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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Journal of empirical finance"
~subject:"Deutschland"
~subject:"Unternehmen"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Glossary included"
~type_genre:"Handbook"
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Risikomaß
USA
Deutschland
Unternehmen
Risikomanagement
31
Risk management
31
Theorie
21
Theory
21
Portfolio selection
13
Portfolio-Management
13
Risk measure
12
Risiko
11
Risk
11
Statistical distribution
6
Statistische Verteilung
6
Credit risk
5
Hedging
5
Kreditrisiko
5
Capital income
4
Estimation
4
Extreme value theory
4
Kapitaleinkommen
4
Outliers
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Ausreißer
3
CAPM
3
Bank
2
Bank risk
2
Bankrisiko
2
Credit derivative
2
Derivat
2
Derivative
2
Estimation theory
2
Financial crisis
2
Finanzkrise
2
Hedge fund
2
Hedgefonds
2
Insolvency
2
Insolvenz
2
Japan
2
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2
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7
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14
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Aufsatz in Zeitschrift
Case study
Glossary included
Handbook
Article in journal
14
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English
14
Author
All
Allen, David
1
Almeida, Helena Tenório Veiga de
1
Bernardi, Mauro
1
Cai, Jun
1
Changchien, Chang-Cheng
1
Chen Zhou
1
Christoffersen, Peter F.
1
Du, Jiangze
1
Fabozzi, Frank J.
1
Fries, Christian
1
Grané, Aurea
1
Hahn, Jinyong
1
Hanson, Samuel G.
1
Hsu, Yuan-Teng
1
Huang, Lin
1
Inoue, Atsushi
1
Kao, Tzu-Chuan
1
Kao, Wei-Shun
1
Lin, Chu-Hsiung
1
Lizieri, Colin
1
Mainik, Georg
1
Marcus, Alan J.
1
Maruotti, Antonello
1
Mitov, Georgi
1
Müller, Elisabeth
1
Nigbur, Tobias
1
Ortobelli, Sergio
1
Pesaran, M. Hashem
1
Petrella, Lea
1
Račev, Svetlozar T.
1
Rhee, S. Ghon
1
Rüschendorf, Ludger
1
Satchell, Stephen
1
Schuermann, Til
1
Seeger, Norman
1
Sun, Pengfei
1
Wang, Jying-Nan
1
Wu, Feng
1
Yang, Huan
1
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Published in...
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Journal of empirical finance
Insurance / Mathematics & economics
96
Journal of banking & finance
65
Risiko-Manager
65
Risks : open access journal
56
European journal of operational research : EJOR
47
Journal of risk
42
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
40
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
40
Journal of risk management in financial institutions
36
Energy economics
35
Economic modelling
32
Finance research letters
32
The journal of operational risk
29
International review of financial analysis
25
Agricultural finance review
24
The North American journal of economics and finance : a journal of financial economics studies
24
The journal of risk model validation
24
Controlling : Zeitschrift für erfolgsorientierte Unternehmenssteuerung
23
Journal of risk and financial management : JRFM
21
Quantitative finance
21
Der Betrieb
20
International review of economics & finance : IREF
19
The journal of risk and insurance : the journal of the American Risk and Insurance Association
19
The review of financial studies
19
Die Bank
17
International journal of risk assessment and management : IJRAM
17
ZRFG : risk, fraud & governance ; Prävention, Transparenz, Organisation
17
Applied economics
16
International journal of theoretical and applied finance
16
WPg : Kompetenz schafft Vertrauen
16
Zeitschrift Interne Revision : ZIR ; Fachzeitschrift für Wissenschaft und Praxis
16
Finanzierung, Leasing, Factoring : FLF
15
The European journal of finance
15
Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider
15
International journal of forecasting
13
Finance and stochastics
12
International journal of finance & economics : IJFE
12
International journal of production research
12
Journal of econometrics
12
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ECONIS (ZBW)
14
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1
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
2
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
3
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
4
Measuring long-term tail risk : evaluating the performance of the square-root-of-time rule
Wang, Jying-Nan
;
Du, Jiangze
;
Hsu, Yuan-Teng
- In:
Journal of empirical finance
47
(
2018
),
pp. 120-138
Persistent link: https://www.econbiz.de/10012103480
Saved in:
5
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Saved in:
6
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
7
Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
8
High-order moments and extreme value approach for value-at-risk
Lin, Chu-Hsiung
;
Changchien, Chang-Cheng
;
Kao, Tzu-Chuan
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 421-434
Persistent link: https://www.econbiz.de/10011300450
Saved in:
9
Diagnosing the distribution of GARCH innovations
Sun, Pengfei
;
Chen Zhou
- In:
Journal of empirical finance
29
(
2014
),
pp. 287-303
Persistent link: https://www.econbiz.de/10011300465
Saved in:
10
Outliers, GARCH-type models and risk measures : a comparison of several approaches
Grané, Aurea
;
Almeida, Helena Tenório Veiga de
- In:
Journal of empirical finance
26
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10010472010
Saved in:
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