//--> //--> //--> //-->
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:"Derivative"
subject:"Risk measure"
~isPartOf:"Computational economics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Credit derivative"
~subject:"Hedging"
~subject:"Measurement"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Risk measure
Credit derivative
Hedging
Measurement
Risikomanagement
59
Risk management
59
Theorie
30
Theory
30
Risikomaß
25
Portfolio selection
23
Portfolio-Management
23
Credit risk
21
Kreditrisiko
21
Risiko
17
Risk
17
Financial services
15
Finanzdienstleistung
15
Messung
10
Derivat
9
Option pricing theory
6
Optionspreistheorie
6
Bank risk
5
Bankrisiko
5
Multivariate Verteilung
5
Multivariate distribution
5
risk management
5
Basel Accord
4
Basler Akkord
4
CVA
4
Financial crisis
4
Finanzkrise
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Neural networks
4
Neuronale Netze
4
credit risk
4
wrong-way risk
4
Counterparty credit risk
3
Counterparty risk
3
more ...
less ...
Online availability
All
Undetermined
16
Free
1
Type of publication
All
Article
35
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Language
All
English
36
Author
All
Brigo, Damiano
2
Albanese, Claudio
1
Amini, Hamed
1
Ararat, Çağin
1
Benedetti, Giuseppe
1
Berkhouch, Mohammed
1
Bielecki, Tomasz R.
1
Brummelhuis, Raymond
1
Capponi, Agostino
1
Capriotti, Luca
1
Carmona, René
1
Centrone, Francesca
1
Chan, Stephen
1
Chen, Ying
1
Cherrat, Hamza
1
Cont, Rama
1
Cordóba, Antonio
1
Cristobal-Fransi, Eduard
1
Crépey, S.
1
Crépey, Stéphane
1
Du, Junhong
1
El Hajjaji, Omar
1
Galichon, Alfred
1
Gouriéroux, Christian
1
Grasselli, Matheus
1
Guastaroba, Gianfranco
1
Hamel, Andreas
1
Han, Liyan
1
Huang, Zhenzhen
1
Hughston, Lane P.
1
Jeanblanc, Monique
1
Jiao, Shoukun
1
Jokhadze, Valeriane
1
Kato, Takashi
1
Korn, Olaf
1
Koziol, Philipp
1
Kwok, Yue-Kuen
1
Lakhnati, Ghizlane
1
Lee, Jacky
1
Li, Hui
1
more ...
less ...
Published in...
All
Computational economics
International journal of theoretical and applied finance
Insurance / Mathematics & economics
120
Journal of banking & finance
86
Risks : open access journal
66
European journal of operational research : EJOR
60
Finance research letters
57
Energy economics
51
Journal of risk
48
The journal of operational risk
38
The North American journal of economics and finance : a journal of financial economics studies
33
International review of financial analysis
32
Journal of risk management in financial institutions
32
Economic modelling
29
Quantitative finance
29
SpringerLink / Bücher
29
International review of economics & finance : IREF
26
The journal of risk model validation
26
Journal of risk and financial management : JRFM
24
Applied economics
22
The European journal of finance
21
Discussion paper / Tinbergen Institute
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Journal of empirical finance
18
Research paper series / Swiss Finance Institute
18
Agricultural finance review
17
Journal of Risk Finance
17
Research in international business and finance
17
The journal of risk and insurance : the journal of the American Risk and Insurance Association
17
Wiley finance series
17
Finance and stochastics
16
NBER working paper series
16
Working papers
16
Journal of financial stability
15
Schriftenreihe Finanzmanagement
15
The journal of credit risk : published quarterly by Incisive Media
15
The journal of futures markets
15
Working paper / National Bureau of Economic Research, Inc.
15
Pacific-Basin finance journal
14
The Journal of Risk Finance
14
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià
;
Cristobal-Fransi, Eduard
;
Vintrò, Carla
; …
- In:
Computational economics
61
(
2023
)
1
,
pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
Saved in:
2
On the hedging of interest rate margins on bank demand deposits
Cherrat, Hamza
;
Prigent, Jean-Luc
- In:
Computational economics
62
(
2023
)
3
,
pp. 935-967
Persistent link: https://www.econbiz.de/10014382850
Saved in:
3
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
4
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
5
Dependence and systemic risk analysis between S&P 500 index and sector indexes : a conditional value-at-risk approach
Jiao, Shoukun
;
Ye, Wuyi
- In:
Computational economics
59
(
2022
)
3
,
pp. 1203-1229
Persistent link: https://www.econbiz.de/10013169244
Saved in:
6
Tail risk early warning system for capital markets based on machine learning algorithms
Zhang, Zongxin
;
Chen, Ying
- In:
Computational economics
60
(
2022
)
3
,
pp. 901-923
Persistent link: https://www.econbiz.de/10013380850
Saved in:
7
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:
8
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:
9
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:
10
International assets allocation with risk management via multi-stage stochastic programming
Yin, Libo
;
Han, Liyan
- In:
Computational economics
55
(
2020
)
2
,
pp. 385-405
Persistent link: https://www.econbiz.de/10012223636
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->