//--> //--> //--> //-->
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:"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:"Finanzdienstleistung"
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
Finanzdienstleistung
Risk management
122
Risikomanagement
120
Risk measure
55
Portfolio selection
43
Portfolio-Management
43
Theorie
37
Theory
37
Risk
34
Risiko
33
Credit risk
22
Hedging
22
Kreditrisiko
22
ARCH model
21
ARCH-Modell
21
Volatility
19
Volatilität
19
Bank risk
17
Bankrisiko
17
Statistical distribution
14
Statistische Verteilung
14
Estimation
13
Financial services
13
Schätzung
13
Financial crisis
12
Finanzkrise
12
risk management
12
Capital income
11
Kapitaleinkommen
11
Spillover effect
10
Spillover-Effekt
10
Basel Accord
9
Basler Akkord
9
Welt
9
World
9
Modellierung
8
Scientific modelling
8
Systemic risk
8
Systemrisiko
8
more ...
less ...
Online availability
All
Undetermined
34
Free
12
Type of publication
All
Article
52
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
52
Aufsatz in Zeitschrift
52
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
63
French
1
Author
All
Billio, Monica
3
Caporin, Massimiliano
3
Frattarolo, Lorenzo
3
Pelizzon, Loriana
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Bloxham, Nicholas
2
Chlebus, Marcin
2
Hammoudeh, Shawkat
2
Jimenez-Martin, Juan-Angel
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
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
Bruzda, Joanna
1
Cabello, Alejandra
1
Cai, Chunlin
1
Canestrelli, Elio
1
Chang, Chia-Lin
1
Chen, Rongda
1
Chen, Wei
1
more ...
less ...
Published in...
All
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
96
Journal of risk management in financial institutions
83
Risks : open access journal
78
Journal of banking & finance
74
The journal of operational risk
72
European journal of operational research : EJOR
52
Journal of risk
49
Journal of risk and financial management : JRFM
37
Finance research letters
36
Economic modelling
30
International review of financial analysis
27
Energy economics
25
Quantitative finance
25
International journal of theoretical and applied finance
24
SpringerLink / Bücher
22
Applied economics
17
Discussion paper / Tinbergen Institute
17
International review of economics & finance : IREF
17
Research paper series / Swiss Finance Institute
17
Wiley finance series
16
International journal of risk assessment and management : IJRAM
15
The European journal of finance
15
International journal of forecasting
14
Journal of securities operations & custody
14
The journal of credit risk : published quarterly by Incisive Media
14
Finance and stochastics
13
International journal of economics and financial issues : IJEFI
13
Journal of empirical finance
13
Journal of financial stability
13
Computational economics
12
International journal of finance & economics : IJFE
12
Journal of econometrics
12
Journal of international financial markets, institutions & money
12
NBER working paper series
12
Pacific-Basin finance journal
12
Research in international business and finance
12
Applied economics letters
11
more ...
less ...
Source
All
ECONIS (ZBW)
64
Showing
1
-
10
of
64
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
A new automated model validation tool for financial institutions
Fan, Lingling
;
Schneider, Alex
;
Joumaa, Mazin
- In:
The journal of risk model validation
17
(
2023
)
3
,
pp. 59-85
Persistent link: https://www.econbiz.de/10014485777
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->