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subject:"Basler Akkord"
subject:"Kreditgeschäft"
~person:"Guillén, Montserrat"
~person:"Pérez Amaral, Teodosio"
~subject:"3-Month variance futures"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
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Basler Akkord
Kreditgeschäft
3-Month variance futures
Portfolio-Management
Risikomanagement
13
Risk management
13
Portfolio selection
11
Risikomaß
7
Risk measure
7
Risiko
6
Risk
6
Theorie
4
Theory
4
Welt
4
World
4
Basel Accord
3
Daily capital charges
3
Financial crisis
3
Finanzkrise
3
Forecasting model
3
Global financial crisis
3
Measurement
3
Messung
3
Prognoseverfahren
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Decision under risk
2
Entscheidung unter Risiko
2
Estimation
2
Optimizing strategy
2
Schätzung
2
Value-at-Risk (VaR)
2
Violation penalties
2
risk management
2
12-Month variance futures
1
Aggressive or conservative risk management strategies
1
Aitchison distance
1
Aitchison geometry
1
Allocation
1
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Undetermined
7
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Article
11
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Article in journal
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11
Arbeitspapier
5
Graue Literatur
5
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5
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5
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English
11
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Guillén, Montserrat
Pérez Amaral, Teodosio
Wang, Ruodu
15
Fabozzi, Frank J.
11
Hammoudeh, Shawkat
11
Mao, Tiantian
9
Alexander, Gordon J.
8
Rösch, Daniel
8
Baptista, Alexandre M.
7
Jacobs, Michael <Jr.>
7
Janabi, Mazin A. M. al
7
Tan, Ken Seng
7
Yang, Fan
7
Bhansali, Vineer
6
Chen, An
6
Embrechts, Paul
6
Kakushadze, Zura
6
Martellini, Lionel
6
Mitra, Sovan
6
Righi, Marcelo Brutti
6
Rüschendorf, Ludger
6
Zhu, Shushang
6
Chen, Zhiping
5
Godin, Frédéric
5
Hamerle, Alfred
5
Li, Duan
5
McAleer, Michael
5
Mensi, Walid
5
Migueis, Marco
5
Ozdemir, Bogie
5
Regis, Luca
5
Satchell, Stephen
5
Schulte-Mattler, Hermann
5
Van Vuuren, Gary
5
Vanduffel, Steven
5
Wilkens, Sascha
5
Acharya, Viral V.
4
Arora, Anju
4
Bernard, Carole
4
Bolton, Patrick
4
Boonen, Tim J.
4
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Published in...
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The North American journal of economics and finance : a journal of financial economics studies
3
Insurance / Mathematics & economics
2
Journal of risk
2
International review of economics & finance : IREF
1
Journal of econometrics
1
Risks : open access journal
1
The journal of operational risk
1
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ECONIS (ZBW)
11
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1
Continuing risks
Constantinescu, Corina
;
Guillén, Montserrat
; …
- In:
Risks : open access journal
11
(
2023
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10014232583
Saved in:
2
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
3
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
4
Compositional methods applied to capital allocation problems
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Journal of risk
19
(
2016
)
2
,
pp. 15-30
Persistent link: https://www.econbiz.de/10013177074
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
Distortion risk measures for nonnegative multivariate risks
Guillén, Montserrat
;
Sarabia Alzaga, José Maria
; …
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 35-57
Persistent link: https://www.econbiz.de/10011895037
Saved in:
7
What attitudes to risk underlie distortion risk measure choices?
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 101-109
Persistent link: https://www.econbiz.de/10011492606
Saved in:
8
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:
9
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
Saved in:
10
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
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