//--> //--> //--> //-->
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:"Risikomaß"
subject:"USA"
~person:"Embrechts, Paul"
~person:"Ghorbel, Ahmed"
~person:"Kumar, Dilip"
~subject:"Volatilität"
~type_genre:"Article in journal"
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
Risikomaß
USA
Volatilität
Risikomanagement
23
Risk management
23
Risk measure
21
Theorie
13
Theory
13
Portfolio selection
9
Portfolio-Management
9
Risiko
8
Risk
8
Multivariate Verteilung
7
Multivariate distribution
7
Volatility
7
ARCH model
6
ARCH-Modell
6
Ausreißer
6
Outliers
6
Basel Accord
5
Basler Akkord
5
Bank risk
4
Bankrisiko
4
Capital income
4
Kapitaleinkommen
4
Value-at-risk
4
expected shortfall
4
robustness
4
value-at-risk
4
Commodity derivative
3
Estimation
3
Extreme value volatility estimator
3
Rohstoffderivat
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
Asymmetry
2
Estimation theory
2
Exchange rate risk
2
Financial crisis
2
Finanzkrise
2
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
22
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Bibliografie enthalten
1
Bibliography included
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
22
Author
All
Embrechts, Paul
Ghorbel, Ahmed
Kumar, Dilip
Wang, Ruodu
16
Hammoudeh, Shawkat
12
McAleer, Michael
11
Mao, Tiantian
10
Cai, Jun
8
Janabi, Mazin A. M. al
8
Li, Jianping
8
Puccetti, Giovanni
7
Righi, Marcelo Brutti
7
Rüschendorf, Ludger
7
Bernard, Carole
6
Boonen, Tim J.
6
Dionne, Georges
6
Goodwin, Barry K.
6
Hayes, Dermot James
6
Karmakar, Madhusudan
6
Mensi, Walid
6
Schuermann, Til
6
Stoja, Evarist
6
Tan, Ken Seng
6
Zhu, Xiaoqian
6
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Cheung, Ka Chun
5
Dias, Alexandra
5
Fabozzi, Frank J.
5
Härdle, Wolfgang
5
Kouretas, Georgios P.
5
Liu, Fangda
5
Mishra, Ashok K.
5
Mitic, Peter
5
Naeem, Muhammad Abubakr
5
Polanski, Arnold
5
Tiwari, Aviral Kumar
5
Yang, Fan
5
Zitikis, Ričardas
5
Al-Yahyaee, Khamis Hamed
4
more ...
less ...
Published in...
All
Finance and stochastics
3
Operations research
2
American journal of finance and accounting
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global business review
1
International Journal of Financial Markets and Derivatives : IJFMD
1
International journal of managerial and financial accounting
1
Journal of banking & finance
1
Journal of multinational financial management
1
Journal of quantitative economics
1
Journal of risk
1
Risks : open access journal
1
Studies in economics and finance
1
The European journal of finance
1
The Geneva risk and insurance review
1
The journal of operational risk
1
The journal of prediction markets
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
2
Energy portfolio risk management using time-varying copula methods : application to bonds, interest rate and VIX
Abdelkafi, Samar Zlitni
;
Ghorbel, Ahmed
;
Khoufi, Walid
- In:
American journal of finance and accounting
5
(
2018
)
4
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011966860
Saved in:
3
Connectedness between cryptocurrencies and foreign exchange markets : implication for risk management
Chemkha, Rahma
;
BenSaïda, Ahmed
;
Ghorbel, Ahmed
- In:
Journal of multinational financial management
59
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012794677
Saved in:
4
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
5
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
6
Measuring portfolio risk of non-energy commodity using time-varying vine copula
Attafi, Zeineb
;
Ghorbel, Ahmed
;
Boujelbene, Younes
- In:
International Journal of Financial Markets and …
7
(
2019
)
2
,
pp. 163-190
Persistent link: https://www.econbiz.de/10012253560
Saved in:
7
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
Saved in:
8
Modeling operational risk depending on covariates : an empirical investigation
Embrechts, Paul
;
Mizgier, Kamil J.
;
Chen, Xian
- In:
The journal of operational risk
13
(
2018
)
3
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011962172
Saved in:
9
A study of risk spillover in the crude oil and the natural gas markets
Kumar, Dilip
- In:
Global business review
18
(
2017
)
6
,
pp. 1465-1477
Persistent link: https://www.econbiz.de/10011800026
Saved in:
10
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->