//--> //--> //-->
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:"Bibliographie"
type_genre:"Konferenzschrift"
~accessRights:"free"
~isPartOf:"Working papers / TSE : WP"
~subject:"Bankenaufsicht"
~subject:"Basel Accord"
~subject:"Portfolio selection"
~type_genre:"Graue Literatur"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Bankenaufsicht
Basel Accord
Portfolio selection
Risikomanagement
10
Risk management
10
Risikomaß
6
Risk measure
6
Portfolio-Management
5
Risiko
5
Risk
5
Theorie
5
Theory
5
Ausreißer
4
Extrapolation
4
Heavy tails
4
Outliers
4
Statistical distribution
4
Statistische Verteilung
4
Corporate Governance
3
Corporate governance
3
Measurement
3
Messung
3
Asymmetric least squares
2
Coherent risk measures
2
Estimation theory
2
Executive board
2
Expected shortfall
2
Expectile
2
Expectiles
2
Extreme values
2
Extremes
2
Foreign exchange management
2
Hedging
2
Internal control
2
Internes Kontrollsystem
2
Sarbanes-Oxley Act
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
2
Tail index
2
Vorstand
2
Währungsmanagement
2
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Bibliographie
Konferenzschrift
Graue Literatur
Arbeitspapier
5
Non-commercial literature
5
Working Paper
5
Language
All
English
5
Author
All
Daouia, Abdelaati
4
Girard, Stéphane
4
Stupfler, Gilles
3
Costa, Manon
1
Gadat, Sébastien
1
Huang, Lorick
1
Stupffer, Gilles
1
more ...
less ...
Published in...
All
Working papers / TSE : WP
Research paper series / Swiss Finance Institute
16
Discussion paper
14
Discussion paper / Tinbergen Institute
10
Working papers
10
IMF working papers
9
Working paper series
8
Working paper series / European Central Bank
7
CESifo working papers
6
IMF country report
6
Swiss Finance Institute Research Paper
6
CFS working paper series
5
Finance and economics discussion series
5
Working paper
5
Working paper / National Bureau of Economic Research, Inc.
5
Departmental paper / International Monetary Fund
4
Discussion paper series / IZA
4
Staff working papers / Bank of England
4
BIS working papers
3
Consultative document
3
DNB working paper
3
ECON PhD dissertations
3
Econometric Institute research papers
3
FSI insights on policy implementation
3
IES working paper
3
Netspar academic series
3
Questioni di economia e finanza
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
SFB 649 discussion paper
3
SUERF studies
3
WWZ-Forschungsbericht
3
Working paper / Centre for Financial Research
3
Working papers / Federal Reserve Bank of Atlanta
3
Working papers in economics
3
Working papers on finance
3
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Institute of Agricultural Development in Central and Eastern Europe
2
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
Discussion papers of interdisciplinary research project 373
2
Document de travail
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien
;
Costa, Manon
;
Huang, Lorick
-
2022
Persistent link: https://www.econbiz.de/10013263291
Saved in:
2
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
3
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
4
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
5
Assessing coherent value-at-risk and expected shortfall with extreme expectiles
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2015
Persistent link: https://www.econbiz.de/10011302290
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->