//--> //--> //-->
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:"Risk management"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~isPartOf:"NBER Working Paper"
~language:"eng"
~person:"Dias, Alexandra"
~person:"McNeil, Alexander J."
~subject:"Corporate governance"
~subject:"Derivat"
~subject:"Kapitalismus"
~subject:"Risk"
~subject:"Statistische Verteilung"
~subject:"Theorie"
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
| 13 applied filters
Year of publication
From:
To:
Subject
All
Risk management
Corporate governance
Derivat
Kapitalismus
Risk
Statistische Verteilung
Theorie
Risikomanagement
6
Theory
6
Risikomaß
5
Risk measure
5
Portfolio selection
3
Portfolio-Management
3
Statistical distribution
3
Value-at-Risk
3
Backtesting
2
Basel Accord
2
Basler Akkord
2
Forecasting model
2
Prognoseverfahren
2
Ausreißer
1
Bank risk
1
Banking regulation
1
Bankrisiko
1
Capitalism
1
Conditional Value-at-Risk
1
Estimation
1
Expected shortfall
1
Financial crises
1
Financial crisis
1
Financial risk management
1
Finanzkrise
1
Market capitalization
1
Measurement
1
Messung
1
Multi-asset portfolios
1
Multivariate extreme value theory
1
Outliers
1
Portfolio tail probability
1
Probability theory
1
Quantitative risk management
1
Risiko
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
Author
All
Dias, Alexandra
McNeil, Alexander J.
Kunreuther, Howard
5
Breuer, Thomas
4
Froot, Kenneth
4
Wang, Neng
4
Almeida, Heitor
3
Embrechts, Paul
3
Fernando, Chitru S.
3
Fiordelisi, Franco
3
Lo, Andrew W.
3
Pérignon, Christophe
3
Schuermann, Til
3
Smith, Stephen Drew
3
Stulz, René M.
3
Summer, Martin
3
Vanini, Paolo
3
Weiß, Gregor
3
Acharya, Viral V.
2
Adam, Tim
2
Alexander, Gordon J.
2
Amihud, Yakov
2
Andersen, Torben G.
2
Armstrong, John
2
Baptista, Alexandre M.
2
Barakat, Ahmed
2
Bernard, Carole
2
Bollerslev, Tim
2
Bolton, Patrick
2
Brigo, Damiano
2
Brunnermeier, Markus K.
2
Butaru, Florentin
2
Caballero, Ricardo J.
2
Callen, Jeffrey L.
2
Ceretta, Paulo Sergio
2
Chen, Hui
2
Chen, Qingqing
2
Chen, Ren-Raw
2
Chen, Tsung-Kang
2
Christoffersen, Peter
2
more ...
less ...
Published in...
All
Economic modelling
Journal of banking & finance
NBER Working Paper
Princeton series in finance
2
The European journal of finance
2
FEDS Working Paper
1
Finance and economics discussion series
1
Handbook of heavy tailed distributions in finance
1
International Journal for Re-Views in Empirical Economics : IREE
1
Risk management : value at risk and beyond
1
Risks : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->