//--> //--> //--> //-->
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"
~isPartOf:"Applied economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of risk model validation"
~isPartOf:"Working papers"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Risk management
181
Risikomanagement
179
Risk measure
72
Risk
59
Risiko
58
Portfolio selection
57
Portfolio-Management
57
Theorie
50
Theory
50
Hedging
30
Credit risk
26
Kreditrisiko
26
ARCH model
23
ARCH-Modell
23
Bank risk
23
Bankrisiko
23
Volatility
23
Volatilität
23
Statistical distribution
20
Statistische Verteilung
20
Estimation
19
Schätzung
19
Financial services
17
Finanzdienstleistung
17
Financial crisis
16
Finanzkrise
16
risk management
15
Capital income
14
Kapitaleinkommen
14
Basel Accord
13
Basler Akkord
13
Derivat
13
Derivative
13
Bank
12
Multivariate Verteilung
12
Multivariate distribution
12
Spillover effect
12
Spillover-Effekt
12
Welt
12
more ...
less ...
Online availability
All
Undetermined
43
Free
12
Type of publication
All
Article
60
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
60
Aufsatz in Zeitschrift
60
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
71
French
1
Author
All
Hammoudeh, Shawkat
4
Al-Yahyaee, Khamis Hamed
3
Billio, Monica
3
Frattarolo, Lorenzo
3
Mensi, Walid
3
Pelizzon, Loriana
3
Al-Jarrah, Idries Mohammad Wanas
2
Allen, David E.
2
Barbi, Massimiliano
2
Bloxham, Nicholas
2
Caporin, Massimiliano
2
Chlebus, Marcin
2
Hernandez, Jose Arreola
2
Kang, Sang Hoon
2
McAleer, Michael
2
Mitic, Peter
2
Reboredo, Juan Carlos
2
Romagnoli, Silvia
2
Santos, Paulo Araújo
2
Abad, Pilar
1
Adewuyi, Adeolu O.
1
Afonso, António
1
Al-Hassan, Abdullah
1
Albulescu, Claudiu Tiberiu
1
Alves, Isabel Fraga
1
Arnsdorf, Matthias
1
Arrieta, Daniel
1
Asai, Manabu
1
Bajo, Emanuele
1
Barro, Diana
1
Barziy, Illya
1
Bee, Marco
1
Benavides, Guillermo
1
Benito Muela, Sonia
1
Biljon, L. van
1
Blazsek, Szabolcs
1
Bouri, Elie
1
Božović, Miloš
1
Breeden, Joseph L.
1
Bruzda, Joanna
1
more ...
less ...
Published in...
All
Applied economics
The North American journal of economics and finance : a journal of financial economics studies
The journal of risk model validation
Working papers
Insurance / Mathematics & economics
93
Risks : open access journal
53
Journal of banking & finance
52
Journal of risk
40
European journal of operational research : EJOR
39
Finance research letters
29
Economic modelling
27
Energy economics
27
The journal of operational risk
27
International review of financial analysis
20
Journal of risk management in financial institutions
20
Quantitative finance
19
International review of economics & finance : IREF
16
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
Discussion paper / Tinbergen Institute
14
International journal of forecasting
13
Research paper series / Swiss Finance Institute
13
SpringerLink / Bücher
13
The European journal of finance
13
Finance and stochastics
12
Journal of econometrics
12
Journal of empirical finance
12
Computational economics
10
International journal of risk assessment and management : IJRAM
10
Journal of international financial markets, institutions & money
10
Research in international business and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of finance & economics : IJFE
9
Journal of mathematical finance
9
Pacific-Basin finance journal
9
Scandinavian actuarial journal
9
The journal of credit risk : published quarterly by Incisive Media
9
Applied economics letters
8
Astin bulletin : the journal of the International Actuarial Association
8
International journal of production research
8
more ...
less ...
Source
All
ECONIS (ZBW)
72
Showing
1
-
10
of
72
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
2
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
3
HRP performance comparison in portfolio optimization under various codependence and distance metrics
Barziy, Illya
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322189
Saved in:
4
Value-at-risk: the comparison of state-of-the-art models on varous assets
Kielak, Karol
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322235
Saved in:
5
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
6
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
Saved in:
7
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:
8
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
9
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
10
Systemic risk: a network approach
Hasse, Jean-Baptiste
-
2020
Persistent link: https://www.econbiz.de/10012387222
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->