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subject:"Sozialer Indikator"
~isPartOf:"Journal of banking & finance"
~subject:"Risk measure"
~subject:"Schätzung"
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Sozialer Indikator
Risk measure
Schätzung
Measurement
43
Messung
43
Risiko
22
Risk
22
Theorie
22
Theory
22
Risikomaß
21
Portfolio selection
18
Portfolio-Management
18
Risikomanagement
17
Risk management
17
Estimation
9
Credit risk
7
Kreditrisiko
7
Systemic risk
6
Systemrisiko
6
Bank risk
5
Bankrisiko
5
Financial services
5
Finanzdienstleistung
5
Statistical distribution
5
Statistische Verteilung
5
Financial crisis
4
Finanzkrise
4
CAPM
3
Capital income
3
Credit rating
3
Estimation theory
3
Expected Shortfall
3
Expected shortfall
3
Kapitaleinkommen
3
Kreditwürdigkeit
3
Schätztheorie
3
USA
3
United States
3
Value-at-Risk
3
Backtesting
2
Bank
2
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23
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23
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23
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English
23
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Brandtner, Mario
2
Breuer, Thomas
2
Armstrong, John
1
Bali, Turan G.
1
Bellini, Fabio
1
Brigo, Damiano
1
Brownlees, Christian
1
Cakici, Nusret
1
Chabi-Yo, Fousseni
1
Chabot, Ben
1
Cotter, John
1
Csiszár, Imre
1
Dowd, Kevin
1
Ergün, Tolga A.
1
Furman, Edward
1
Ghysels, Eric
1
Girardi, Giulio
1
Gómez, Fabio
1
Idier, Julien
1
Kratz, Marie
1
Kurz, Christopher J.
1
Kürsten, Wolfgang
1
Lamé, Gildas
1
Leiss, Matthias
1
León Valle, Ángel Manuel
1
Liu, Ruicheng
1
Lok, Yen H.
1
McNeil, Alexander J.
1
Mésonnier, Jean-Stéphane
1
Nax, Heinrich H.
1
O'Brien, James M.
1
Peña Sánchez de Rivera, Juan Ignacio
1
Pitera, Marcin
1
Pun, Chi Seng
1
Rodríguez-Moreno, María
1
Rosazza Gianin, Emanuela
1
Schmidt, Thorsten
1
Sebestyén, Szabolcs
1
Summer, Martin
1
Szegö, Giorgio P.
1
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Journal of banking & finance
Insurance / Mathematics & economics
104
Working paper / National Bureau of Economic Research, Inc.
40
NBER working paper series
38
NBER Working Paper
33
Working paper / Oxford Poverty & Human Development Initiative
33
Discussion paper series / IZA
31
European journal of operational research : EJOR
31
Risks : open access journal
29
Journal of risk
25
Applied economics letters
23
Journal of economic inequality
20
Mathematics of operations research
19
The review of income and wealth : journal of the International Association for Research in Income and Wealth
19
Finance research letters
18
Working paper series
18
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
18
Finance and stochastics
17
IZA Discussion Paper
17
Mathematics and financial economics
17
Economics letters
16
Quantitative finance
16
Applied economics
15
CESifo working papers
15
International journal of theoretical and applied finance
14
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
14
Working paper / World Institute for Development Economics Research
14
Discussion paper / Centre for Economic Policy Research
13
Discussion paper
12
International review of financial analysis
12
Scandinavian actuarial journal
12
Working paper
12
Discussion paper / Tinbergen Institute
11
Europäische Hochschulschriften / 5
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of econometrics
11
IZA Discussion Papers
10
Journal of international development : the journal of the Development Studies Association
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Research paper series / Swiss Finance Institute
10
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ECONIS (ZBW)
23
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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
Machine-learning-enhanced systemic risk measure : a two-step supervised learning approach
Liu, Ruicheng
;
Pun, Chi Seng
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013448776
Saved in:
3
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
4
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
5
Systematic stress tests on public data
Breuer, Thomas
;
Summer, Martin
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
Saved in:
6
Option-implied objective measures of market risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
Saved in:
7
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:
8
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
9
Unbiased estimation of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
10
An evaluation of bank measures for market risk before, during and after the financial crisis
O'Brien, James M.
;
Szerszeń, Paweł J.
- In:
Journal of banking & finance
80
(
2017
),
pp. 215-234
Persistent link: https://www.econbiz.de/10011816277
Saved in:
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