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subject:"Monetary policy"
subject:"United States"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of international money and finance"
~person:"Brandtner, Mario"
~person:"Daníelsson, Jón"
~subject:"Risk measure"
~subject:"Risk"
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Monetary policy
United States
Risk measure
Risk
Theorie
7
Theory
7
Risiko
6
Risikomaß
6
Portfolio selection
3
Portfolio-Management
3
Spectral risk measures
3
Decision under risk
2
Entscheidung unter Risiko
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Expected Shortfall
2
Measurement
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Brandtner, Mario
Daníelsson, Jón
Allen, Linda
4
Berger, Allen N.
4
Faff, Robert W.
4
Turnovsky, Stephen J.
4
Bali, Turan G.
3
Bauer, Christian
3
Dias, Alexandra
3
Duan, Jin-Chuan
3
Holod, Dmytro
3
Honig, Adam
3
Meenagh, David
3
Minford, Patrick
3
Neely, Christopher J.
3
Weller, Paul A.
3
Wu, Jason
3
Acerbi, Carlo
2
Aizenman, Joshua
2
Alexander, Carol
2
Allen, Franklin
2
Alpanda, Sami
2
Anderson, Ronald C.
2
Armstrong, John
2
Bartolini, Leonardo
2
Beckmann, Joscha
2
Berg, Kimberly A.
2
Bernard, Carole
2
Billett, Matthew T.
2
Brigo, Damiano
2
Cajueiro, Daniel Oliveira
2
Cakici, Nusret
2
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2
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2
Ceglowski, Janet Eve
2
Chatterjee, Sris
2
Chiang, Raymond
2
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2
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2
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Journal of banking & finance
Journal of international money and finance
Discussion paper / Tinbergen Institute
5
Discussion paper series / LSE Financial Markets Group
3
European journal of operational research : EJOR
3
Discussion paper / LSE Financial Markets Group
2
Journal of financial stability
2
Working paper series / Universität München, Center for Economic Studies
2
29th International Conference of the French Finance Association (AFFI) 2012
1
Annals of finance
1
DNB working paper
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Finance and economics discussion series
1
Financial markets, institutions & instruments
1
IMES discussion paper series / Englische Ausgabe
1
Insurance / Mathematics & economics
1
Jena research papers in business and economics : working and discussion paper series School of Economics and Business Administration Friedrich Schiller University Jena
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial services research : JFSR
1
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
1
Monetary and economic studies
1
Quantifying systemic risk
1
Quantitative finance
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Risk management : a modern perspective
1
Risk measures for the 21st century
1
Scandinavian actuarial journal
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
Special paper series / London School of Economics and Political Science, Financial Markets Group
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ECONIS (ZBW)
6
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1
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
2
Decision making with Expected Shortfall and spectral risk measures : the problem of comparative risk aversion
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Journal of banking & finance
58
(
2015
),
pp. 268-280
Persistent link: https://www.econbiz.de/10011544006
Saved in:
3
Risk models-at-risk
Boucher, Christophe
;
Daníelsson, Jón
;
Kouontchou, …
- In:
Journal of banking & finance
44
(
2014
),
pp. 72-92
Persistent link: https://www.econbiz.de/10010410376
Saved in:
4
Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems : a comparison with mean-variance analysis
Brandtner, Mario
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5526-5537
Persistent link: https://www.econbiz.de/10010343658
Saved in:
5
On time-scaling of risk and the square-root-of-time rule
Daníelsson, Jón
;
Zigrand, Jean-Pierre
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2701-2713
Persistent link: https://www.econbiz.de/10003376422
Saved in:
6
The emperor has no clothes: limits to risk modelling
Daníelsson, Jón
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1273-1296
Persistent link: https://www.econbiz.de/10001688470
Saved in:
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