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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Computational economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of risk"
~subject:"Hedging"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Risikomaß
USA
Hedging
Schätzung
Risikomanagement
96
Risk management
96
Risk measure
50
Portfolio selection
47
Portfolio-Management
47
Theorie
42
Theory
42
Risiko
27
Risk
27
Financial services
23
Finanzdienstleistung
23
risk management
23
Credit risk
20
Kreditrisiko
20
Measurement
14
Messung
14
Bank risk
13
Bankrisiko
13
Original research
11
Estimation
10
ARCH model
9
ARCH-Modell
9
Basel Accord
8
Basler Akkord
8
Multivariate Verteilung
8
Multivariate distribution
8
Statistical distribution
8
Statistische Verteilung
8
Forecasting model
7
Prognoseverfahren
7
value-at-risk (VaR)
7
Ausreißer
6
Outliers
6
Financial crisis
5
Finanzkrise
5
Value-at-risk (VAR)
5
Volatility
5
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Online availability
All
Undetermined
38
Free
1
Type of publication
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Article
61
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
61
Arbeitspapier
19
Working Paper
19
Graue Literatur
18
Non-commercial literature
18
Language
All
English
61
Author
All
Coleman, Thomas F.
2
Li, Yuying
2
Poddig, Thorsten
2
Righi, Marcelo Brutti
2
Aarons, Mark
1
Abad, Pilar
1
Adrian, Tobias
1
Alemany, Ramon
1
Arici, G.
1
Auer, Benjamin R.
1
Baule, Rainer
1
Belles-Sampera, James
1
Benito Muela, Sonia
1
Berger, Theo
1
Berkhouch, Mohammed
1
Bertram, Philip
1
Boeve, Rolf
1
Bolancé, Catalina
1
Braun, Valentin
1
Breton, Michèle
1
Buchner, Axel
1
Börner, Christoph J.
1
Campbell, Sean D.
1
Carcano, Nicola
1
Ceretta, Paulo Sergio
1
Chakir, Ahmed
1
Chan, Stephen
1
Chen, Jiusheng
1
Chen, Ying
1
Cherrat, Hamza
1
Cong, Jianfa
1
Cristobal-Fransi, Eduard
1
Cui, Xueting
1
Dalai, M.
1
Deaton, Brian D.
1
Deege, Matthias
1
Desmettre, Sascha
1
Du, Junhong
1
Embrechts, Paul
1
Emmer, Susanne
1
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Published in...
All
Computational economics
Discussion paper / Centre for Economic Policy Research
Journal of risk
Insurance / Mathematics & economics
117
Journal of banking & finance
82
Risks : open access journal
63
European journal of operational research : EJOR
60
Finance research letters
50
Energy economics
49
Economic modelling
35
Journal of risk management in financial institutions
35
The North American journal of economics and finance : a journal of financial economics studies
33
International review of financial analysis
32
The journal of operational risk
29
Journal of risk and financial management : JRFM
27
The journal of risk and insurance : the journal of the American Risk and Insurance Association
27
Agricultural finance review
26
Quantitative finance
25
The journal of risk model validation
24
Applied economics
23
International review of economics & finance : IREF
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
The European journal of finance
22
Journal of financial economics
21
International journal of theoretical and applied finance
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
International journal of risk assessment and management : IJRAM
18
Journal of empirical finance
18
The review of financial studies
18
Pacific-Basin finance journal
16
Finance and stochastics
15
American journal of agricultural economics
14
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
14
Journal of financial stability
14
Journal of international financial markets, institutions & money
14
Research in international business and finance
14
The journal of finance : the journal of the American Finance Association
14
The journal of portfolio management : a publication of Institutional Investor
14
European financial management : the journal of the European Financial Management Association
13
Journal of agricultural and applied economics
13
Journal of financial and quantitative analysis : JFQA
13
Review of financial economics : RFE
13
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ECONIS (ZBW)
61
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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
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
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:
4
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:
5
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
6
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
7
Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
Saved in:
8
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:
9
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
10
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:
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