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subject:"Risikomaß"
~isPartOf:"Computational 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"
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Risikomaß
Risk management
143
Risikomanagement
141
Risk measure
65
Portfolio selection
51
Portfolio-Management
51
Theorie
47
Theory
47
Risk
41
Risiko
40
Credit risk
26
Kreditrisiko
26
Hedging
25
ARCH model
23
ARCH-Modell
23
Bank risk
19
Bankrisiko
19
Volatility
19
Volatilität
19
Financial services
17
Finanzdienstleistung
17
Statistical distribution
16
Statistische Verteilung
16
Estimation
15
Financial crisis
15
Finanzkrise
15
Schätzung
15
risk management
12
Capital income
11
Kapitaleinkommen
11
Spillover effect
10
Spillover-Effekt
10
Basel Accord
9
Basler Akkord
9
Modellierung
9
Multivariate Verteilung
9
Multivariate distribution
9
Scientific modelling
9
Systemic risk
9
Systemrisiko
9
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53
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Graue Literatur
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English
64
French
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Billio, Monica
3
Frattarolo, Lorenzo
3
Pelizzon, Loriana
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Bloxham, Nicholas
2
Caporin, Massimiliano
2
Chlebus, Marcin
2
Hammoudeh, Shawkat
2
Kang, Sang Hoon
2
McAleer, Michael
2
Mensi, Walid
2
Mitic, Peter
2
Santos, Paulo Araújo
2
Abad, Pilar
1
Adewuyi, Adeolu O.
1
Afonso, António
1
Al-Hassan, Abdullah
1
Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Alves, Isabel Fraga
1
Arnsdorf, Matthias
1
Asai, Manabu
1
Bajo, Emanuele
1
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1
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1
Barziy, Illya
1
Bee, Marco
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Benavides, Guillermo
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Berkhouch, Mohammed
1
Biljon, L. van
1
Bouri, Elie
1
Bruzda, Joanna
1
Cabello, Alejandra
1
Cai, Chunlin
1
Canestrelli, Elio
1
Chan, Stephen
1
Chang, Chia-Lin
1
Chen, Rongda
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Computational 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
38
Economic modelling
27
The journal of operational risk
27
Finance research letters
26
Energy economics
25
Journal of risk management in financial institutions
20
International review of financial analysis
17
Quantitative finance
17
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
Applied economics
14
Discussion paper / Tinbergen Institute
14
International review of economics & finance : IREF
14
Research paper series / Swiss Finance Institute
13
SpringerLink / Bücher
13
The European journal of finance
13
Finance and stochastics
12
International journal of forecasting
12
Journal of econometrics
12
Journal of empirical finance
12
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
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ECONIS (ZBW)
65
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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
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:
4
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:
5
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:
6
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
7
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:
8
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:
9
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:
10
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
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