link: https://www.econbiz.de/10011637057
Saved in:
8
The role of a representative reinsurer in optimal reinsurance
Boonen, Tim J.
;
Tan, Ken Seng
;
Zhuang, Sheng Chao
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 196-204
Persistent link: https://www.econbiz.de/10011597268
Saved in:
9
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
10
Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra
- In:
Journal of banking & finance
49
(
2014
),
pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
Saved in:
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