//--> //--> //--> //-->
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
type_genre:"Article in journal"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of risk"
~subject:"Estimation"
~type:"article"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Risikomanagement
106
Risk management
106
Portfolio selection
53
Portfolio-Management
53
Risikomaß
52
Risk measure
52
Theorie
52
Theory
52
Risiko
31
Risk
31
risk management
23
Credit risk
21
Kreditrisiko
21
Financial services
20
Finanzdienstleistung
20
Bank risk
13
Bankrisiko
13
Hedging
12
Schätzung
12
Statistical distribution
12
Statistische Verteilung
12
Measurement
11
Messung
11
Original research
11
ARCH model
10
ARCH-Modell
10
Basel Accord
9
Basler Akkord
9
Outliers
9
Ausreißer
8
Multivariate Verteilung
8
Multivariate distribution
8
Forecasting model
7
Prognoseverfahren
7
value-at-risk (VaR)
7
Estimation theory
6
Schätztheorie
6
Capital income
5
Kapitaleinkommen
5
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Poddig, Thorsten
2
Alemany, Ramon
1
Allen, David
1
Bernardi, Mauro
1
Bolancé, Catalina
1
Chen, Jiusheng
1
Cui, Xueting
1
Fieberg, Christian
1
Haghani, Shermineh
1
Hanson, Samuel G.
1
Kabaila, Paul
1
Li, Duan
1
Lizieri, Colin
1
Lüdemann, Stefan
1
Mainzer, Rheanna
1
Maruotti, Antonello
1
Mertens, Richard Lennart
1
Muromachi, Yukio
1
Olschewsky, Michael
1
Padilla Barreto, Alemar E.
1
Pesaran, M. Hashem
1
Petrella, Lea
1
Satchell, Stephen
1
Schuermann, Til
1
Sun, Xiaoling
1
Weiß, Gregor
1
Zhu, Shushang
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of risk
Journal of banking & finance
10
Energy economics
9
Economic modelling
8
Finance research letters
8
International review of financial analysis
8
Applied economics
6
Insurance / Mathematics & economics
5
International journal of finance & economics : IJFE
5
Pacific-Basin finance journal
5
Risks : open access journal
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of financial stability
4
Journal of international financial markets, institutions & money
4
Quantitative finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
International review of economics & finance : IREF
3
Journal of economic dynamics & control
3
Journal of economics & business
3
Journal of financial economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Agricultural economics : the journal of the International Association of Agricultural Economists
2
Agricultural finance review
2
Argumenta oeconomica
2
Computational economics
2
Economics letters
2
European journal of operational research : EJOR
2
European review of agricultural economics : ERAE
2
Finance : revue de l'Association Française de Finance
2
Financial markets and portfolio management
2
Global finance journal
2
International journal of forecasting
2
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
2
Journal of econometrics
2
Journal of economic studies
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economic policy
2
Journal of investment management : JOIM
2
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
2
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
3
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
4
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Saved in:
5
Impact of D-Vine structure on risk estimation
Bolancé, Catalina
;
Alemany, Ramon
;
Padilla Barreto, …
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011914672
Saved in:
6
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
7
Finite difference methods for estimating marginal risk contributions in asset management
Olschewsky, Michael
;
Lüdemann, Stefan
;
Poddig, Thorsten
- In:
Journal of risk
18
(
2016
)
5
,
pp. 63-99
Persistent link: https://www.econbiz.de/10011598391
Saved in:
8
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
9
Modeling hedge fund lifetimes : a dependent competing risks framework with latent exit types
Haghani, Shermineh
- In:
Journal of empirical finance
28
(
2014
),
pp. 291-320
Persistent link: https://www.econbiz.de/10011285627
Saved in:
10
Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang
;
Cui, Xueting
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->