//--> //--> //--> //-->
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
subject:"Derivat"
subject:"Risikomaß"
~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Dependence uncertainty"
~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:"Risk management"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Risikomaß
Dependence uncertainty
Risikomanagement
62
Risk management
62
Theorie
39
Theory
39
Risk measure
27
Portfolio selection
26
Portfolio-Management
26
Risiko
24
Risk
24
Credit risk
21
Kreditrisiko
21
Financial services
14
Finanzdienstleistung
14
Measurement
11
Messung
11
Derivative
8
Hedging
8
Option pricing theory
8
Optionspreistheorie
8
Basel Accord
7
Basler Akkord
7
Multivariate Verteilung
6
Multivariate distribution
6
Bank risk
5
Bankrisiko
5
Stochastic process
5
Stochastischer Prozess
5
risk management
5
CVA
4
Counterparty risk
4
Credit derivative
4
Kreditderivat
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
credit risk
4
wrong-way risk
4
CAPM
3
Collateral
3
more ...
less ...
Online availability
All
Undetermined
14
Free
2
Type of publication
All
Article
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Conference paper
1
Konferenzbeitrag
1
Language
All
English
33
Author
All
Embrechts, Paul
3
Wang, Ruodu
3
Brigo, Damiano
2
Crépey, Stéphane
2
Albanese, Claudio
1
Amini, Hamed
1
Ararat, Çağin
1
Benedetti, Giuseppe
1
Bernard, Carole
1
Bielecki, Tomasz R.
1
Boudabsa, Lotfi
1
Brummelhuis, Raymond
1
Capponi, Agostino
1
Carmona, René
1
Centrone, Francesca
1
Cont, Rama
1
Cordóba, Antonio
1
Crépey, S.
1
El Hajjaji, Omar
1
Farkas, Walter
1
Filipović, Damir
1
Galichon, Alfred
1
Gouriéroux, Christian
1
Hamel, Andreas
1
Huang, Zhenzhen
1
Höing, Andrea
1
Jeanblanc, Monique
1
Jiao, Ying
1
Jokhadze, Valeriane
1
Juri, Alessandro
1
Kato, Takashi
1
Klopfenstein, Olivier
1
Klüppelberg, Claudia
1
Koch Medina, Pablo
1
Kwok, Yue-Kuen
1
Lépinette, Emmanuel
1
Minca, Andreea
1
Monfort, Alain
1
Munari, Cosimo
1
Novak, Serguei Y.
1
more ...
less ...
Published in...
All
Finance and stochastics
International journal of theoretical and applied finance
Insurance / Mathematics & economics
100
Journal of banking & finance
65
Risks : open access journal
56
European journal of operational research : EJOR
46
Energy economics
42
Journal of risk
42
Finance research letters
36
Economic modelling
28
The North American journal of economics and finance : a journal of financial economics studies
28
International review of financial analysis
27
The journal of operational risk
27
Journal of risk management in financial institutions
26
Quantitative finance
24
The journal of risk model validation
24
International review of economics & finance : IREF
22
Applied economics
20
Journal of risk and financial management : JRFM
19
The European journal of finance
18
Journal of empirical finance
14
International journal of forecasting
13
Journal of econometrics
13
Journal of financial stability
13
The journal of credit risk : published quarterly by Incisive Media
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Research in international business and finance
12
The journal of futures markets
12
Agricultural finance review
11
Journal of international financial markets, institutions & money
11
Journal of mathematical finance
11
Computational economics
10
International journal of financial engineering
10
International journal of risk assessment and management : IJRAM
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Pacific-Basin finance journal
10
Review of Pacific Basin financial markets and policies
10
Review of financial economics : RFE
10
Astin bulletin : the journal of the International Actuarial Association
9
European financial management : the journal of the European Financial Management Association
9
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
2
Scenario-based risk evaluation
Wang, Ruodu
;
Ziegel, Johanna F.
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
Saved in:
3
Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
Saved in:
4
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
5
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
6
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
7
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
8
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
9
Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 795-826
Persistent link: https://www.econbiz.de/10012114659
Saved in:
10
Hedging under multiple risk constraints
Jiao, Ying
;
Klopfenstein, Olivier
;
Tankov, Peter
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->