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subject:"Risikomaß"
subject:"USA"
~person:"Embrechts, Paul"
~person:"Kumar, Dilip"
~person:"Righi, Marcelo Brutti"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk management"
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Risikomaß
USA
Volatilität
Risikomanagement
29
Risk management
29
Risk measure
23
Theorie
19
Theory
19
Risiko
14
Risk
14
Portfolio selection
11
Portfolio-Management
11
Measurement
7
Messung
7
Multivariate Verteilung
7
Multivariate distribution
7
Volatility
6
ARCH model
5
ARCH-Modell
5
Basel Accord
5
Basler Akkord
5
Ausreißer
4
Bank risk
4
Bankrisiko
4
Capital income
4
Estimation
4
Kapitaleinkommen
4
Outliers
4
Schätzung
4
Statistical distribution
4
Statistische Verteilung
4
Value-at-risk
4
robustness
4
Estimation theory
3
Extreme value volatility estimator
3
Financial services
3
Finanzdienstleistung
3
Forecasting model
3
Prognoseverfahren
3
Schätztheorie
3
expected shortfall
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24
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Article in journal
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24
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2
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2
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2
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2
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1
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English
24
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Embrechts, Paul
Kumar, Dilip
Righi, Marcelo Brutti
Wang, Ruodu
17
Hammoudeh, Shawkat
12
McAleer, Michael
11
Mao, Tiantian
10
Cai, Jun
8
Janabi, Mazin A. M. al
8
Li, Jianping
8
Puccetti, Giovanni
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
Tiwari, Aviral Kumar
6
Zhu, Xiaoqian
6
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Cheung, Ka Chun
5
Dias, Alexandra
5
Fabozzi, Frank J.
5
Ghorbel, Ahmed
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
Yang, Fan
5
Zitikis, Ričardas
5
Al-Yahyaee, Khamis Hamed
4
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Finance and stochastics
3
Journal of risk
2
Operations research
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global business review
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economics & business
1
Journal of quantitative economics
1
Revista Brasileira de Finanças : RBFin
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
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ECONIS (ZBW)
24
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1
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
2
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:
3
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:
4
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
5
Global risk evolution and diversification : a Copula-DCC-GARCH model approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Revista Brasileira de Finanças : RBFin
10
(
2012
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10010412236
Saved in:
6
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:
7
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:
8
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
9
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:
10
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
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