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subject:"Risikomaß"
~isPartOf:"Economic modelling"
~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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Search: subject_exact:"Risk management"
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Risikomaß
Risk management
183
Risikomanagement
179
Risk measure
85
Portfolio selection
62
Portfolio-Management
62
Risk
60
Theorie
60
Theory
60
Risiko
58
ARCH model
29
ARCH-Modell
29
Credit risk
29
Kreditrisiko
29
Bank risk
26
Bankrisiko
26
Hedging
26
Volatility
25
Volatilität
25
Estimation
21
Schätzung
21
Statistical distribution
21
Statistische Verteilung
21
Financial crisis
19
Financial services
19
Finanzdienstleistung
19
Finanzkrise
19
Basel Accord
16
Basler Akkord
16
Spillover effect
14
Spillover-Effekt
14
Welt
14
World
14
Capital income
13
China
13
Kapitaleinkommen
13
Systemic risk
13
Multivariate Verteilung
12
Multivariate distribution
12
Systemrisiko
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73
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Aufsatz in Zeitschrift
73
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12
Graue Literatur
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12
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English
84
French
1
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Billio, Monica
3
Frattarolo, Lorenzo
3
Hammoudeh, Shawkat
3
Kang, Sang Hoon
3
Mensi, Walid
3
Pelizzon, Loriana
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Bloxham, Nicholas
2
Caporin, Massimiliano
2
Chlebus, Marcin
2
Joëts, Marc
2
McAleer, Michael
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
Andrieş, Alin Marius
1
Arnsdorf, Matthias
1
Arrieta, Daniel
1
Asai, Manabu
1
Bajo, Emanuele
1
Barbagli, Matteo
1
Barbi, Massimiliano
1
Barro, Diana
1
Barziy, Illya
1
Bee, Marco
1
Bei, Shuhua
1
Benavides, Guillermo
1
Benito Muela, Sonia
1
Biljon, L. van
1
Bouri, Elie
1
Breeden, Joseph L.
1
Bruzda, Joanna
1
Cabello, Alejandra
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Economic modelling
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
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
Applied economics
14
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
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ECONIS (ZBW)
85
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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
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
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
7
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:
8
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
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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