//--> //--> //--> //-->
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:"Portfolio selection"
subject:"World"
~isPartOf:"The journal of risk model validation"
~subject:"Portfolio-Management"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
World
Portfolio-Management
Risikomanagement
47
Risk management
47
Risikomaß
23
Risk measure
23
Credit risk
16
Kreditrisiko
16
Theorie
16
Theory
16
Financial services
11
Finanzdienstleistung
11
Modellierung
9
Risiko
9
Risk
9
Scientific modelling
9
Bank risk
8
Bankrisiko
8
Basel Accord
8
Basler Akkord
8
Statistical distribution
8
Statistische Verteilung
8
backtesting
7
ARCH model
6
ARCH-Modell
6
Bankenaufsicht
6
Banking supervision
6
Forecasting model
6
Prognoseverfahren
6
model risk
6
value-at-risk (VaR)
6
Statistical test
5
Statistischer Test
5
credit risk
5
model validation
5
risk management
4
value-at-risk
4
Bank
3
China
3
Estimation theory
3
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Chen, Wei
2
Jacobs, Michael <Jr.>
2
Skoglund, Jimmy
2
Cai, Chunlin
1
Dekker, Peter
1
Erdman, Donald
1
Gjølberg, Ole
1
Gonpot, Preethee Nunkoo
1
Heemskerk, Marc
1
Karagozoglu, Ahmet K.
1
Kontaxis, Grigorios
1
Lin, Liyi
1
Mager, Ferdinand
1
Novosyolov, Arcady
1
Predescu, Mirela
1
Satchkov, Daniel
1
Schmieder, Christian
1
Sensenbrenner, Frank J.
1
Steen, Marie
1
Tsolas, Ioannis E.
1
Wehn, Carsten
1
Westgaard, Sjur
1
Wilkens, Sascha
1
Wing, Jean Paul Chung
1
more ...
less ...
Published in...
All
The journal of risk model validation
Insurance / Mathematics & economics
99
Journal of banking & finance
72
Finance research letters
63
Journal of risk management in financial institutions
61
European journal of operational research : EJOR
54
Risks : open access journal
52
SpringerLink / Bücher
43
Journal of risk
41
Wiley finance series
41
International review of financial analysis
38
Journal of risk and financial management : JRFM
34
The journal of portfolio management : JPM
33
Quantitative finance
31
Energy economics
29
International review of economics & finance : IREF
28
Springer eBook Collection
28
The North American journal of economics and finance : a journal of financial economics studies
27
The journal of portfolio management : a publication of Institutional Investor
25
Economic modelling
22
The journal of asset management
21
Research paper series / Swiss Finance Institute
19
The journal of investing
19
Journal of investment management : JOIM
17
NBER working paper series
17
Research in international business and finance
17
Risiko-Manager
17
Sovereign wealth management
16
International journal of theoretical and applied finance
15
Journal of financial stability
15
Applied economics
14
Gabler Edition Wissenschaft
14
Journal of risk finance : the convergence of financial products and insurance
14
Risk management : a journal of risk, crisis and disaster
14
Applied economics letters
13
Journal of empirical finance
13
Journal of international financial markets, institutions & money
13
Scandinavian actuarial journal
13
The European journal of finance
13
The journal of investment strategies
13
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
2
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
3
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
4
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
5
Optimal allocation of model risk appetite and validation threshold in the Solvency II framework
Lin, Liyi
;
Heemskerk, Marc
;
Dekker, Peter
- In:
The journal of risk model validation
12
(
2018
)
3
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011991966
Saved in:
6
Back to backtesting : integrated backtesting for value-at-risk and expected shortfall in practice
Wehn, Carsten
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 17-39
Persistent link: https://www.econbiz.de/10011992015
Saved in:
7
Model risk in the Fundamental Review of the Trading Book : the case of the Default Risk Charge
Wilkens, Sascha
;
Predescu, Mirela
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 41-67
Persistent link: https://www.econbiz.de/10011992266
Saved in:
8
Rating momentum in the macroeconomic stress testing and scenario analysis of credit risk
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
Saved in:
9
Risk model validation for BRICS countries : a value-at-risk, expected shortfall and extreme value theory approach
Wing, Jean Paul Chung
;
Gonpot, Preethee Nunkoo
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011410313
Saved in:
10
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
; …
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->