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subject:"Risk management"
~person:"Alexander, Gordon J."
~person:"Brigo, Damiano"
~person:"Liao, Hsien-hsing"
~subject:"Coherent risk measures"
~subject:"Liquiditätsbeschränkung"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Risk management
Coherent risk measures
Liquiditätsbeschränkung
Theorie
Risikomanagement
16
Theory
11
Portfolio selection
9
Portfolio-Management
9
Risikomaß
6
Risk measure
6
Credit risk
4
Kreditrisiko
4
Risiko
4
Risk
4
Financial services
3
Finanzdienstleistung
3
Asset securitization
2
Asset-liability management
2
Bank
2
Bank holding companies
2
Bank liquidity
2
Bank regulation
2
Bankenliquidität
2
Bankenregulierung
2
Basel Accord
2
Basler Akkord
2
Benchmarking
2
Bilanzstrukturmanagement
2
Collateral
2
Counterparty risk
2
Derivat
2
Derivative
2
Internal liquidity
2
Kreditsicherung
2
Management team expertise
2
Risk management quality
2
Securitization
2
Verbriefung
2
Volatility
2
Volatilität
2
collateral
2
credit valuation adjustment
2
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4
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Article
16
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
16
Arbeitspapier
1
Collection of articles of several authors
1
Graue Literatur
1
Handbook
1
Handbuch
1
Non-commercial literature
1
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1
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1
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Language
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English
16
Author
All
Alexander, Gordon J.
Brigo, Damiano
Liao, Hsien-hsing
Ivanov, Dmitry
44
Gleißner, Werner
40
Broll, Udo
26
Dolgui, Alexandre
22
Gatzert, Nadine
21
Fabozzi, Frank J.
18
Dionne, Georges
17
Hammoudeh, Shawkat
17
McAleer, Michael
17
Sawik, Tadeusz
17
Turvey, Calum Greig
17
Wang, Ruodu
17
Eling, Martin
16
Li, Jianping
16
McConnell, Patrick
16
Romeike, Frank
16
Wagner, Stephan M.
16
Parast, Mahour Mellat
15
Talluri, Srinivas
15
Blackhurst, Jennifer
14
Liu, Shan
14
Mußhoff, Oliver
14
Tan, Ken Seng
14
Choi, Tsan-Ming
13
Embrechts, Paul
13
Hussainey, Khaled
13
Li, Johnny Siu-Hang
13
Zhu, Xiaoqian
13
Goodwin, Barry K.
12
Sherris, Michael
12
Wu, Desheng Dash
12
Finger, Robert
11
Govindan, Kannan
11
Hoyt, Robert E.
11
Olson, David L.
11
Righi, Marcelo Brutti
11
Sharma, Satyendra Kumar
11
Van Vuuren, Gary
11
Bartram, Söhnke M.
10
Bhansali, Vineer
10
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Journal of banking & finance
6
International journal of theoretical and applied finance
2
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of financial intermediation
1
Journal of monetary economics
1
Journal of risk management in financial institutions
1
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
1
Review of quantitative finance and accounting
1
The European journal of finance
1
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ECONIS (ZBW)
16
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16
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1
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
2
Risk managing tail-risk seekers : VaR and expected shortfall vs S-shaped utility
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
101
(
2019
),
pp. 122-135
Persistent link: https://www.econbiz.de/10012162636
Saved in:
3
Bank management expertise and asset securitization policies
Chen, Tsung-Kang
;
Liao, Hsien-hsing
;
Ye, Jing-Syuan
- In:
Journal of banking & finance
109
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012224950
Saved in:
4
Bank management expertise and asset securitization policies
Chen, Tsung-Kang
;
Liao, Hsien-hsing
;
Ye, Jing-Syuan
- In:
Journal of banking & finance
109
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012224983
Saved in:
5
Suppliers'/customers' production efficiency uncertainty and firm credit risk
Chen, Tsung-Kang
;
Liao, Hsien-hsing
- In:
Review of quantitative finance and accounting
50
(
2018
)
2
,
pp. 519-560
Persistent link: https://www.econbiz.de/10011979167
Saved in:
6
Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
7
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
8
A comparison of the original and revised Basel market risk frameworks for regulating bank capital
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Journal of economic behavior & organization : JEBO
85
(
2013
)
1
,
pp. 249-268
Persistent link: https://www.econbiz.de/10009708765
Saved in:
9
Active portfolio management with benchmarking : a frontier based on alpha
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2185-2197
Persistent link: https://www.econbiz.de/10008737950
Saved in:
10
Stress testing by financial intermediaries : implications for portfolio selection and asset pricing
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of financial intermediation
18
(
2009
)
1
,
pp. 65-92
Persistent link: https://www.econbiz.de/10003813182
Saved in:
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