//--> //--> //--> //-->
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 measure"
subject:"Risk"
~person:"Daníelsson, Jón"
~person:"Guillén, Montserrat"
~person:"Stoja, Evarist"
~type_genre:"Article in journal"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Risk
Risikomanagement
21
Risk management
21
Risikomaß
13
Risiko
12
Portfolio selection
11
Portfolio-Management
11
Theorie
9
Theory
9
Ausreißer
4
Bank risk
4
Bankrisiko
4
Capital income
4
Forecasting model
4
Kapitaleinkommen
4
Outliers
4
Prognoseverfahren
4
Statistical distribution
4
Statistische Verteilung
4
Volatility
4
Volatilität
4
Estimation
3
Financial services
3
Finanzdienstleistung
3
Measurement
3
Messung
3
Multidimensional value at risk
3
Schätzung
3
Systemic risk
3
risk management
3
ARCH model
2
ARCH-Modell
2
Asset pricing
2
Bankenaufsicht
2
Banking supervision
2
Basel Accord
2
Basler Akkord
2
Börsenkurs
2
Decision under risk
2
more ...
less ...
Online availability
All
Undetermined
9
Free
1
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
16
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Amtsdruckschrift
1
Aufsatz im Buch
1
Book section
1
Government document
1
more ...
less ...
Language
All
English
16
Author
All
Daníelsson, Jón
Guillén, Montserrat
Stoja, Evarist
Wang, Ruodu
17
Li, Jianping
13
Embrechts, Paul
11
Hammoudeh, Shawkat
11
Mao, Tiantian
10
Zhu, Xiaoqian
10
McAleer, Michael
9
Cai, Jun
8
Li, Johnny Siu-Hang
8
Righi, Marcelo Brutti
8
Tan, Ken Seng
8
Boonen, Tim J.
7
Broll, Udo
7
Janabi, Mazin A. M. al
7
Puccetti, Giovanni
7
Qazi, Abroon
7
Rüschendorf, Ludger
7
Sherris, Michael
7
Balbás de la Corte, Alejandro
6
Furman, Edward
6
Gatzert, Nadine
6
Ji, Qiang
6
Kakushadze, Zura
6
Karmakar, Madhusudan
6
Mitra, Sovan
6
Van Vuuren, Gary
6
Bernard, Carole
5
Brandtner, Mario
5
Chen, Zhiping
5
Cheung, Ka Chun
5
Cossette, Hélène
5
Ghadge, Abhijeet
5
Ghorbel, Ahmed
5
Härdle, Wolfgang
5
Kumar, Dilip
5
Liu, Fangda
5
Mensi, Walid
5
Mitic, Peter
5
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
2
International journal of forecasting
2
Journal of banking & finance
2
Journal of international financial markets, institutions & money
2
Journal of financial stability
1
Journal of international money and finance
1
Journal of risk
1
Monetary and economic studies
1
Risks : open access journal
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of operational risk
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Continuing risks
Constantinescu, Corina
;
Guillén, Montserrat
; …
- In:
Risks : open access journal
11
(
2023
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10014232583
Saved in:
2
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
3
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
4
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
5
Systematic extreme downside risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
Saved in:
6
Forecasting compositional risk allocations
Boonen, Tim J.
;
Guillén, Montserrat
;
Santolino, Miguel
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 79-86
Persistent link: https://www.econbiz.de/10011990442
Saved in:
7
Distortion risk measures for nonnegative multivariate risks
Guillén, Montserrat
;
Sarabia Alzaga, José Maria
; …
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 35-57
Persistent link: https://www.econbiz.de/10011895037
Saved in:
8
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
Saved in:
9
Model risk of risk models
Daníelsson, Jón
;
James, Kevin
;
Valenzuela, Marcela
; …
- In:
Journal of financial stability
23
(
2016
),
pp. 79-91
Persistent link: https://www.econbiz.de/10011703816
Saved in:
10
What attitudes to risk underlie distortion risk measure choices?
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 101-109
Persistent link: https://www.econbiz.de/10011492606
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->