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subject:"Risikomaß"
~isPartOf:"Scandinavian actuarial journal"
~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"
~subject:"Basler Akkord"
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Risikomaß
Basler Akkord
Risk management
151
Risikomanagement
149
Risk measure
67
Theorie
59
Theory
59
Portfolio selection
57
Portfolio-Management
57
Risk
50
Risiko
49
Hedging
24
Credit risk
23
Kreditrisiko
23
ARCH model
22
ARCH-Modell
22
Bank risk
19
Bankrisiko
19
Statistical distribution
19
Statistische Verteilung
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Volatility
19
Volatilität
19
Financial services
15
Finanzdienstleistung
15
risk management
15
Estimation
13
Schätzung
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Basel Accord
12
Financial crisis
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Finanzkrise
12
Risikomodell
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Risk model
12
Capital income
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Kapitaleinkommen
11
Measurement
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Messung
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Modellierung
11
Scientific modelling
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10
Spillover-Effekt
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Graue Literatur
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English
72
French
1
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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
Chen, Wei
2
Chlebus, Marcin
2
Hammoudeh, Shawkat
2
Jacobs, Michael <Jr.>
2
Kang, Sang Hoon
2
Mao, Tiantian
2
McAleer, Michael
2
Mensi, Walid
2
Mitic, Peter
2
Santos, Paulo Araújo
2
Skoglund, Jimmy
2
Vanduffel, Steven
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
Arrieta, Daniel
1
Asai, Manabu
1
Badescu, Andrei L.
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Bajo, Emanuele
1
Barbi, Massimiliano
1
Barro, Diana
1
Barziy, Illya
1
Bee, Marco
1
Benavides, Guillermo
1
Benito Muela, Sonia
1
Biljon, L. van
1
Bouri, Elie
1
Brandtner, Mario
1
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Scandinavian actuarial journal
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
97
Journal of banking & finance
67
The journal of operational risk
59
Risks : open access journal
58
Journal of risk management in financial institutions
46
European journal of operational research : EJOR
44
Journal of risk
41
Finance research letters
32
Economic modelling
29
SpringerLink / Bücher
29
Energy economics
27
International review of financial analysis
25
Journal of risk and financial management : JRFM
21
Risiko-Manager
20
Quantitative finance
19
International review of economics & finance : IREF
18
Applied economics
16
Discussion paper / Tinbergen Institute
16
International journal of theoretical and applied finance
16
The European journal of finance
16
Die Bank
15
Research paper series / Swiss Finance Institute
15
International journal of forecasting
14
The journal of credit risk : published quarterly by Incisive Media
14
Finance and stochastics
13
Journal of empirical finance
13
Journal of financial stability
13
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
13
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
12
International journal of risk assessment and management : IJRAM
12
Journal of econometrics
12
Research in international business and finance
12
Journal of financial regulation and compliance : an international journal
11
Journal of international financial markets, institutions & money
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Wiley finance series
11
Computational economics
10
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ECONIS (ZBW)
73
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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
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
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
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
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:
9
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:
10
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
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