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subject:"Risikomanagement"
~isPartOf:"Journal of banking & finance"
~person:"Dias, Alexandra"
~person:"Lin, Chen-miao"
~person:"McNeil, Alexander J."
~type_genre:"Aufsatz in Zeitschrift"
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Risikomanagement
Risk management
8
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3
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3
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Dias, Alexandra
Lin, Chen-miao
McNeil, Alexander J.
Breuer, Thomas
4
Fernando, Chitru S.
3
Fiordelisi, Franco
3
Pérignon, Christophe
3
Smith, Stephen Drew
3
Summer, Martin
3
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3
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2
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Journal of banking & finance
The European journal of finance
2
International Journal for Re-Views in Empirical Economics : IREE
1
Review of Pacific Basin financial markets and policies
1
Risks : open access journal
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The journal of applied business research
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ECONIS (ZBW)
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1
Spectral backtests of forecast distributions with application to risk management
Gordy, Michael B.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489248
Saved in:
2
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
3
The economic value of controlling for large losses in portfolio selection
Dias, Alexandra
- In:
Journal of banking & finance
72
(
2016
),
pp. 81-91
Persistent link: https://www.econbiz.de/10011637057
Saved in:
4
Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra
- In:
Journal of banking & finance
49
(
2014
),
pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
Saved in:
5
Market capitalization and Value-at-Risk
Dias, Alexandra
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5248-5260
Persistent link: https://www.econbiz.de/10010343742
Saved in:
6
Corporate derivatives use and the cost of equity
Gay, Gerald D.
;
Lin, Chen-miao
;
Smith, Stephen Drew
- In:
Journal of banking & finance
35
(
2011
)
6
,
pp. 1491-1506
Persistent link: https://www.econbiz.de/10009244962
Saved in:
7
Integrated models of capital adequacy : why banks are undercapitalised
Kretzschmar, Gavin L.
;
McNeil, Alexander J.
;
Kirchner, Axel
- In:
Journal of banking & finance
34
(
2010
)
12
,
pp. 2838-2850
Persistent link: https://www.econbiz.de/10008859399
Saved in:
8
Hedging, financing, and investment decisions : theory and empirical tests
Lin, Chen-miao
;
Phillips, Richard D.
;
Smith, Stephen DeWitt
- In:
Journal of banking & finance
32
(
2008
)
8
,
pp. 1566-1582
Persistent link: https://www.econbiz.de/10003749382
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